IAORION

Informe de investigación IND_MA

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

todo/opp

Filtros históricos aprobados; forward insuficiente

{
  "id": "a66d13b2a5aed5c48eef",
  "engine_version": "3.0.0",
  "entrada": "IND_MA",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "opp",
  "activos": [
    "ETHUSDT-4h",
    "BNBUSDT-4h",
    "XRPUSDT-4h"
  ],
  "discovery_assets": [],
  "descubierto": "2026-10-14T00:00:01.969017+00:00",
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-11-06T08:00:01.996908+00:00",
  "categoria": "OBSERVACION",
  "base_passed": true,
  "walk_forward": 0.6111111111111112,
  "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": "Filtros históricos aprobados; forward insuficiente",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MA",
        "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": "a8738c2bf5c29a88a17e"
      },
      "train": {
        "n": 141,
        "net_R": -34.32468020954083,
        "expectancy_R": -0.2434374482946158,
        "pf": 0.6507624209934318,
        "max_drawdown_R": 34.32468020954081,
        "win_rate": 0.20567375886524822,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 9.048824820169381,
        "expectancy_R": 0.210437786515567,
        "pf": 1.339635596502902,
        "max_drawdown_R": 7.6418672225891715,
        "win_rate": 0.32558139534883723,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 40,
        "net_R": 16.233440521021926,
        "expectancy_R": 0.40583601302554817,
        "pf": 1.582087992058064,
        "max_drawdown_R": 11.391693976123175,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 75912.71,
        "rd": 1629.3714062376812,
        "sl": 77542.08140623769,
        "tp": 72653.96718752464,
        "highest": 75920.01,
        "lowest": 75304.11,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14517788583648278
      },
      "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_MA",
        "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": "8b7e43e009ac83db0345"
      },
      "train": {
        "n": 124,
        "net_R": 49.71890623710753,
        "expectancy_R": 0.4009589212669962,
        "pf": 1.6516149986901394,
        "max_drawdown_R": 12.2514439130106,
        "win_rate": 0.29838709677419356,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": 9.282958383153055,
        "expectancy_R": 0.20180344311202295,
        "pf": 1.2670289053369415,
        "max_drawdown_R": 12.196090741150801,
        "win_rate": 0.1956521739130435,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 53,
        "net_R": 16.61716701825165,
        "expectancy_R": 0.31353145317455944,
        "pf": 1.4437233735673523,
        "max_drawdown_R": 16.58393784816331,
        "win_rate": 0.24528301886792453,
        "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"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MA",
        "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": "f2244e05e66bc214b3f9"
      },
      "train": {
        "n": 102,
        "net_R": 61.72870791092457,
        "expectancy_R": 0.6051834108914174,
        "pf": 1.9933117149506796,
        "max_drawdown_R": 15.383999356423368,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 3.2300881778251584,
        "expectancy_R": 0.08075220444562896,
        "pf": 1.1129583902092917,
        "max_drawdown_R": 10.71456192854487,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": 39.43583021967495,
        "expectancy_R": 0.9618495175530475,
        "pf": 2.355459141960524,
        "max_drawdown_R": 9.582807383588872,
        "win_rate": 0.24390243902439024,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 101.9,
        "rd": 2.464917630225502,
        "sl": 104.3649176302255,
        "tp": 96.970164739549,
        "highest": 103.85,
        "lowest": 88.3,
        "bars": 78,
        "open_ts": "2026-10-24 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 4.91870797276533
      },
      "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_MA",
        "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": "bf23bfd05b25258c987e"
      },
      "train": {
        "n": 111,
        "net_R": 11.605739898658353,
        "expectancy_R": 0.10455621530322841,
        "pf": 1.1668088007475073,
        "max_drawdown_R": 29.00576442070843,
        "win_rate": 0.27927927927927926,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 15.341929223896834,
        "expectancy_R": 0.3835482305974208,
        "pf": 1.5137939960305076,
        "max_drawdown_R": 9.301410533209882,
        "win_rate": 0.225,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": 25.749029745402368,
        "expectancy_R": 0.5988146452419155,
        "pf": 2.145777219987576,
        "max_drawdown_R": 6.366715044760724,
        "win_rate": 0.3488372093023256,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_MA",
        "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": "866ea8fa430d84d0df6d"
      },
      "train": {
        "n": 122,
        "net_R": 83.25355807943104,
        "expectancy_R": 0.6824062137658282,
        "pf": 2.2551974468572924,
        "max_drawdown_R": 14.593313129039226,
        "win_rate": 0.3360655737704918,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": 4.71864223285576,
        "expectancy_R": 0.12099082648348101,
        "pf": 1.1790160119532294,
        "max_drawdown_R": 12.817509865450699,
        "win_rate": 0.28205128205128205,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": 17.764691803083785,
        "expectancy_R": 0.4131323675135764,
        "pf": 1.6198919236997102,
        "max_drawdown_R": 10.753586587091213,
        "win_rate": 0.2558139534883721,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MA",
