IAORION

Informe de investigación IND_AROON

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "b04b49a4efb2a6cf3761",
  "engine_version": "3.0.0",
  "entrada": "IND_AROON",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "salida": "trail",
  "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_AROON",
        "exit": "trail",
        "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": "07c1f3e27734968e0c6e"
      },
      "train": {
        "n": 289,
        "net_R": 83.55529648852416,
        "expectancy_R": 0.28911867297067184,
        "pf": 1.5871625818501147,
        "max_drawdown_R": 9.552679495747213,
        "win_rate": 0.3875432525951557,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -10.588489893035522,
        "expectancy_R": -0.09539180083815786,
        "pf": 0.8304074953667498,
        "max_drawdown_R": 19.895286852602304,
        "win_rate": 0.2882882882882883,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 111,
        "net_R": -1.2072751284954768,
        "expectancy_R": -0.010876352508968259,
        "pf": 0.9803012708712707,
        "max_drawdown_R": 13.03406967724322,
        "win_rate": 0.35135135135135137,
        "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": 74391.90290568575,
        "tp": 79305.5341886285,
        "highest": 77006.01,
        "lowest": 75208.42,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.2899412499561347
      },
      "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_AROON",
        "exit": "trail",
        "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": "29638d872928262fe1c7"
      },
      "train": {
        "n": 308,
        "net_R": -18.494582821280716,
        "expectancy_R": -0.06004734682233999,
        "pf": 0.8964040980429088,
        "max_drawdown_R": 33.36331657254355,
        "win_rate": 0.2824675324675325,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": 2.8426555729340937,
        "expectancy_R": 0.02707291021841994,
        "pf": 1.047614260879842,
        "max_drawdown_R": 13.373615462998425,
        "win_rate": 0.3238095238095238,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": 6.096728555571056,
        "expectancy_R": 0.053953350049301387,
        "pf": 1.103824245191801,
        "max_drawdown_R": 10.558485690844192,
        "win_rate": 0.34513274336283184,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2238.01,
        "rd": 65.80967616340885,
        "sl": 2172.2003238365915,
        "tp": 2369.6293523268178,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.16973320112173781
      },
      "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_AROON",
        "exit": "trail",
        "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": "c2a0b3a72c151d9b68a1"
      },
      "train": {
        "n": 300,
        "net_R": -13.975495161945997,
        "expectancy_R": -0.046584983873153324,
        "pf": 0.912830659042134,
        "max_drawdown_R": 33.46150154747657,
        "win_rate": 0.31333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": 3.0252066902176953,
        "expectancy_R": 0.030557643335532274,
        "pf": 1.059613467211515,
        "max_drawdown_R": 16.542583012808723,
        "win_rate": 0.31313131313131315,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 112,
        "net_R": -5.0914882883944195,
        "expectancy_R": -0.04545971686066446,
        "pf": 0.9174464824244154,
        "max_drawdown_R": 17.65159308834487,
        "win_rate": 0.33035714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 94.52,
        "rd": 2.8042302712215568,
        "sl": 93.35853071255134,
        "tp": 88.91153945755688,
        "highest": 97.1,
        "lowest": 88.3,
        "bars": 9,
        "open_ts": "2026-11-04 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.6931205859680512
      },
      "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_AROON",
        "exit": "trail",
        "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": "eb2dce526adc82446bbf"
      },
      "train": {
        "n": 317,
        "net_R": -39.533202918046804,
        "expectancy_R": -0.12471041929983219,
        "pf": 0.7847961547338755,
        "max_drawdown_R": 41.79788683045248,
        "win_rate": 0.29337539432176657,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 100,
        "net_R": 16.65672074466411,
        "expectancy_R": 0.1665672074466411,
        "pf": 1.3282081794109653,
        "max_drawdown_R": 8.636182604391426,
        "win_rate": 0.43,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 114,
        "net_R": -19.81795838417088,
        "expectancy_R": -0.17384174021202525,
        "pf": 0.70271664728531,
        "max_drawdown_R": 23.922213129816992,
        "win_rate": 0.3333333333333333,
        "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"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_AROON",
        "exit": "trail",
        "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": "aa38445eb12b5b676c4b"
      },
      "train": {
        "n": 314,
        "net_R": 9.595013515675653,
        "expectancy_R": 0.030557367884317368,
        "pf": 1.0580801580931933,
        "max_drawdown_R": 21.69530946926439,
        "win_rate": 0.3248407643312102,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 108,
        "net_R": 8.189771966646461,
        "expectancy_R": 0.07583122191339316,
        "pf": 1.1265015509931615,
        "max_drawdown_R": 18.912691138683325,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": 12.404519583727437,
        "expectancy_R": 0.12281702558145977,
        "pf": 1.230951509941325,
        "max_drawdown_R": 7.350386087039466,
        "win_rate": 0.38613861386138615,
        "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_AROON",
        "exit": "trail",
        "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": "98e77befda88892068c4"
      },
      "train": {
        "n": 291,
