IAORION

Informe de investigación IND_HT_DCPERIOD

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "9147ae8ff5d790e96a38",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_DCPERIOD",
  "familia": "Cycle Indicators",
  "regimen": "todo",
  "salida": "rr2",
  "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "bf2b12e36533842078c1"
      },
      "train": {
        "n": 220,
        "net_R": 2.1477109077634697,
        "expectancy_R": 0.009762322308015771,
        "pf": 1.0144498621479192,
        "max_drawdown_R": 16.27202458654107,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 74,
        "net_R": 3.5173444559263216,
        "expectancy_R": 0.047531681836842185,
        "pf": 1.071478334769953,
        "max_drawdown_R": 12.039709515293717,
        "win_rate": 0.36486486486486486,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": -11.701272994438757,
        "expectancy_R": -0.14626591243048445,
        "pf": 0.8005452996584622,
        "max_drawdown_R": 24.998693551268033,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 76368.26,
        "rd": 1658.2862395985383,
        "sl": 74709.97376040145,
        "tp": 79684.83247919707,
        "highest": 76416.24,
        "lowest": 75208.42,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.4905688201314005
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "773f1498b90b2c7370cf"
      },
      "train": {
        "n": 227,
        "net_R": -28.532585278159402,
        "expectancy_R": -0.12569420827382996,
        "pf": 0.8259013059942981,
        "max_drawdown_R": 33.95302028522703,
        "win_rate": 0.3039647577092511,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": 31.67991749694928,
        "expectancy_R": 0.41142749996038025,
        "pf": 1.7688372848421174,
        "max_drawdown_R": 7.308923932462658,
        "win_rate": 0.4805194805194805,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 69,
        "net_R": -5.559974293658149,
        "expectancy_R": -0.08057933758924854,
        "pf": 0.8859963002305841,
        "max_drawdown_R": 12.053858870075553,
        "win_rate": 0.3188405797101449,
        "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": "IND_HT_DCPERIOD",
        "exit": "rr2",
        "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": "ac363a22ecac9e75ef05"
      },
      "train": {
        "n": 224,
        "net_R": -4.364218147401973,
        "expectancy_R": -0.01948311672947309,
        "pf": 0.9714007059519568,
        "max_drawdown_R": 31.695427005985398,
        "win_rate": 0.33482142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -20.43637444736679,
        "expectancy_R": -0.2432901719924618,
        "pf": 0.6796982465844265,
        "max_drawdown_R": 24.737973327693645,
        "win_rate": 0.2619047619047619,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": 5.389739932075427,
        "expectancy_R": 0.07699628474393468,
        "pf": 1.118121613757215,
        "max_drawdown_R": 10.89696115942622,
        "win_rate": 0.37142857142857144,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.12,
        "rd": 3.1693843738513596,
        "sl": 86.95061562614865,
        "tp": 96.45876874770272,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.16719335287063208
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "bd2be3c5be4f7c0d3275"
      },
      "train": {
        "n": 211,
        "net_R": -30.272459995454696,
        "expectancy_R": -0.1434713743860412,
        "pf": 0.8030337763222147,
        "max_drawdown_R": 31.137004434879362,
        "win_rate": 0.2985781990521327,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": -3.2739659585367447,
        "expectancy_R": -0.043652879447156595,
        "pf": 0.9369540176060237,
        "max_drawdown_R": 15.86572187131798,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": 16.01147911161905,
        "expectancy_R": 0.20267695077998796,
        "pf": 1.3310915347030028,
        "max_drawdown_R": 7.380991235082381,
        "win_rate": 0.4177215189873418,
        "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": 673.1613989228949,
        "tp": 720.5872021542102,
        "highest": 697.17,
        "lowest": 683.94,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.053089454019774156
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "42a180c33683963696f8"
      },
      "train": {
        "n": 207,
        "net_R": 5.400388146854093,
        "expectancy_R": 0.026088831627314457,
        "pf": 1.039099426642398,
        "max_drawdown_R": 21.010909410406693,
        "win_rate": 0.3526570048309179,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": 9.405745608500364,
        "expectancy_R": 0.12058648216026108,
        "pf": 1.1898240808889147,
        "max_drawdown_R": 7.573398851068365,
        "win_rate": 0.38461538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -5.981806141277135,
        "expectancy_R": -0.08308064085107131,
        "pf": 0.8830286607017829,
        "max_drawdown_R": 14.435168385223466,
        "win_rate": 0.3194444444444444,
        "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "8283cf09685d4d3304f5"
      },
      "train": {
        "n": 236,
