IAORION

Informe de investigación PAT_SHORTLINE

Motor 3 · Investigación. No es una cuenta financiada ni una promesa de ganancias.

trend/trail

Filtros históricos aprobados; forward insuficiente

{
  "id": "7d64ce30e201f48fb720",
  "engine_version": "3.0.0",
  "entrada": "PAT_SHORTLINE",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "trail",
  "activos": [
    "BNBUSDT-4h",
    "XRPUSDT-1h"
  ],
  "discovery_assets": [],
  "descubierto": "2026-11-05T08:00:02.309353+00:00",
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-11-06T08:00:01.996908+00:00",
  "categoria": "OBSERVACION",
  "base_passed": true,
  "walk_forward": 0.6666666666666666,
  "forward": {
    "n": 0,
    "net_R": 0.0,
    "expectancy_R": null,
    "pf": null,
    "max_drawdown_R": 0.0,
    "win_rate": null,
    "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
    "funding_approved": false
  },
  "funding_approved": false,
  "p_revienta": null,
  "risk_probability_status": "not_estimated",
  "razon": "Filtros históricos aprobados; forward insuficiente",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "BTCUSDT-4h",
        "cost_bps": 8.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "8b4678029c4f20c832bb"
      },
      "train": {
        "n": 183,
        "net_R": 13.983926099647734,
        "expectancy_R": 0.07641489671938652,
        "pf": 1.1393356672155468,
        "max_drawdown_R": 16.684920524473508,
        "win_rate": 0.3224043715846995,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": -0.7136280384652272,
        "expectancy_R": -0.012095390482461478,
        "pf": 0.9763037011096559,
        "max_drawdown_R": 11.73617160240168,
        "win_rate": 0.3559322033898305,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": -5.04344408721268,
        "expectancy_R": -0.07416829540018646,
        "pf": 0.8740152027472041,
        "max_drawdown_R": 15.905859878310478,
        "win_rate": 0.2647058823529412,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "ETHUSDT-4h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "8bcdd49e4361da753164"
      },
      "train": {
        "n": 180,
        "net_R": -16.65437199573595,
        "expectancy_R": -0.09252428886519973,
        "pf": 0.8345573410960652,
        "max_drawdown_R": 27.388023996928922,
        "win_rate": 0.3055555555555556,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -4.595352255286318,
        "expectancy_R": -0.07923021129803998,
        "pf": 0.854475424895947,
        "max_drawdown_R": 10.256757809850498,
        "win_rate": 0.3103448275862069,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": 6.124502511166889,
        "expectancy_R": 0.11777889444551709,
        "pf": 1.2483074889621035,
        "max_drawdown_R": 8.077931882777193,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "SOLUSDT-4h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "1177709c51952809903f"
      },
      "train": {
        "n": 181,
        "net_R": -2.963378361276751,
        "expectancy_R": -0.016372256139650557,
        "pf": 0.9718677743676191,
        "max_drawdown_R": 42.76963516771721,
        "win_rate": 0.2983425414364641,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": -23.20129807746404,
        "expectancy_R": -0.39324234029600064,
        "pf": 0.36760266612319475,
        "max_drawdown_R": 25.81859023313081,
        "win_rate": 0.1864406779661017,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 63,
        "net_R": 2.8887190035787116,
        "expectancy_R": 0.04585268259648748,
        "pf": 1.0951192747738616,
        "max_drawdown_R": 10.414017723211014,
        "win_rate": 0.36507936507936506,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 95.9,
        "rd": 2.740565678788582,
        "sl": 93.35853071255134,
        "tp": 90.41886864242284,
        "highest": 97.08,
        "lowest": 88.3,
        "bars": 6,
        "open_ts": "2026-11-05 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.235746454618239
      },
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "BNBUSDT-4h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "1ffb5060cbfd1e65b84a"
      },
      "train": {
        "n": 161,
        "net_R": 21.283933375354135,
        "expectancy_R": 0.13219834394629898,
        "pf": 1.2621258086767548,
        "max_drawdown_R": 9.198627961105375,
        "win_rate": 0.36645962732919257,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 10.04309677488488,
        "expectancy_R": 0.2008619354976976,
        "pf": 1.453096762299258,
        "max_drawdown_R": 9.222389404920023,
        "win_rate": 0.44,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": -5.652321711586419,
        "expectancy_R": -0.10093431627832891,
        "pf": 0.8173438826926427,
        "max_drawdown_R": 15.233273332837372,
        "win_rate": 0.26785714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 714.91,
        "rd": 14.93460032320175,
        "sl": 709.2811504788481,
        "tp": 685.0407993535964,
        "highest": 717.77,
        "lowest": 683.94,
        "bars": 7,
        "open_ts": "2026-11-05 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.5968018215359552
      },
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "XRPUSDT-4h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "31e15dd5d188051fc003"
      },
      "train": {
        "n": 177,
        "net_R": 19.796251707084075,
        "expectancy_R": 0.11184322998352585,
        "pf": 1.2415867392916318,
        "max_drawdown_R": 23.40234273069938,
        "win_rate": 0.3728813559322034,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": -5.116668543412445,
        "expectancy_R": -0.09839747198870086,
        "pf": 0.7955472431589672,
        "max_drawdown_R": 9.428006362642305,
        "win_rate": 0.40384615384615385,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": -12.299098789268132,
        "expectancy_R": -0.2510020161075129,
        "pf": 0.6023125182132867,
        "max_drawdown_R": 13.965597859204445,
        "win_rate": 0.32653061224489793,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2022-09-28 12:00:00+00:00",
      "end": "2026-11-06 04:00:00+00:00"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "BTCUSDT-1h",
        "cost_bps": 8.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "d0421705216a51483fd7"
      },
      "train": {
        "n": 167,
