IAORION

Informe de investigación PAT_MARUBOZU

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "95d0874a9509ce15e021",
  "engine_version": "3.0.0",
  "entrada": "PAT_MARUBOZU",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "rr2",
  "activos": [
    "BNBUSDT-4h"
  ],
  "discovery_assets": [],
  "descubierto": "2026-10-17T16:00:02.279911+00:00",
  "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": "PAT_MARUBOZU",
        "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": "b4683e31ce8bd3460408"
      },
      "train": {
        "n": 90,
        "net_R": -21.666657019021358,
        "expectancy_R": -0.24074063354468175,
        "pf": 0.6846547350365869,
        "max_drawdown_R": 23.56256030876207,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -10.639412390152032,
        "expectancy_R": -0.20074363000286852,
        "pf": 0.7331813349216058,
        "max_drawdown_R": 14.355301109419193,
        "win_rate": 0.2830188679245283,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": -4.683616951217551,
        "expectancy_R": -0.12009274233891155,
        "pf": 0.8338268240465119,
        "max_drawdown_R": 10.03915673509217,
        "win_rate": 0.3076923076923077,
        "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_MARUBOZU",
        "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": "3ffabd7a7b1e83365a23"
      },
      "train": {
        "n": 89,
        "net_R": -8.289845058172,
        "expectancy_R": -0.09314432649631461,
        "pf": 0.8688465114287804,
        "max_drawdown_R": 22.57115604173819,
        "win_rate": 0.3146067415730337,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 31,
        "net_R": 1.090659175871636,
        "expectancy_R": 0.035182554060375355,
        "pf": 1.053009118242701,
        "max_drawdown_R": 7.555729178088271,
        "win_rate": 0.3548387096774194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 25,
        "net_R": -1.863491360067352,
        "expectancy_R": -0.07453965440269408,
        "pf": 0.893929434567398,
        "max_drawdown_R": 8.264950110667119,
        "win_rate": 0.32,
        "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_MARUBOZU",
        "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": "fde12e1e880244a86029"
      },
      "train": {
        "n": 111,
        "net_R": 0.45846690849404514,
        "expectancy_R": 0.004130332508955362,
        "pf": 1.0061439482382277,
        "max_drawdown_R": 12.010914840554225,
        "win_rate": 0.34234234234234234,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 49,
        "net_R": -8.382832939849255,
        "expectancy_R": -0.17107822326222968,
        "pf": 0.7670463025193512,
        "max_drawdown_R": 10.784174521843898,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -3.524227277470425,
        "expectancy_R": -0.08595676286513232,
        "pf": 0.8787562509431428,
        "max_drawdown_R": 13.278038047417985,
        "win_rate": 0.3170731707317073,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MARUBOZU",
        "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": "05f22c8610e7b7fa6654"
      },
      "train": {
        "n": 107,
        "net_R": 17.82416944428591,
        "expectancy_R": 0.16658102284379356,
        "pf": 1.268084799368411,
        "max_drawdown_R": 9.34172056109485,
        "win_rate": 0.40186915887850466,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 36,
        "net_R": 4.17894315971542,
        "expectancy_R": 0.11608175443653944,
        "pf": 1.1806367681499088,
        "max_drawdown_R": 5.581416007821569,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -13.048442629997524,
        "expectancy_R": -0.31825469829262254,
        "pf": 0.5992757388723928,
        "max_drawdown_R": 21.086074153619705,
        "win_rate": 0.24390243902439024,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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": "PAT_MARUBOZU",
        "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": "c76eb1bf6d0e6fb382fb"
      },
      "train": {
        "n": 93,
        "net_R": -2.9644530878907585,
        "expectancy_R": -0.031875839654739335,
        "pf": 0.9536297009173262,
        "max_drawdown_R": 12.116701371640456,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": 14.314965454084701,
        "expectancy_R": 0.28629930908169404,
        "pf": 1.4944832820773082,
        "max_drawdown_R": 11.387939530991995,
        "win_rate": 0.44,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 9.601380920197107,
        "expectancy_R": 0.25949678162694884,
        "pf": 1.4404857086900138,
        "max_drawdown_R": 6.4053309818535,
        "win_rate": 0.43243243243243246,
        "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_MARUBOZU",
        "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": "f087fe4f39fbd97e4e0e"
      },
      "train": {
        "n": 134,
        "net_R": 1.3390338571506364,
        "expectancy_R": 0.009992789978736092,
        "pf": 1.0145148891745046,
        "max_drawdown_R": 19.294574038169294,
        "win_rate": 0.3656716417910448,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": -4.676386886047255,
        "expectancy_R": -0.0935277377209451,
        "pf": 0.8735198517643187,
        "max_drawdown_R": 13.689166715166326,
        "win_rate": 0.34,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": -0.060708468201639665,
        "expectancy_R": -0.001319749308731297,
        "pf": 0.9981152425662392,
        "max_drawdown_R": 12.309950256481942,
        "win_rate": 0.3695652173913043,
        "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"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MARUBOZU",
        "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": "b063bdc2931a46da9a45"
      },
      "train": {
        "n": 90,
        "net_R": -0.30799027017531677,
        "expectancy_R": -0.003422114113059075,
        "pf": 0.9950184931823528,
        "max_drawdown_R": 9.731073304513066,
        "win_rate": 0.35555555555555557,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 34,
        "net_R": -1.3029123770868813,
        "expectancy_R": -0.03832095226726122,
        "pf": 0.945841914594703,
        "max_drawdown_R": 7.984040105737476,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": -0.8901606016986787,
        "expectancy_R": -0.02119430004044473,
        "pf": 0.9698967736032422,
        "max_drawdown_R": 13.254127239583699,
        "win_rate": 0.35714285714285715,
        "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": "PAT_MARUBOZU",
        "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": "8df8fa99017afb11e7c3"
      },
      "train": {
        "n": 117,
        "net_R": 6.707769544434976,
        "expectancy_R": 0.057331363627649366,
        "pf": 1.085792019145302,
        "max_drawdown_R": 14.19940001962104,
        "win_rate": 0.37606837606837606,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": 15.861440833022888,
        "expectancy_R": 0.3448139311526715,
        "pf": 1.6066104193889408,
        "max_drawdown_R": 4.401346832691255,
        "win_rate": 0.4782608695652174,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": -5.949022868197771,
        "expectancy_R": -0.15253904790250694,
        "pf": 0.7953595553609681,
        "max_drawdown_R": 12.426493429449463,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.37,
        "rd": 1.7335421143203906,
        "sl": 88.63645788567962,
        "tp": 93.83708422864079,
        "highest": 90.57,
        "lowest": 88.94,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.44996022511157446
      },
      "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_MARUBOZU",
        "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": "2018ce729ef87085ab0a"
      },
      "train": {
        "n": 131,
        "net_R": 6.215937432384106,
        "expectancy_R": 0.047449904064000806,
        "pf": 1.0699651253975968,
        "max_drawdown_R": 8.37523666842473,
        "win_rate": 0.3816793893129771,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": -8.164568561263634,
        "expectancy_R": -0.14844670111388425,
        "pf": 0.8058554997674945,
        "max_drawdown_R": 15.761602913309803,
        "win_rate": 0.32727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": 9.491829057401807,
        "expectancy_R": 0.19774643869587097,
        "pf": 1.3165505036917755,
        "max_drawdown_R": 7.742878814718771,
        "win_rate": 0.4375,
        "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": "PAT_MARUBOZU",
        "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": "88380a97551f4d298c2b"
      },
      "train": {
        "n": 118,
        "net_R": -0.8420723329314739,
        "expectancy_R": -0.007136206211283677,
        "pf": 0.9896747639796686,
        "max_drawdown_R": 19.139651512553918,
        "win_rate": 0.3559322033898305,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": 1.9226155777638003,
        "expectancy_R": 0.04090671442050639,
        "pf": 1.0596139066348915,
        "max_drawdown_R": 9.057346080251607,
        "win_rate": 0.3829787234042553,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 27,
        "net_R": 9.996678211050128,
        "expectancy_R": 0.37024734115000474,
        "pf": 1.66565415639202,
        "max_drawdown_R": 3.282991625163091,
        "win_rate": 0.48148148148148145,
        "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