IAORION

Informe de investigación IND_MOM

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "ae29d8e0019eb18523b7",
  "engine_version": "3.0.0",
  "entrada": "IND_MOM",
  "familia": "Momentum 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_MOM",
        "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": "e2a62e72933b31698903"
      },
      "train": {
        "n": 278,
        "net_R": 11.090637661647724,
        "expectancy_R": 0.03989438007786951,
        "pf": 1.059956839943175,
        "max_drawdown_R": 18.95817909336368,
        "win_rate": 0.3597122302158273,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 102,
        "net_R": -16.692124608187555,
        "expectancy_R": -0.16364828047242702,
        "pf": 0.7782194409416526,
        "max_drawdown_R": 23.012321927036822,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": -5.3208294744973115,
        "expectancy_R": -0.056604568877630976,
        "pf": 0.919305005993778,
        "max_drawdown_R": 22.72979857214987,
        "win_rate": 0.32978723404255317,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76029.78,
        "rd": 1637.8770943142513,
        "sl": 77667.65709431424,
        "tp": 72754.0258113715,
        "highest": 77006.01,
        "lowest": 75208.42,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.21587203901159013
      },
      "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_MOM",
        "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": "305544b3bb71bad8d39e"
      },
      "train": {
        "n": 262,
        "net_R": -1.548610367219034,
        "expectancy_R": -0.00591072659243906,
        "pf": 0.9913108229357389,
        "max_drawdown_R": 41.58091168644946,
        "win_rate": 0.3435114503816794,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": 21.050175168477978,
        "expectancy_R": 0.21262803200482805,
        "pf": 1.3526020211444936,
        "max_drawdown_R": 17.112324822285522,
        "win_rate": 0.41414141414141414,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 90,
        "net_R": -0.33060681543950254,
        "expectancy_R": -0.003673409060438917,
        "pf": 0.9945927305706306,
        "max_drawdown_R": 14.12754692081847,
        "win_rate": 0.34444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 64.62784062427573,
        "sl": 2317.3278406242757,
        "tp": 2123.4443187514485,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3378312239601397
      },
      "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_MOM",
        "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": "f3a59e911e156cad1eea"
      },
      "train": {
        "n": 290,
        "net_R": -59.888819484237615,
        "expectancy_R": -0.2065131706353021,
        "pf": 0.7227519622477154,
        "max_drawdown_R": 72.03179802784652,
        "win_rate": 0.27241379310344827,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 100,
        "net_R": 20.221020143665466,
        "expectancy_R": 0.20221020143665466,
        "pf": 1.333551597490235,
        "max_drawdown_R": 14.062872846074246,
        "win_rate": 0.41,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 99,
        "net_R": -30.76114978820385,
        "expectancy_R": -0.3107186847293318,
        "pf": 0.604871080088035,
        "max_drawdown_R": 30.76114978820385,
        "win_rate": 0.24242424242424243,
        "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_MOM",
        "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": "398d0455d4b4c4983bfe"
      },
      "train": {
        "n": 275,
        "net_R": -18.252791717572464,
        "expectancy_R": -0.06637378806389987,
        "pf": 0.9054089768907341,
        "max_drawdown_R": 45.16904059667547,
        "win_rate": 0.3236363636363636,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": 16.26671446539913,
        "expectancy_R": 0.19137311135763682,
        "pf": 1.311175732024269,
        "max_drawdown_R": 11.458746314764845,
        "win_rate": 0.4117647058823529,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 100,
        "net_R": -11.821376025049377,
        "expectancy_R": -0.11821376025049377,
        "pf": 0.8364902304976993,
        "max_drawdown_R": 33.05249359292136,
        "win_rate": 0.31,
        "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": 704.7786010771051,
        "tp": 657.3527978457898,
        "highest": 697.17,
        "lowest": 683.94,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.13162012184704652
      },
      "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_MOM",
        "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": "9cec638045d28d85f8e1"
      },
      "train": {
        "n": 255,
        "net_R": -7.884571938677585,
        "expectancy_R": -0.03091988995559837,
        "pf": 0.9550367402855766,
        "max_drawdown_R": 38.34660998815133,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 97,
        "net_R": 13.908353579073227,
        "expectancy_R": 0.14338508844405387,
        "pf": 1.2287544426478585,
        "max_drawdown_R": 11.805645810511097,
        "win_rate": 0.3917525773195876,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -3.477660037064626,
        "expectancy_R": -0.04140071472695983,
        "pf": 0.940496636205408,
        "max_drawdown_R": 15.86530093428176,