        "net_R": -11.27989357496213,
        "expectancy_R": -0.06754427290396485,
        "pf": 0.8796117590595235,
        "max_drawdown_R": 29.69662448293289,
        "win_rate": 0.3413173652694611,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": -0.23987507871160285,
        "expectancy_R": -0.00521467562416528,
        "pf": 0.9915683951829409,
        "max_drawdown_R": 11.591323460428807,
        "win_rate": 0.2826086956521739,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -5.958946771825735,
        "expectancy_R": -0.10834448676046791,
        "pf": 0.8023060113342889,
        "max_drawdown_R": 7.585937273192292,
        "win_rate": 0.34545454545454546,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 75952.45,
        "rd": 975.361862196352,
        "sl": 76617.67932485552,
        "tp": 74001.72627560729,
        "highest": 76559.8,
        "lowest": 75208.42,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.28325159175064935
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "ETHUSDT-1h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "24ac6243678c01ce9a3f"
      },
      "train": {
        "n": 175,
        "net_R": -0.4628270323777013,
        "expectancy_R": -0.00264472589930115,
        "pf": 0.9953302372287256,
        "max_drawdown_R": 24.48303538849943,
        "win_rate": 0.32571428571428573,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 56,
        "net_R": 8.215178449360947,
        "expectancy_R": 0.14669961516715976,
        "pf": 1.2721112903281144,
        "max_drawdown_R": 9.515175124836187,
        "win_rate": 0.4107142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": 20.45469587918645,
        "expectancy_R": 0.46487945179969203,
        "pf": 2.1092782921703734,
        "max_drawdown_R": 5.210166241647375,
        "win_rate": 0.5454545454545454,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2424.85,
        "rd": 37.029246373625824,
        "sl": 2262.8831780299593,
        "tp": 2350.7915072527485,
        "highest": 2444.75,
        "lowest": 2206.28,
        "bars": 38,
        "open_ts": "2026-11-04 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.236559044261563
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "SOLUSDT-1h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "cac6b21445bf213dc9ac"
      },
      "train": {
        "n": 146,
        "net_R": -0.9405269459271497,
        "expectancy_R": -0.006441965383062669,
        "pf": 0.9887766892315646,
        "max_drawdown_R": 20.773828887374965,
        "win_rate": 0.3287671232876712,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": -2.8678415798385988,
        "expectancy_R": -0.05214257417888361,
        "pf": 0.9022974893249261,
        "max_drawdown_R": 16.754251126557076,
        "win_rate": 0.34545454545454546,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 51,
        "net_R": 6.435290156097398,
        "expectancy_R": 0.1261821599234784,
        "pf": 1.2019640964525948,
        "max_drawdown_R": 8.07448388726218,
        "win_rate": 0.3137254901960784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 96.61,
        "rd": 1.3634215396012985,
        "sl": 90.87815733053034,
        "tp": 93.8831569207974,
        "highest": 96.85,
        "lowest": 88.3,
        "bars": 21,
        "open_ts": "2026-11-05 11:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.014483636512941
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "BNBUSDT-1h",
        "cost_bps": 9.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "a7122f2c2f58a2777905"
      },
      "train": {
        "n": 147,
        "net_R": 7.9866243821063065,
        "expectancy_R": 0.05433077810956671,
        "pf": 1.097315706977118,
        "max_drawdown_R": 23.62281814276664,
        "win_rate": 0.3469387755102041,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -10.814674380961755,
        "expectancy_R": -0.2040504600181463,
        "pf": 0.6403699714226734,
        "max_drawdown_R": 11.956148673980184,
        "win_rate": 0.2830188679245283,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": -18.06367508539994,
        "expectancy_R": -0.39268858881304214,
        "pf": 0.47213280517462386,
        "max_drawdown_R": 18.06367508539994,
        "win_rate": 0.21739130434782608,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 694.2,
        "rd": 7.299027440122849,
        "sl": 697.5990065154624,
        "tp": 679.6019451197543,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 6,
        "open_ts": "2026-11-06 02:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.4311418919596677
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    },
    "XRPUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SHORTLINE",
        "exit": "trail",
        "regime": "trend",
        "market": "XRPUSDT-1h",
        "cost_bps": 10.0,
        "atr_period": 20,
        "sl_atr": 1.5,
        "trail_atr": 2.5,
        "rr": 2.0,
        "max_hold": 300,
        "risk_pct": 0.1,
        "funding_approved": false,
        "cost_model": "estimated_roundtrip_bps; excludes unknown funding/swap",
        "id": "65537532e773267b7c58"
      },
      "train": {
        "n": 142,
        "net_R": 15.29206991238364,
        "expectancy_R": 0.10769063318580029,
        "pf": 1.1851564078376684,
        "max_drawdown_R": 23.00363553429674,
        "win_rate": 0.323943661971831,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 37,
        "net_R": 8.468601156014019,
        "expectancy_R": 0.2288811123247032,
        "pf": 1.4439240132621678,
        "max_drawdown_R": 8.63443215959444,
        "win_rate": 0.2972972972972973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": 7.0175883592904,
        "expectancy_R": 0.13495362229404614,
        "pf": 1.2787926014019981,
        "max_drawdown_R": 7.577735709019175,
        "win_rate": 0.4423076923076923,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 1.3187,
        "rd": 0.015418231125466694,
        "sl": 1.209724738229867,
        "tp": 1.2878635377490666,
        "highest": 1.322,
        "lowest": 1.1776,
        "bars": 21,
        "open_ts": "2026-11-05 11:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 8.531957974265886
      },
      "bars": 8999,
      "start": "2025-10-27 09:00:00+00:00",
      "end": "2026-11-06 07:00:00+00:00"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo