IAORION

Informe de investigación IND_DEMA

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "a0e3ac08cfe25986299c",
  "engine_version": "3.0.0",
  "entrada": "IND_DEMA",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "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": 0.6666666666666666,
  "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_DEMA",
        "exit": "opp",
        "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": "ad70375531f3e4fdac89"
      },
      "train": {
        "n": 67,
        "net_R": 2.567046751876912,
        "expectancy_R": 0.03831413062502853,
        "pf": 1.067864553028537,
        "max_drawdown_R": 20.73803143639062,
        "win_rate": 0.2537313432835821,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 25,
        "net_R": -0.4682171229626102,
        "expectancy_R": -0.018728684918504407,
        "pf": 0.9708905062758053,
        "max_drawdown_R": 8.712121751382416,
        "win_rate": 0.24,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 27,
        "net_R": 15.495805128153622,
        "expectancy_R": 0.5739187084501342,
        "pf": 1.759332483259542,
        "max_drawdown_R": 13.581913456296382,
        "win_rate": 0.18518518518518517,
        "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_DEMA",
        "exit": "opp",
        "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": "a15c279c3f4140fc3f47"
      },
      "train": {
        "n": 55,
        "net_R": 7.059170545455785,
        "expectancy_R": 0.12834855537192338,
        "pf": 1.2055355146512987,
        "max_drawdown_R": 8.062873257596998,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 19,
        "net_R": 17.635629902665546,
        "expectancy_R": 0.928191047508713,
        "pf": 3.5112725981279818,
        "max_drawdown_R": 2.2970275588018945,
        "win_rate": 0.5789473684210527,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 28,
        "net_R": -15.612034263527546,
        "expectancy_R": -0.5575726522688409,
        "pf": 0.24633104984724583,
        "max_drawdown_R": 15.612034263527548,
        "win_rate": 0.14285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 2236.26,
        "rd": 64.19844235523846,
        "sl": 2300.4584423552387,
        "tp": 2107.863115289523,
        "highest": 2236.43,
        "lowest": 2213.47,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.08412510182281117
      },
      "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_DEMA",
        "exit": "opp",
        "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": "18d4e8384bad35ad1874"
      },
      "train": {
        "n": 73,
        "net_R": 39.0888541957869,
        "expectancy_R": 0.5354637561066699,
        "pf": 1.891992746500249,
        "max_drawdown_R": 13.263620495099119,
        "win_rate": 0.2876712328767123,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 31,
        "net_R": -19.285384300830934,
        "expectancy_R": -0.6221091709945462,
        "pf": 0.16739267593397694,
        "max_drawdown_R": 19.285384300830934,
        "win_rate": 0.1935483870967742,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 25,
        "net_R": -7.193251326771683,
        "expectancy_R": -0.2877300530708673,
        "pf": 0.5379452810692005,
        "max_drawdown_R": 7.849502602217319,
        "win_rate": 0.16,
        "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": 93.28938437385136,
        "tp": 83.78123125229729,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1104630927344936
      },
      "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_DEMA",
        "exit": "opp",
        "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": "14d6fcfe8ae70e7cf062"
      },
      "train": {
        "n": 55,
        "net_R": 24.912067610372436,
        "expectancy_R": 0.4529466838249534,
        "pf": 1.893128112587616,
        "max_drawdown_R": 9.577251957070796,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 23,
        "net_R": -5.964933060013692,
        "expectancy_R": -0.25934491565276924,
        "pf": 0.5542899972351303,
        "max_drawdown_R": 6.44967043908102,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 19,
        "net_R": 14.513620911116172,
        "expectancy_R": 0.763874784795588,
        "pf": 2.5430747402429117,
        "max_drawdown_R": 3.4582289822250094,
        "win_rate": 0.3684210526315789,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 689.73,
        "rd": 15.696124972087333,
        "sl": 705.4261249720873,
        "tp": 658.3377500558254,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.0841654868541895
      },
      "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_DEMA",
        "exit": "opp",
        "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": "f2a5ff62b9fca17bfc4b"
      },
      "train": {
        "n": 80,
        "net_R": 31.041414791790565,
        "expectancy_R": 0.3880176848973821,
        "pf": 1.6070367567495218,
        "max_drawdown_R": 28.088324450477934,
        "win_rate": 0.1875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 20,
        "net_R": -8.301178879778423,
        "expectancy_R": -0.4150589439889211,
        "pf": 0.3455402293281521,
        "max_drawdown_R": 9.246716761270319,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 20,
        "net_R": 25.182268429185626,
        "expectancy_R": 1.2591134214592814,
        "pf": 3.0488913186720423,
        "max_drawdown_R": 9.144609088970537,
        "win_rate": 0.2,
        "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_DEMA",
        "exit": "opp",
        "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": "96303afa4b8dc8daebb6"
      },
      "train": {
        "n": 71,
        "net_R": -7.444707267674315,
        "expectancy_R": -0.10485503193907486,
        "pf": 0.8406684504039891,
        "max_drawdown_R": 19.066696561825285,
        "win_rate": 0.2676056338028169,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 24,
        "net_R": 38.3077466549081,
        "expectancy_R": 1.5961561106211708,
        "pf": 3.220902245504153,
        "max_drawdown_R": 5.625922196488836,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 24,
        "net_R": -3.887954558195185,
        "expectancy_R": -0.16199810659146605,
        "pf": 0.758643992390852,
        "max_drawdown_R": 9.649629847625341,
        "win_rate": 0.2916666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 79662.0,
        "rd": 666.6401593865639,
        "sl": 80328.64015938656,
        "tp": 78328.71968122687,
        "highest": 79727.37,
        "lowest": 75208.42,
        "bars": 18,
        "open_ts": "2026-11-05 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.976746110924894
      },
      "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_DEMA",
        "exit": "opp",
        "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": "a9386452cb160f954c21"
      },
      "train": {
        "n": 78,
        "net_R": 13.191228417795273,
        "expectancy_R": 0.16911831304865735,
        "pf": 1.2994406428326792,
        "max_drawdown_R": 17.830995741784726,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 30,
        "net_R": -11.633577483734584,
        "expectancy_R": -0.38778591612448615,
        "pf": 0.4906623073790471,
        "max_drawdown_R": 11.633577483734587,
        "win_rate": 0.2,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 20,
        "net_R": -13.577973324745686,
        "expectancy_R": -0.6788986662372843,
        "pf": 0.10445118062465945,
        "max_drawdown_R": 13.577973324745686,
        "win_rate": 0.1,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2387.56,
        "rd": 28.08854315114038,
        "sl": 2415.6485431511405,
        "tp": 2331.3829136977192,
        "highest": 2408.0,
        "lowest": 2206.28,
        "bars": 18,
        "open_ts": "2026-11-05 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.576388019029062
      },
      "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_DEMA",
        "exit": "opp",
        "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": "b2f7971ce19d0102cd51"
      },
      "train": {
        "n": 62,
        "net_R": 6.836198689038611,
        "expectancy_R": 0.1102612691780421,
        "pf": 1.1627190654460606,
        "max_drawdown_R": 15.45359815530259,
        "win_rate": 0.27419354838709675,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 23,
        "net_R": 0.8053278054124122,
        "expectancy_R": 0.035014252409235315,
        "pf": 1.05862354860727,
        "max_drawdown_R": 5.608959991189316,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 29,
        "net_R": 0.13965897616563172,
        "expectancy_R": 0.0048158267643321285,
        "pf": 1.0077375991946032,
        "max_drawdown_R": 14.462254128343432,
        "win_rate": 0.2413793103448276,
        "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_DEMA",
        "exit": "opp",
        "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": "d165408d29b77955d5b6"
      },
      "train": {
        "n": 71,
        "net_R": -16.921750935956528,
        "expectancy_R": -0.23833452022473983,
        "pf": 0.6316760023343225,
        "max_drawdown_R": 19.10162644044842,
        "win_rate": 0.2535211267605634,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 26,
        "net_R": -15.282873719156626,
        "expectancy_R": -0.5878028353521779,
        "pf": 0.20884529784845832,
        "max_drawdown_R": 15.421640854891285,
        "win_rate": 0.19230769230769232,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": 6.7304214743366355,
        "expectancy_R": 0.3739123041298131,
        "pf": 1.6273341466477975,
        "max_drawdown_R": 4.960477156319608,
        "win_rate": 0.3888888888888889,
        "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_DEMA",
        "exit": "opp",
        "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": "300028313ebbe4966fd4"
      },
      "train": {
        "n": 65,
        "net_R": -5.64601697380051,
        "expectancy_R": -0.08686179959693092,
        "pf": 0.8575558959470603,
        "max_drawdown_R": 13.791787865354877,
        "win_rate": 0.2923076923076923,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 17,
        "net_R": -5.399239289822836,
        "expectancy_R": -0.31760231116604914,
        "pf": 0.5430758633872392,
        "max_drawdown_R": 9.603526574194307,
        "win_rate": 0.23529411764705882,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 20,
        "net_R": -6.122966891829697,
        "expectancy_R": -0.3061483445914849,
        "pf": 0.4806493618147136,
        "max_drawdown_R": 8.271281924709237,
        "win_rate": 0.35,
        "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": 1.297898622803137,
        "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