IAORION

Informe de investigación IND_CMO

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "b114c6c51f1556c60907",
  "engine_version": "3.0.0",
  "entrada": "IND_CMO",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "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_CMO",
        "exit": "rr2",
        "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": "dce49e839fe24051a908"
      },
      "train": {
        "n": 201,
        "net_R": 13.203280221446677,
        "expectancy_R": 0.06568796130072974,
        "pf": 1.1001898022952228,
        "max_drawdown_R": 15.684837413205585,
        "win_rate": 0.3681592039800995,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 72,
        "net_R": -3.35594537742078,
        "expectancy_R": -0.0466103524641775,
        "pf": 0.933114191372115,
        "max_drawdown_R": 14.666031577187034,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": 12.995510903826233,
        "expectancy_R": 0.19111045446803285,
        "pf": 1.3110393719151954,
        "max_drawdown_R": 7.189356244463154,
        "win_rate": 0.4117647058823529,
        "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": "IND_CMO",
        "exit": "rr2",
        "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": "1cb750f5eae346780bda"
      },
      "train": {
        "n": 181,
        "net_R": -7.573668550982391,
        "expectancy_R": -0.041843472657361276,
        "pf": 0.9395768676684986,
        "max_drawdown_R": 22.089375527720556,
        "win_rate": 0.3314917127071823,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 72,
        "net_R": 9.922230848035687,
        "expectancy_R": 0.13780876177827342,
        "pf": 1.2191271211601267,
        "max_drawdown_R": 12.906481058368282,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 63,
        "net_R": -17.170486662230083,
        "expectancy_R": -0.27254740733698546,
        "pf": 0.6467394557262243,
        "max_drawdown_R": 19.132798445447843,
        "win_rate": 0.25396825396825395,
        "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_CMO",
        "exit": "rr2",
        "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": "9b74ba35e68e7a43634b"
      },
      "train": {
        "n": 206,
        "net_R": 8.13499508448162,
        "expectancy_R": 0.03949026740039621,
        "pf": 1.0597895155368027,
        "max_drawdown_R": 15.877536805703315,
        "win_rate": 0.35436893203883496,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 72,
        "net_R": -5.063672441356715,
        "expectancy_R": -0.07032878390773216,
        "pf": 0.8995393747485909,
        "max_drawdown_R": 17.149453152873452,
        "win_rate": 0.3194444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": 2.712199610329524,
        "expectancy_R": 0.04237811891139881,
        "pf": 1.0638550109584928,
        "max_drawdown_R": 9.654208793329957,
        "win_rate": 0.359375,
        "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_CMO",
        "exit": "rr2",
        "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": "5dba579835f189954245"
      },
      "train": {
        "n": 197,
        "net_R": -18.358154835093565,
        "expectancy_R": -0.0931886032238252,
        "pf": 0.8690131623755661,
        "max_drawdown_R": 32.97902664886965,
        "win_rate": 0.3147208121827411,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 71,
        "net_R": -8.049723836684317,
        "expectancy_R": -0.11337639206597629,
        "pf": 0.8425092136083618,
        "max_drawdown_R": 11.459126339002205,
        "win_rate": 0.30985915492957744,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": -1.2156229019441949,
        "expectancy_R": -0.01736604145634564,
        "pf": 0.9747484100672161,
        "max_drawdown_R": 14.896093477093876,
        "win_rate": 0.34285714285714286,
        "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_CMO",
        "exit": "rr2",
        "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": "fe4e1cfc917bfa9766e7"
      },
      "train": {
        "n": 175,
        "net_R": -9.398277106421297,
        "expectancy_R": -0.0537044406081217,
        "pf": 0.9227639692427493,
        "max_drawdown_R": 28.75303716583057,
        "win_rate": 0.32571428571428573,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 71,
        "net_R": -16.151783639604144,
        "expectancy_R": -0.22748991041695976,
        "pf": 0.6982061438319221,
        "max_drawdown_R": 21.885454693871036,
        "win_rate": 0.2676056338028169,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": -4.147148695930295,
        "expectancy_R": -0.07405622671304099,
        "pf": 0.8950990980107245,