        "net_R": 21.132314089485455,
        "expectancy_R": 0.07261963604634177,
        "pf": 1.1354347964573897,
        "max_drawdown_R": 16.93598882212238,
        "win_rate": 0.38144329896907214,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -16.387693700037786,
        "expectancy_R": -0.14631869375033738,
        "pf": 0.7797012765519326,
        "max_drawdown_R": 39.553157205960424,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 96,
        "net_R": 9.884061831296268,
        "expectancy_R": 0.10295897740933613,
        "pf": 1.1977318996645858,
        "max_drawdown_R": 7.29527594994784,
        "win_rate": 0.3645833333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76368.26,
        "rd": 972.7810431322075,
        "sl": 76617.67932485552,
        "tp": 74422.69791373558,
        "highest": 76416.24,
        "lowest": 75208.42,
        "bars": 12,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7112766854215473
      },
      "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_AROON",
        "exit": "trail",
        "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": "402d29e7c46c33fd2dd3"
      },
      "train": {
        "n": 294,
        "net_R": 23.06005706982169,
        "expectancy_R": 0.07843556826469962,
        "pf": 1.1435399234167667,
        "max_drawdown_R": 22.33606703099177,
        "win_rate": 0.3673469387755102,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": 1.4032583318418381,
        "expectancy_R": 0.013623867299435322,
        "pf": 1.024618364425249,
        "max_drawdown_R": 16.664503335034453,
        "win_rate": 0.34951456310679613,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 106,
        "net_R": -8.19352880904357,
        "expectancy_R": -0.07729744159475066,
        "pf": 0.8638171669371753,
        "max_drawdown_R": 20.458883277686496,
        "win_rate": 0.29245283018867924,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2262.04,
        "rd": 38.87153053909243,
        "sl": 2262.8831780299593,
        "tp": 2184.296938921815,
        "highest": 2262.04,
        "lowest": 2206.28,
        "bars": 12,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8018490413865702
      },
      "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_AROON",
        "exit": "trail",
        "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": "9d062662840997a6e5fe"
      },
      "train": {
        "n": 285,
        "net_R": -1.6666972199313164,
        "expectancy_R": -0.005848060420811636,
        "pf": 0.98947057885949,
        "max_drawdown_R": 22.685837591937815,
        "win_rate": 0.3473684210526316,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 102,
        "net_R": -11.836512937314483,
        "expectancy_R": -0.11604424448347532,
        "pf": 0.8053402096889415,
        "max_drawdown_R": 34.009799293359606,
        "win_rate": 0.30392156862745096,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": 7.66637199523058,
        "expectancy_R": 0.07590467322010476,
        "pf": 1.136389691366878,
        "max_drawdown_R": 14.364296071273234,
        "win_rate": 0.297029702970297,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 89.97,
        "rd": 1.7274751296928292,
        "sl": 90.87815733053034,
        "tp": 86.51504974061434,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 10,
        "open_ts": "2026-11-05 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.11587721094172056
      },
      "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_AROON",
        "exit": "trail",
        "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": "c997aae9da61d1e870d3"
      },
      "train": {
        "n": 298,
        "net_R": 1.780618952188311,
        "expectancy_R": 0.005975231383182252,
        "pf": 1.0104872048604507,
        "max_drawdown_R": 20.03183397711649,
        "win_rate": 0.3389261744966443,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 101,
        "net_R": -17.092394078349024,
        "expectancy_R": -0.16923162453810914,
        "pf": 0.7302364222645713,
        "max_drawdown_R": 31.51011580565234,
        "win_rate": 0.2871287128712871,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": -6.739871038201768,
        "expectancy_R": -0.06480645229040162,
        "pf": 0.8846467372079122,
        "max_drawdown_R": 15.277651353951653,
        "win_rate": 0.33653846153846156,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 693.76,
        "rd": 7.062947264710873,
        "sl": 697.5990065154624,
        "tp": 679.6341054705782,
        "highest": 693.95,
        "lowest": 686.51,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.38328397459879077
      },
      "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_AROON",
        "exit": "trail",
        "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": "c72f09d1a5bfcf56b50e"
      },
      "train": {
        "n": 300,
        "net_R": -13.009092931951862,
        "expectancy_R": -0.04336364310650621,
        "pf": 0.9276887924547471,
        "max_drawdown_R": 38.18874962497865,
        "win_rate": 0.30333333333333334,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": -6.342035609076531,
        "expectancy_R": -0.060400339134062196,
        "pf": 0.9032824195368941,
        "max_drawdown_R": 31.930186162021307,
        "win_rate": 0.29523809523809524,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": 8.718242449990594,
        "expectancy_R": 0.08464313058243296,
        "pf": 1.1508431729522473,
        "max_drawdown_R": 9.675510950240689,
        "win_rate": 0.34951456310679613,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2195,
        "rd": 0.020614361739584947,
        "sl": 1.209724738229867,
        "tp": 1.17827127652083,
        "highest": 1.2228,
        "lowest": 1.1776,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.571588798589326
      },
      "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