IAORION

Informe de investigación IND_MIDPOINT

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "8f7ada71a54580768db1",
  "engine_version": "3.0.0",
  "entrada": "IND_MIDPOINT",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "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_MIDPOINT",
        "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": "d264d64a0ddd05d03a6c"
      },
      "train": {
        "n": 88,
        "net_R": -11.854353895366133,
        "expectancy_R": -0.13470856699279696,
        "pf": 0.7786143227888409,
        "max_drawdown_R": 28.238685005603934,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 32,
        "net_R": -11.002154689007593,
        "expectancy_R": -0.3438173340314873,
        "pf": 0.46718064904239864,
        "max_drawdown_R": 12.59266811863861,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": 0.6870107187285754,
        "expectancy_R": 0.019083631075793764,
        "pf": 1.0307800873149957,
        "max_drawdown_R": 10.49966278815182,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76088.01,
        "rd": 1664.7404276186112,
        "sl": 77752.75042761861,
        "tp": 72758.52914476277,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.24735302223003952
      },
      "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_MIDPOINT",
        "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": "5e7aaa919064006b9b60"
      },
      "train": {
        "n": 75,
        "net_R": -22.07846000692244,
        "expectancy_R": -0.29437946675896587,
        "pf": 0.5321095837790849,
        "max_drawdown_R": 27.90632341452639,
        "win_rate": 0.25333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 23,
        "net_R": -0.4888364645261424,
        "expectancy_R": -0.021253759327223582,
        "pf": 0.9639530641773958,
        "max_drawdown_R": 8.918833754749045,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 27,
        "net_R": -16.114374141883545,
        "expectancy_R": -0.5968286719216128,
        "pf": 0.07525791569218103,
        "max_drawdown_R": 16.114374141883545,
        "win_rate": 0.18518518518518517,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2238.01,
        "rd": 65.80967616340885,
        "sl": 2303.819676163409,
        "tp": 2106.3906476731827,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.10864531504830235
      },
      "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_MIDPOINT",
        "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": "3b4ffccd36f192eff32f"
      },
      "train": {
        "n": 85,
        "net_R": -2.09891682171031,
        "expectancy_R": -0.024693139078944822,
        "pf": 0.959186959659296,
        "max_drawdown_R": 18.27084895453899,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 29,
        "net_R": -12.996270193485833,
        "expectancy_R": -0.4481472480512356,
        "pf": 0.36319815020071017,
        "max_drawdown_R": 12.99627019348583,
        "win_rate": 0.20689655172413793,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 29,
        "net_R": -18.768857294733753,
        "expectancy_R": -0.6472019756804742,
        "pf": 0.12426119151244519,
        "max_drawdown_R": 18.768857294733753,
        "win_rate": 0.2413793103448276,
        "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_MIDPOINT",
        "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": "b427398978e76f06c3b3"
      },
      "train": {
        "n": 68,
        "net_R": -0.4769798602706876,
        "expectancy_R": -0.007014409709863053,
        "pf": 0.9874378743608275,
        "max_drawdown_R": 9.624632378327934,
        "win_rate": 0.3382352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 29,
        "net_R": -15.810897332486938,
        "expectancy_R": -0.545203356292653,
        "pf": 0.2668559776456495,
        "max_drawdown_R": 15.95642030356721,
        "win_rate": 0.20689655172413793,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 28,
        "net_R": -8.360330583557804,
        "expectancy_R": -0.2985832351270644,
        "pf": 0.5456812679824952,
        "max_drawdown_R": 8.360330583557806,
        "win_rate": 0.2857142857142857,
        "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"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPOINT",
        "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": "72151e7f59a371e8ee21"
      },
      "train": {
        "n": 87,
        "net_R": -5.721195448153534,
        "expectancy_R": -0.06576086722015556,
        "pf": 0.8669524740397326,
        "max_drawdown_R": 10.333366700150751,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 22,
        "net_R": 4.68712784716058,
        "expectancy_R": 0.21305126578002637,
        "pf": 1.4341944753927147,
        "max_drawdown_R": 7.311075372368091,
        "win_rate": 0.4090909090909091,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 23,
        "net_R": -7.485216559545824,
        "expectancy_R": -0.3254441982411228,
        "pf": 0.4271195042658926,
        "max_drawdown_R": 9.163824066570065,
        "win_rate": 0.30434782608695654,
        "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_MIDPOINT",