        "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": "e40822ad6efa0bb2a71c"
      },
      "train": {
        "n": 110,
        "net_R": -11.621799906428544,
        "expectancy_R": -0.10565272642207767,
        "pf": 0.8566084084309449,
        "max_drawdown_R": 21.444154254548547,
        "win_rate": 0.22727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 37.06258024004364,
        "expectancy_R": 0.926564506001091,
        "pf": 2.3135392744149437,
        "max_drawdown_R": 17.184429586253025,
        "win_rate": 0.275,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 45,
        "net_R": -17.552750705365547,
        "expectancy_R": -0.39006112678590105,
        "pf": 0.45065188106970044,
        "max_drawdown_R": 19.06951336478975,
        "win_rate": 0.2,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 75952.45,
        "rd": 975.361862196352,
        "sl": 76927.81186219635,
        "tp": 74001.72627560729,
        "highest": 76559.8,
        "lowest": 75208.42,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.28325159175064935
      },
      "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_MA",
        "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": "20d72a6f1285e53c2d3d"
      },
      "train": {
        "n": 131,
        "net_R": -31.30886983777441,
        "expectancy_R": -0.2389990063952245,
        "pf": 0.6742088272060182,
        "max_drawdown_R": 33.363854349414765,
        "win_rate": 0.22137404580152673,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 26.399422748055393,
        "expectancy_R": 0.6139400639082649,
        "pf": 1.8695636368025026,
        "max_drawdown_R": 20.93254272561933,
        "win_rate": 0.27906976744186046,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -29.603192568070828,
        "expectancy_R": -0.6298551610227836,
        "pf": 0.17440746594900525,
        "max_drawdown_R": 29.95579584212079,
        "win_rate": 0.19148936170212766,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.1,
        "rd": 38.9745058306236,
        "sl": 2291.0745058306234,
        "tp": 2174.1509883387525,
        "highest": 2269.61,
        "lowest": 2206.28,
        "bars": 13,
        "open_ts": "2026-11-05 19:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.544806715248101
      },
      "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_MA",
        "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": "188af10c8fe0ebc80d23"
      },
      "train": {
        "n": 124,
        "net_R": -32.58995074415771,
        "expectancy_R": -0.2628221834206267,
        "pf": 0.6403114617253329,
        "max_drawdown_R": 33.4453564196968,
        "win_rate": 0.22580645161290322,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 30,
        "net_R": 5.35376771998051,
        "expectancy_R": 0.17845892399935034,
        "pf": 1.3057099512642307,
        "max_drawdown_R": 11.71290159895129,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -16.463308679526055,
        "expectancy_R": -0.35028316339417137,
        "pf": 0.5114651435871355,
        "max_drawdown_R": 16.89456664319292,
        "win_rate": 0.2127659574468085,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 89.19,
        "rd": 1.7833607841472419,
        "sl": 90.97336078414725,
        "tp": 85.62327843170551,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.32491182106882555
      },
      "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_MA",
        "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": "cffdaa1eff4c7cff2e4c"
      },
      "train": {
        "n": 118,
        "net_R": 3.5304115147212,
        "expectancy_R": 0.02991874165017966,
        "pf": 1.0425116951538171,
        "max_drawdown_R": 24.54238394270859,
        "win_rate": 0.2966101694915254,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 41,
        "net_R": -20.38883256544016,
        "expectancy_R": -0.4972885991570771,
        "pf": 0.4183956022004849,
        "max_drawdown_R": 26.344455444600595,
        "win_rate": 0.1951219512195122,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 0.24695786635311712,
        "expectancy_R": 0.0066745369284626245,
        "pf": 1.0097833198898076,
        "max_drawdown_R": 7.964021766230034,
        "win_rate": 0.2972972972972973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 691.68,
        "rd": 7.662536511869504,
        "sl": 699.3425365118694,
        "tp": 676.3549269762609,
        "highest": 696.3,
        "lowest": 683.94,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.08196378562465975
      },
      "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_MA",
        "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": "2161b72abb1f0eb16096"
      },
      "train": {
        "n": 128,
        "net_R": 30.034984585088537,
        "expectancy_R": 0.2346483170710042,
        "pf": 1.34642755984484,
        "max_drawdown_R": 24.144943885847795,
        "win_rate": 0.28125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 36,
        "net_R": -12.248441427021689,
        "expectancy_R": -0.3402344840839358,
        "pf": 0.5508862285321123,
        "max_drawdown_R": 12.772955749129897,
        "win_rate": 0.19444444444444445,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": -25.77926547782987,
        "expectancy_R": -0.560418814735432,
        "pf": 0.164007624612082,
        "max_drawdown_R": 25.779265477829863,
        "win_rate": 0.17391304347826086,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2351,
        "rd": 0.019877475475839748,
        "sl": 1.2549774754758398,
        "tp": 1.1953450490483206,
        "highest": 1.2457,
        "lowest": 1.1776,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.414265335571883
      },
      "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