        "net_R": -36.8726592530159,
        "expectancy_R": -0.15624008158057584,
        "pf": 0.7913096220941697,
        "max_drawdown_R": 53.25918430080364,
        "win_rate": 0.3093220338983051,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": -14.321914316300315,
        "expectancy_R": -0.1836142861064143,
        "pf": 0.7604083149334302,
        "max_drawdown_R": 24.693014323762554,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 76,
        "net_R": -3.1026102186894633,
        "expectancy_R": -0.040823818666966626,
        "pf": 0.9426998650530518,
        "max_drawdown_R": 13.314238893439766,
        "win_rate": 0.35526315789473684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 75912.71,
        "rd": 898.843501746687,
        "sl": 76811.55350174669,
        "tp": 74115.02299650664,
        "highest": 75920.01,
        "lowest": 75304.11,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2631700574575304
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "98ae72045016097b70ac"
      },
      "train": {
        "n": 212,
        "net_R": -25.761303564544754,
        "expectancy_R": -0.1215155828516262,
        "pf": 0.8336645695131188,
        "max_drawdown_R": 29.800125890249504,
        "win_rate": 0.3160377358490566,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": -15.091094187062025,
        "expectancy_R": -0.1886386773382753,
        "pf": 0.7527129905001676,
        "max_drawdown_R": 22.623244421433547,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": -7.777472045531068,
        "expectancy_R": -0.09844901323457049,
        "pf": 0.8644803983324274,
        "max_drawdown_R": 12.81740917676336,
        "win_rate": 0.3291139240506329,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2243.18,
        "rd": 36.6415212588517,
        "sl": 2279.8215212588516,
        "tp": 2169.8969574822963,
        "highest": 2245.62,
        "lowest": 2213.47,
        "bars": 5,
        "open_ts": "2026-11-06 03:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3361647136040865
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "48171d15ae3a974d918d"
      },
      "train": {
        "n": 212,
        "net_R": -1.3410917036852146,
        "expectancy_R": -0.006325904262666106,
        "pf": 0.9908155744851725,
        "max_drawdown_R": 15.416274805266854,
        "win_rate": 0.35377358490566035,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 86,
        "net_R": -25.033574018856353,
        "expectancy_R": -0.2910880699867018,
        "pf": 0.6360515490583123,
        "max_drawdown_R": 25.158141719719076,
        "win_rate": 0.26744186046511625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": -23.702511187479665,
        "expectancy_R": -0.31603348249972885,
        "pf": 0.6060683000021158,
        "max_drawdown_R": 25.80808151965043,
        "win_rate": 0.25333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.63,
        "rd": 1.7811927449398797,
        "sl": 87.84880725506011,
        "tp": 93.19238548987975,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 13,
        "open_ts": "2026-11-05 19:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.022263171749740702
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "b151ab8840442d498292"
      },
      "train": {
        "n": 225,
        "net_R": -29.787115801670385,
        "expectancy_R": -0.13238718134075728,
        "pf": 0.8218975297853864,
        "max_drawdown_R": 45.169386972869525,
        "win_rate": 0.32,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -13.452227165707788,
        "expectancy_R": -0.1601455614965213,
        "pf": 0.7904849538516171,
        "max_drawdown_R": 17.94557412701315,
        "win_rate": 0.32142857142857145,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 74,
        "net_R": -13.04150236347407,
        "expectancy_R": -0.17623651842532526,
        "pf": 0.769257173354551,
        "max_drawdown_R": 17.89924343507712,
        "win_rate": 0.3108108108108108,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 694.7,
        "rd": 7.485818358024051,
        "sl": 702.1858183580241,
        "tp": 679.7283632839519,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.48714667195887884
      },
      "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_HT_DCPERIOD",
        "exit": "rr2",
        "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": "c747887ed7afbc2b659d"
      },
      "train": {
        "n": 221,
        "net_R": -4.471224169552167,
        "expectancy_R": -0.020231783572634242,
        "pf": 0.9710114621069057,
        "max_drawdown_R": 26.94749522580791,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": -4.031320316429641,
        "expectancy_R": -0.05235480930428105,
        "pf": 0.9270147685769701,
        "max_drawdown_R": 11.364189858890885,
        "win_rate": 0.35064935064935066,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 74,
        "net_R": 4.838033849169596,
        "expectancy_R": 0.06537883579958914,
        "pf": 1.0983127083716402,
        "max_drawdown_R": 11.114278881627948,
        "win_rate": 0.3783783783783784,
        "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