        "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": "c18db1f0a752c046dfd6"
      },
      "train": {
        "n": 88,
        "net_R": -2.2663822350090896,
        "expectancy_R": -0.025754343579648745,
        "pf": 0.9592946092636278,
        "max_drawdown_R": 12.268581821056245,
        "win_rate": 0.26136363636363635,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 26,
        "net_R": 16.648692290962607,
        "expectancy_R": 0.6403343188831772,
        "pf": 2.1731058281793034,
        "max_drawdown_R": 5.737928668278924,
        "win_rate": 0.46153846153846156,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 25,
        "net_R": -2.6083355187335577,
        "expectancy_R": -0.1043334207493423,
        "pf": 0.8292745977879784,
        "max_drawdown_R": 4.909252045859615,
        "win_rate": 0.36,
        "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_MIDPOINT",
        "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": "6d330203279b46d70a08"
      },
      "train": {
        "n": 87,
        "net_R": -0.3473383562985184,
        "expectancy_R": -0.00399239489998297,
        "pf": 0.9923232720923142,
        "max_drawdown_R": 14.188163400850776,
        "win_rate": 0.3793103448275862,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 38,
        "net_R": -10.543076353841027,
        "expectancy_R": -0.2774493777326586,
        "pf": 0.6051301899497874,
        "max_drawdown_R": 10.543076353841029,
        "win_rate": 0.23684210526315788,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 23,
        "net_R": 4.208458503676544,
        "expectancy_R": 0.18297645668158888,
        "pf": 1.3618022404078916,
        "max_drawdown_R": 4.691356974991861,
        "win_rate": 0.4782608695652174,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2393.45,
        "rd": 28.6076770012004,
        "sl": 2262.8831780299593,
        "tp": 2336.234645997599,
        "highest": 2408.0,
        "lowest": 2206.28,
        "bars": 19,
        "open_ts": "2026-11-05 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.680991329466578
      },
      "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_MIDPOINT",
        "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": "ee37fe75d35dbca4ff5b"
      },
      "train": {
        "n": 77,
        "net_R": -7.991394998819883,
        "expectancy_R": -0.10378435063402446,
        "pf": 0.824329760361354,
        "max_drawdown_R": 14.198137004098088,
        "win_rate": 0.2597402597402597,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": 6.981860544435129,
        "expectancy_R": 0.33246954973500614,
        "pf": 1.754522180552064,
        "max_drawdown_R": 4.061175178724644,
        "win_rate": 0.47619047619047616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 28,
        "net_R": 10.833016673057015,
        "expectancy_R": 0.3868934526091791,
        "pf": 1.7488989131485864,
        "max_drawdown_R": 11.545248206995392,
        "win_rate": 0.42857142857142855,
        "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_MIDPOINT",
        "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": "cee1a75969aeeee08fdd"
      },
      "train": {
        "n": 80,
        "net_R": -4.649278389967441,
        "expectancy_R": -0.058115979874593014,
        "pf": 0.8994144112988751,
        "max_drawdown_R": 16.87711044921847,
        "win_rate": 0.2875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 26,
        "net_R": -11.341795984822436,
        "expectancy_R": -0.43622292249317063,
        "pf": 0.3291234692257245,
        "max_drawdown_R": 12.26823297751613,
        "win_rate": 0.23076923076923078,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 22,
        "net_R": 11.358820161488602,
        "expectancy_R": 0.516310007340391,
        "pf": 2.3515223070771993,
        "max_drawdown_R": 2.8330762806759218,
        "win_rate": 0.5909090909090909,
        "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_MIDPOINT",
        "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": "af855637c74d98a2b2c9"
      },
      "train": {
        "n": 68,
        "net_R": -1.8946236385311732,
        "expectancy_R": -0.027862112331340783,
        "pf": 0.9453277444342362,
        "max_drawdown_R": 9.476021132418701,
        "win_rate": 0.3382352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": 0.014084164041836766,
        "expectancy_R": 0.0006706744781827032,
        "pf": 1.0012939750767473,
        "max_drawdown_R": 7.725793101684699,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 25,
        "net_R": 10.963516047998313,
        "expectancy_R": 0.43854064191993253,
        "pf": 2.1444044675884357,
        "max_drawdown_R": 6.8758067821172375,
        "win_rate": 0.52,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2808,
        "rd": 0.01709862280313715,
        "sl": 1.209724738229867,
        "tp": 1.2466027543937257,
        "highest": 1.2813,
        "lowest": 1.1776,
        "bars": 17,
        "open_ts": "2026-11-05 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.478023059425266
      },
      "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