        "max_drawdown_R": 14.790202107673462,
        "win_rate": 0.32142857142857145,
        "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_CMO",
        "exit": "rr2",
        "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": "cc522417ce4776154bca"
      },
      "train": {
        "n": 216,
        "net_R": -33.21510782932303,
        "expectancy_R": -0.153773647357977,
        "pf": 0.794543994389756,
        "max_drawdown_R": 44.00554049692141,
        "win_rate": 0.3101851851851852,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": 0.09028836504736937,
        "expectancy_R": 0.0014562639523769253,
        "pf": 1.002078060364432,
        "max_drawdown_R": 10.387203048115804,
        "win_rate": 0.3709677419354839,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -13.54812682625032,
        "expectancy_R": -0.18816842814236556,
        "pf": 0.7544612518213049,
        "max_drawdown_R": 14.095734530897863,
        "win_rate": 0.3055555555555556,
        "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_CMO",
        "exit": "rr2",
        "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": "935d874904b92f8e73d0"
      },
      "train": {
        "n": 226,
        "net_R": -37.24991917847393,
        "expectancy_R": -0.16482265123218554,
        "pf": 0.7791114463206062,
        "max_drawdown_R": 43.733992033895746,
        "win_rate": 0.3008849557522124,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": -11.963725217928214,
        "expectancy_R": -0.2175222766896039,
        "pf": 0.7180042115982359,
        "max_drawdown_R": 17.827884972209816,
        "win_rate": 0.2909090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": 10.528947134825549,
        "expectancy_R": 0.1619838020742392,
        "pf": 1.2550726127529617,
        "max_drawdown_R": 10.879981571156312,
        "win_rate": 0.4153846153846154,
        "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_CMO",
        "exit": "rr2",
        "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": "eb960d9548b2dcd21109"
      },
      "train": {
        "n": 192,
        "net_R": -9.75042920799905,
        "expectancy_R": -0.050783485458328385,
        "pf": 0.9281084329032987,
        "max_drawdown_R": 21.355536785590193,
        "win_rate": 0.3385416666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 64,
        "net_R": -6.6966359726703715,
        "expectancy_R": -0.10463493707297455,
        "pf": 0.8566702498560308,
        "max_drawdown_R": 17.239095360135796,
        "win_rate": 0.328125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": -5.9461122471830805,
        "expectancy_R": -0.084944460674044,
        "pf": 0.8817566173890813,
        "max_drawdown_R": 13.601032622841497,
        "win_rate": 0.32857142857142857,
        "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_CMO",
        "exit": "rr2",
        "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": "99e3f1b60391da7c887e"
      },
      "train": {
        "n": 193,
        "net_R": -18.52063146612238,
        "expectancy_R": -0.09596182106799162,
        "pf": 0.8684309169938539,
        "max_drawdown_R": 23.558106374603998,
        "win_rate": 0.3316062176165803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": 2.4979728409510336,
        "expectancy_R": 0.040289884531468284,
        "pf": 1.058704327895652,
        "max_drawdown_R": 12.619892047407554,
        "win_rate": 0.3870967741935484,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": 8.27887504124365,
        "expectancy_R": 0.15052500074988454,
        "pf": 1.2347537333745466,
        "max_drawdown_R": 5.9941641032741035,
        "win_rate": 0.41818181818181815,
        "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_CMO",
        "exit": "rr2",
        "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": "5719cca54ff47ba57479"
      },
      "train": {
        "n": 185,
        "net_R": -13.000610684536952,
        "expectancy_R": -0.0702735712677673,
        "pf": 0.901717307739215,
        "max_drawdown_R": 14.232967001093439,
        "win_rate": 0.33513513513513515,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 65,
        "net_R": -8.228494060156281,
        "expectancy_R": -0.12659221631009662,
        "pf": 0.829891325132017,
        "max_drawdown_R": 11.976619659183484,
        "win_rate": 0.3230769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": 3.2264329202228845,
        "expectancy_R": 0.04609189886032692,
        "pf": 1.0685602011690778,
        "max_drawdown_R": 7.626911932092722,
        "win_rate": 0.37142857142857144,
        "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