        "win_rate": 0.3333333333333333,
        "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_MOM",
        "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": "ea7a0fb78892a34b10c2"
      },
      "train": {
        "n": 294,
        "net_R": -36.43066718486702,
        "expectancy_R": -0.12391383396213272,
        "pf": 0.831756256213344,
        "max_drawdown_R": 46.59900535470421,
        "win_rate": 0.3197278911564626,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 97,
        "net_R": -8.418022735358695,
        "expectancy_R": -0.08678373953978036,
        "pf": 0.8809829150884336,
        "max_drawdown_R": 22.784319578974674,
        "win_rate": 0.3402061855670103,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": -16.119106550299442,
        "expectancy_R": -0.15499140913749462,
        "pf": 0.7942597393617322,
        "max_drawdown_R": 24.510636213510917,
        "win_rate": 0.3173076923076923,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 76088.01,
        "rd": 959.581357106453,
        "sl": 75128.42864289354,
        "tp": 78007.1727142129,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5555979386757165
      },
      "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_MOM",
        "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": "9d57f8350a1fe6f1b531"
      },
      "train": {
        "n": 275,
        "net_R": -26.66513752261215,
        "expectancy_R": -0.09696413644586235,
        "pf": 0.8657817937276306,
        "max_drawdown_R": 34.72121546717221,
        "win_rate": 0.3236363636363636,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 95,
        "net_R": -16.50631713080203,
        "expectancy_R": -0.17375070664002137,
        "pf": 0.7699750113968656,
        "max_drawdown_R": 26.519024400872624,
        "win_rate": 0.30526315789473685,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 99,
        "net_R": -8.705335453285125,
        "expectancy_R": -0.08793268134631439,
        "pf": 0.8785810930582101,
        "max_drawdown_R": 15.136537325264753,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2238.01,
        "rd": 38.981852321156666,
        "sl": 2199.0281476788437,
        "tp": 2315.9737046423134,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.28654582414335283
      },
      "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_MOM",
        "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": "4c20ef40436673a27a3f"
      },
      "train": {
        "n": 311,
        "net_R": -44.37128794979128,
        "expectancy_R": -0.1426729516070459,
        "pf": 0.8069924768263796,
        "max_drawdown_R": 47.269331739920545,
        "win_rate": 0.3086816720257235,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 104,
        "net_R": 0.2698361075371336,
        "expectancy_R": 0.0025945779570878233,
        "pf": 1.0037467448381863,
        "max_drawdown_R": 18.620450916228364,
        "win_rate": 0.36538461538461536,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 95,
        "net_R": -8.839501131522546,
        "expectancy_R": -0.09304738033181627,
        "pf": 0.8711834837688218,
        "max_drawdown_R": 20.176738389965493,
        "win_rate": 0.3263157894736842,
        "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": "IND_MOM",
        "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": "4abf7f0c0b2f1b4fd277"
      },
      "train": {
        "n": 290,
        "net_R": -47.171962002389186,
        "expectancy_R": -0.16266193793927305,
        "pf": 0.784339347635986,
        "max_drawdown_R": 59.7618896387434,
        "win_rate": 0.3103448275862069,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -17.1383459780695,
        "expectancy_R": -0.15439951331594143,
        "pf": 0.798453665815075,
        "max_drawdown_R": 31.708684859174248,
        "win_rate": 0.32432432432432434,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 100,
        "net_R": -26.627085875653755,
        "expectancy_R": -0.26627085875653755,
        "pf": 0.6658397363909117,
        "max_drawdown_R": 36.975356366721606,
        "win_rate": 0.28,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 689.73,
        "rd": 7.348493008446369,
        "sl": 682.3815069915537,
        "tp": 704.4269860168928,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.010740705598986322
      },
      "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_MOM",
        "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": "d1b75c3d2d29d9726b70"
      },
      "train": {
        "n": 266,
        "net_R": -16.0165985164212,
        "expectancy_R": -0.060212776377523314,
        "pf": 0.9152845258278038,
        "max_drawdown_R": 26.53857218615658,
        "win_rate": 0.3383458646616541,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 97,
        "net_R": -10.29202515940758,
        "expectancy_R": -0.10610335215884102,
        "pf": 0.8553225026297269,
        "max_drawdown_R": 18.89044785536613,
        "win_rate": 0.32989690721649484,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": 7.539313343064237,
        "expectancy_R": 0.09791316029953555,
        "pf": 1.1494578552101935,
        "max_drawdown_R": 8.676872508211279,
        "win_rate": 0.38961038961038963,
        "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