IAORION

Informe de investigación IND_WILLR

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "8c7a44751e31f22cc42e",
  "engine_version": "3.0.0",
  "entrada": "IND_WILLR",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "salida": "opp",
  "activos": [
    "ETHUSDT-4h"
  ],
  "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": 0.8333333333333334,
  "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_WILLR",
        "exit": "opp",
        "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": "79f8efddf4c7a5ecfc90"
      },
      "train": {
        "n": 585,
        "net_R": -9.289922828894262,
        "expectancy_R": -0.015880209963921817,
        "pf": 0.9544091182885468,
        "max_drawdown_R": 39.29149769155969,
        "win_rate": 0.28034188034188035,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 200,
        "net_R": -15.132049690968206,
        "expectancy_R": -0.07566024845484103,
        "pf": 0.8024226354937581,
        "max_drawdown_R": 23.21323926968886,
        "win_rate": 0.28,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 185,
        "net_R": 26.250953670146398,
        "expectancy_R": 0.1418970468656562,
        "pf": 1.4738431305544781,
        "max_drawdown_R": 14.23270346908306,
        "win_rate": 0.3783783783783784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76029.78,
        "rd": 1637.8770943142513,
        "sl": 77667.65709431424,
        "tp": 72754.0258113715,
        "highest": 77006.01,
        "lowest": 75208.42,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.21587203901159013
      },
      "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_WILLR",
        "exit": "opp",
        "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": "5b8c9ab3f19816ea34d4"
      },
      "train": {
        "n": 569,
        "net_R": 34.08391353008062,
        "expectancy_R": 0.05990142975409599,
        "pf": 1.1924633888457337,
        "max_drawdown_R": 18.937325905740924,
        "win_rate": 0.29701230228471004,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 204,
        "net_R": 23.117506579095124,
        "expectancy_R": 0.11332111068183885,
        "pf": 1.3554769898839554,
        "max_drawdown_R": 10.954485101141533,
        "win_rate": 0.3382352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 189,
        "net_R": 13.781427303466275,
        "expectancy_R": 0.07291760478024484,
        "pf": 1.221487117125207,
        "max_drawdown_R": 13.01977899838549,
        "win_rate": 0.31216931216931215,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 64.62784062427573,
        "sl": 2317.3278406242757,
        "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_WILLR",
        "exit": "opp",
        "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": "2ccc6be8ad19c3261279"
      },
      "train": {
        "n": 608,
        "net_R": 15.735336266041841,
        "expectancy_R": 0.02588048727967408,
        "pf": 1.0832299275157118,
        "max_drawdown_R": 21.156524060162027,
        "win_rate": 0.31743421052631576,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 207,
        "net_R": -1.5089915164431353,
        "expectancy_R": -0.0072898140890972725,
        "pf": 0.9793231992769716,
        "max_drawdown_R": 16.604956135637615,
        "win_rate": 0.3188405797101449,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 186,
        "net_R": 0.3851107525968196,
        "expectancy_R": 0.0020704879171872023,
        "pf": 1.0062866774336505,
        "max_drawdown_R": 14.969358253103382,
        "win_rate": 0.3387096774193548,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.21,
        "rd": 3.1127730251066943,
        "sl": 93.32277302510668,
        "tp": 83.9844539497866,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14137073164366154
      },
      "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_WILLR",
        "exit": "opp",
        "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": "cc8f581b9f7f99232499"
      },
      "train": {
        "n": 609,
        "net_R": -66.62580415014352,
        "expectancy_R": -0.10940197725803534,
        "pf": 0.6940485548828813,
        "max_drawdown_R": 76.49573932860443,
        "win_rate": 0.2791461412151067,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 185,
        "net_R": 16.148822845118445,
        "expectancy_R": 0.08729093429793754,
        "pf": 1.2754696681050763,
        "max_drawdown_R": 7.121797326734816,
        "win_rate": 0.3783783783783784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 191,
        "net_R": 8.702340572030812,
        "expectancy_R": 0.04556199252372153,
        "pf": 1.127410151624766,
        "max_drawdown_R": 21.488521965302386,
        "win_rate": 0.3036649214659686,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 688.97,
        "rd": 15.808601077105088,
        "sl": 704.7786010771051,
        "tp": 657.3527978457898,
        "highest": 697.17,
        "lowest": 683.94,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.13162012184704652
      },
      "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_WILLR",
        "exit": "opp",
        "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": "2ffdf35326a38c788e74"
      },
      "train": {
        "n": 608,
        "net_R": -44.007574383847185,
        "expectancy_R": -0.07238087892080129,
        "pf": 0.782521862338909,
        "max_drawdown_R": 55.47744274084091,
        "win_rate": 0.27960526315789475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 193,
        "net_R": 5.974453270886884,
        "expectancy_R": 0.03095571642946572,
        "pf": 1.1004770074962544,
        "max_drawdown_R": 12.95915386156651,
