IAORION

Informe de investigación IND_ULTOSC

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "8c701065dd870b554eaf",
  "engine_version": "3.0.0",
  "entrada": "IND_ULTOSC",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "salida": "trail",
  "activos": [],
  "discovery_assets": [],
  "descubierto": null,
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-11-06T08:00:01.996908+00:00",
  "categoria": "DESCARTADA",
  "base_passed": false,
  "walk_forward": null,
  "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": "No supera filtros de desarrollo/selección o estabilidad",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "3f84100e18ef812d66e8"
      },
      "train": {
        "n": 320,
        "net_R": 18.69037951533408,
        "expectancy_R": 0.058407435985419,
        "pf": 1.1086403196973131,
        "max_drawdown_R": 18.61292369466755,
        "win_rate": 0.31875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": 2.8117183792257228,
        "expectancy_R": 0.027298236691511872,
        "pf": 1.047063793297125,
        "max_drawdown_R": 17.083196260147062,
        "win_rate": 0.32038834951456313,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 120,
        "net_R": -16.978400012489853,
        "expectancy_R": -0.14148666677074878,
        "pf": 0.7502324479465173,
        "max_drawdown_R": 24.275185257712224,
        "win_rate": 0.30833333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 80390.01,
        "rd": 1343.3953624360538,
        "sl": 77865.24555987632,
        "tp": 77703.21927512789,
        "highest": 80390.02,
        "lowest": 75208.42,
        "bars": 5,
        "open_ts": "2026-11-05 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.5075733531306486
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "e8ad54fb447f46c3bb55"
      },
      "train": {
        "n": 326,
        "net_R": 20.9684508641425,
        "expectancy_R": 0.06432040142375,
        "pf": 1.1263768716931482,
        "max_drawdown_R": 13.779268263745653,
        "win_rate": 0.3496932515337423,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 113,
        "net_R": -12.678173413189139,
        "expectancy_R": -0.1121962248954791,
        "pf": 0.8216371382391269,
        "max_drawdown_R": 20.74346023434422,
        "win_rate": 0.23008849557522124,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 114,
        "net_R": 6.383767820546542,
        "expectancy_R": 0.05599796333812756,
        "pf": 1.104933173274348,
        "max_drawdown_R": 16.608374116371138,
        "win_rate": 0.3508771929824561,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 64.62784062427573,
        "sl": 2310.7975337291277,
        "tp": 2123.4443187514485,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3378312239601397
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "a427cbcfb631bd005a51"
      },
      "train": {
        "n": 321,
        "net_R": 4.149899358706389,
        "expectancy_R": 0.012928035385378157,
        "pf": 1.024409233850924,
        "max_drawdown_R": 34.2204798039903,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 110,
        "net_R": 2.9470642364780195,
        "expectancy_R": 0.026791493058891086,
        "pf": 1.0468662829097755,
        "max_drawdown_R": 20.298309165830602,
        "win_rate": 0.34545454545454546,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 120,
        "net_R": -28.498356128361486,
        "expectancy_R": -0.23748630106967905,
        "pf": 0.5918781208249334,
        "max_drawdown_R": 35.213516644012394,
        "win_rate": 0.2916666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 94.52,
        "rd": 2.8042302712215568,
        "sl": 93.35853071255134,
        "tp": 88.91153945755688,
        "highest": 97.1,
        "lowest": 88.3,
        "bars": 9,
        "open_ts": "2026-11-04 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.6931205859680512
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "5716a6fe1df09e500b67"
      },
      "train": {
        "n": 349,
        "net_R": -50.35470586550488,
        "expectancy_R": -0.1442828248295269,
        "pf": 0.7465044223621505,
        "max_drawdown_R": 66.1784217402466,
        "win_rate": 0.2836676217765043,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 107,
        "net_R": 19.809377768347236,
        "expectancy_R": 0.1851343716667966,
        "pf": 1.375712415544005,
        "max_drawdown_R": 7.455275448058875,
        "win_rate": 0.3644859813084112,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 117,
        "net_R": -21.509735221689198,
        "expectancy_R": -0.18384389078366836,
        "pf": 0.6544683695274043,
        "max_drawdown_R": 36.037811142762465,
        "win_rate": 0.3162393162393162,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 716.91,
        "rd": 14.23826429168957,
        "sl": 709.2811504788481,
        "tp": 688.4334714166208,
        "highest": 716.91,
        "lowest": 683.94,
        "bars": 5,
        "open_ts": "2026-11-05 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.8152983025526455
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "5744db3371ed989cdc41"
      },
      "train": {
        "n": 332,
        "net_R": 15.028589419172778,
        "expectancy_R": 0.04526683559991801,
        "pf": 1.085796313587067,
        "max_drawdown_R": 21.383742339039234,
        "win_rate": 0.3433734939759036,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 101,
        "net_R": 15.240113226513111,
        "expectancy_R": 0.15089221016349616,
        "pf": 1.284130042966964,
        "max_drawdown_R": 16.889267110730913,
        "win_rate": 0.33663366336633666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 116,
        "net_R": -1.5792274711024696,
        "expectancy_R": -0.013614029923297152,
        "pf": 0.9735541663378354,
        "max_drawdown_R": 14.771392235762235,
        "win_rate": 0.3793103448275862,
        "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "cb33ff6f0efa81e7d539"
      },
      "train": {
        "n": 328,
        "net_R": -12.307046147168446,
        "expectancy_R": -0.03752148215600136,
        "pf": 0.9360745513103208,
        "max_drawdown_R": 35.77458145717401,
        "win_rate": 0.32926829268292684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -15.317124848272508,
        "expectancy_R": -0.1367600432881474,
        "pf": 0.7758419210700481,
        "max_drawdown_R": 35.522501082853054,
        "win_rate": 0.30357142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 112,
        "net_R": -22.270144661530928,
        "expectancy_R": -0.19884057733509758,
        "pf": 0.6729575513411371,
        "max_drawdown_R": 27.512737027033033,
        "win_rate": 0.30357142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 79662.01,
        "rd": 675.149641459541,
        "sl": 76617.67932485552,
        "tp": 78311.71071708092,
        "highest": 79864.76,
        "lowest": 75208.42,
        "bars": 19,
        "open_ts": "2026-11-05 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.901430929277562
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "a6d12f8fc3f7a25ad1a8"
      },
      "train": {
        "n": 339,
        "net_R": -24.674624323766256,
        "expectancy_R": -0.07278650242998895,
        "pf": 0.8741549522651079,
        "max_drawdown_R": 41.84881203970955,
        "win_rate": 0.30973451327433627,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 116,
        "net_R": -12.013272362749579,
        "expectancy_R": -0.10356269278232395,
        "pf": 0.830337399978431,
        "max_drawdown_R": 26.093477307439176,
        "win_rate": 0.3017241379310345,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 106,
        "net_R": 15.492669885623426,
        "expectancy_R": 0.14615726307191912,
        "pf": 1.2825159893426947,
        "max_drawdown_R": 16.463971928533553,
        "win_rate": 0.4056603773584906,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2418.33,
        "rd": 35.06167022910803,
        "sl": 2262.8831780299593,
        "tp": 2348.2066595417837,
        "highest": 2444.75,
        "lowest": 2206.28,
        "bars": 34,
        "open_ts": "2026-11-04 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.344547700537973
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "05cf0bf1494f550e7cc6"
      },
      "train": {
        "n": 306,
        "net_R": 7.324913695527016,
        "expectancy_R": 0.02393762645597064,
        "pf": 1.0448720224335537,
        "max_drawdown_R": 23.296102372990752,
        "win_rate": 0.3235294117647059,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -10.158625999073125,
        "expectancy_R": -0.09151915314480293,
        "pf": 0.8380804877104687,
        "max_drawdown_R": 21.63363607341583,
        "win_rate": 0.3153153153153153,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": -5.609307312623689,
        "expectancy_R": -0.05393564723676624,
        "pf": 0.9130651437551283,
        "max_drawdown_R": 17.632251537583024,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 95.75,
        "rd": 1.4398083746749069,
        "sl": 90.87815733053034,
        "tp": 92.87038325065019,
        "highest": 97.08,
        "lowest": 88.3,
        "bars": 26,
        "open_ts": "2026-11-05 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 4.15144480691717
      },
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "fe85abcc572d0f41b9b8"
      },
      "train": {
        "n": 320,
        "net_R": -5.861378192808921,
        "expectancy_R": -0.01831680685252788,
        "pf": 0.9670188759086745,
        "max_drawdown_R": 25.440644041424303,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 113,
        "net_R": -17.9771440245238,
        "expectancy_R": -0.1590897701285292,
        "pf": 0.7418757764766143,
        "max_drawdown_R": 30.292464513538825,
        "win_rate": 0.30973451327433627,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 112,
        "net_R": -27.770199667513246,
        "expectancy_R": -0.24794821131708256,
        "pf": 0.6051024934703256,
        "max_drawdown_R": 29.438866879555913,
        "win_rate": 0.25892857142857145,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "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": "IND_ULTOSC",
        "exit": "trail",
        "regime": "todo",
        "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": "b35f0fa82ff9f3b1e3d8"
      },
      "train": {
        "n": 319,
        "net_R": 11.026882643292396,
        "expectancy_R": 0.034567030229756726,
        "pf": 1.0631818298054942,
        "max_drawdown_R": 29.135833805888836,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 119,
        "net_R": -18.684534316220603,
        "expectancy_R": -0.15701289341361852,
        "pf": 0.7397829485446471,
        "max_drawdown_R": 35.62088373083326,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": 0.9590876689256147,
        "expectancy_R": 0.00922199681659245,
        "pf": 1.0155637593070272,
        "max_drawdown_R": 12.793096767187931,
        "win_rate": 0.3269230769230769,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.307,
        "rd": 0.015393287161197006,
        "sl": 1.209724738229867,
        "tp": 1.2762134256776059,
        "highest": 1.3087,
        "lowest": 1.1776,
        "bars": 18,
        "open_ts": "2026-11-05 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 7.786091998733296
      },
      "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