        "win_rate": 0.34196891191709844,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 182,
        "net_R": 16.132798035059334,
        "expectancy_R": 0.08864174744538096,
        "pf": 1.2755523155351645,
        "max_drawdown_R": 15.03951887105969,
        "win_rate": 0.34615384615384615,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2456,
        "rd": 0.03428612811136167,
        "sl": 1.2798861281113618,
        "tp": 1.1770277437772767,
        "highest": 1.2599,
        "lowest": 1.1776,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.7057700365011381
      },
      "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_WILLR",
        "exit": "opp",
        "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": "5969abc68d965bed1742"
      },
      "train": {
        "n": 619,
        "net_R": -20.369645968740468,
        "expectancy_R": -0.032907344052892515,
        "pf": 0.9108783892864725,
        "max_drawdown_R": 33.24133132497362,
        "win_rate": 0.30210016155088854,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 208,
        "net_R": -17.595948903361773,
        "expectancy_R": -0.08459590818923929,
        "pf": 0.8139622118762488,
        "max_drawdown_R": 42.01589533655876,
        "win_rate": 0.22115384615384615,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 211,
        "net_R": -14.909097736254719,
        "expectancy_R": -0.07065923097751052,
        "pf": 0.8184644912065451,
        "max_drawdown_R": 17.334933063670842,
        "win_rate": 0.26540284360189575,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 76088.01,
        "rd": 959.581357106453,
        "sl": 75128.42864289354,
        "tp": 78007.1727142129,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5555979386757165
      },
      "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_WILLR",
        "exit": "opp",
        "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": "23ce0f177faf5416051b"
      },
      "train": {
        "n": 579,
        "net_R": -19.574672325506693,
        "expectancy_R": -0.03380772422367304,
        "pf": 0.9062900615632178,
        "max_drawdown_R": 39.691423483710764,
        "win_rate": 0.28324697754749567,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 212,
        "net_R": 6.320828486803072,
        "expectancy_R": 0.029815228711335247,
        "pf": 1.0806743416869393,
        "max_drawdown_R": 27.88222922808691,
        "win_rate": 0.25943396226415094,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 193,
        "net_R": 1.3375818522855143,
        "expectancy_R": 0.006930475918577794,
        "pf": 1.01986001894408,
        "max_drawdown_R": 12.133909663418658,
        "win_rate": 0.31088082901554404,
        "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"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_WILLR",
        "exit": "opp",
        "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": "50b9fbe0d979dc77857c"
      },
      "train": {
        "n": 581,
        "net_R": -12.122947518622677,
        "expectancy_R": -0.02086565837972922,
        "pf": 0.9393237403442343,
        "max_drawdown_R": 28.72681319290524,
        "win_rate": 0.31153184165232356,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 219,
        "net_R": -14.758249661172524,
        "expectancy_R": -0.06738926785923527,
        "pf": 0.8127496099116317,
        "max_drawdown_R": 39.06130671996399,
        "win_rate": 0.2557077625570776,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 214,
        "net_R": -19.36917735516289,
        "expectancy_R": -0.09051017455683594,
        "pf": 0.740122188629421,
        "max_drawdown_R": 28.294553271280556,
        "win_rate": 0.2897196261682243,
        "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"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_WILLR",
        "exit": "opp",
        "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": "8c52f3b0c0ce20586c12"
      },
      "train": {
        "n": 582,
        "net_R": -34.61326235208537,
        "expectancy_R": -0.05947295936784428,
        "pf": 0.843078439649003,
        "max_drawdown_R": 42.25923581362922,
        "win_rate": 0.31443298969072164,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 203,
        "net_R": -20.002893135899008,
        "expectancy_R": -0.09853641938866506,
        "pf": 0.7568327046961478,
        "max_drawdown_R": 38.27418719966859,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 207,
        "net_R": -14.64273633747269,
        "expectancy_R": -0.07073785670276662,
        "pf": 0.8308729397886646,
        "max_drawdown_R": 24.119115059014668,
        "win_rate": 0.28502415458937197,
        "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_WILLR",
        "exit": "opp",
        "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": "4fb4067559f4906c67e7"
      },
      "train": {
        "n": 611,
        "net_R": -12.778711467199576,
        "expectancy_R": -0.020914421386578685,
        "pf": 0.9412663006038424,
        "max_drawdown_R": 27.585973761372827,
        "win_rate": 0.2945990180032733,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 208,
        "net_R": 13.061062364953788,
        "expectancy_R": 0.06279356906227783,
        "pf": 1.2048023104023466,
        "max_drawdown_R": 19.860233908461797,
        "win_rate": 0.27884615384615385,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 205,
        "net_R": -13.292724689234763,
        "expectancy_R": -0.06484255945968177,
        "pf": 0.8160702333028039,
        "max_drawdown_R": 16.53333734152407,
        "win_rate": 0.2926829268292683,
        "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"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo