IAORION

Informe de investigación IND_CORREL

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "b15565932bc65b19e860",
  "engine_version": "3.0.0",
  "entrada": "IND_CORREL",
  "familia": "Statistic Functions",
  "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_CORREL",
        "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": "22b23a0c7513fdd5cafd"
      },
      "train": {
        "n": 254,
        "net_R": 17.839854058871218,
        "expectancy_R": 0.07023564590106779,
        "pf": 1.1073482413653075,
        "max_drawdown_R": 23.211626474746357,
        "win_rate": 0.3700787401574803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": 7.7328655207003685,
        "expectancy_R": 0.08592072800778187,
        "pf": 1.1317977922566815,
        "max_drawdown_R": 9.642796600536364,
        "win_rate": 0.37777777777777777,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -19.864153120516665,
        "expectancy_R": -0.23369591906490195,
        "pf": 0.6935239658300533,
        "max_drawdown_R": 28.41716440519936,
        "win_rate": 0.27058823529411763,
        "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_CORREL",
        "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": "26274f1d83d17a6358ad"
      },
      "train": {
        "n": 233,
        "net_R": -24.384236792905654,
        "expectancy_R": -0.1046533767935865,
        "pf": 0.8534013672413906,
        "max_drawdown_R": 30.161771185787508,
        "win_rate": 0.3133047210300429,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": -19.667577893158082,
        "expectancy_R": -0.22098402127143912,
        "pf": 0.7060619130503439,
        "max_drawdown_R": 20.583142216592346,
        "win_rate": 0.2696629213483146,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": 14.528083571620662,
        "expectancy_R": 0.21683706823314422,
        "pf": 1.3594577700534962,
        "max_drawdown_R": 9.439173238529746,
        "win_rate": 0.417910447761194,
        "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_CORREL",
        "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": "ce909c29c6045d2fe28d"
      },
      "train": {
        "n": 232,
        "net_R": 5.30412060462128,
        "expectancy_R": 0.02286258881302276,
        "pf": 1.0342900584913364,
        "max_drawdown_R": 11.155024368491283,
        "win_rate": 0.34913793103448276,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -9.54093909991245,
        "expectancy_R": -0.10484548461442253,
        "pf": 0.852580309949053,
        "max_drawdown_R": 14.629598689735271,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 90,
        "net_R": -9.2388296647383,
        "expectancy_R": -0.10265366294153667,
        "pf": 0.8561073942503424,
        "max_drawdown_R": 21.07483370704994,
        "win_rate": 0.3111111111111111,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_CORREL",
        "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": "943599404f4c7202b1d4"
      },
      "train": {
        "n": 238,
        "net_R": 28.435451130453398,
        "expectancy_R": 0.1194766854220731,
        "pf": 1.187330370556309,
        "max_drawdown_R": 12.408982220493893,
        "win_rate": 0.3865546218487395,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -22.932506784333135,
        "expectancy_R": -0.2520055690586059,
        "pf": 0.6717236678978413,
        "max_drawdown_R": 23.810075542394294,
        "win_rate": 0.26373626373626374,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 74,
        "net_R": -20.824375733928044,
        "expectancy_R": -0.2814104828909195,
        "pf": 0.6402288693221566,
        "max_drawdown_R": 24.753119499716544,
        "win_rate": 0.25675675675675674,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 700.23,
        "rd": 20.238367379288142,
        "sl": 679.9916326207119,
        "tp": 740.7067347585763,
        "highest": 723.42,
        "lowest": 680.74,
        "bars": 40,
        "open_ts": "2026-10-30 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5151501010239484
      },
      "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_CORREL",
        "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": "f59b0aa2f6f3967d10d3"
      },
      "train": {
        "n": 240,
        "net_R": -40.80957688664304,
        "expectancy_R": -0.17003990369434602,
        "pf": 0.7687367687217828,
        "max_drawdown_R": 43.60955509559034,
        "win_rate": 0.2875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -2.008053080005036,
        "expectancy_R": -0.021826663913098215,
        "pf": 0.9681108285022192,
        "max_drawdown_R": 10.676917952722626,
        "win_rate": 0.33695652173913043,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": 6.695071369140878,
        "expectancy_R": 0.08368839211426098,
        "pf": 1.1284802782776902,
        "max_drawdown_R": 12.538370171422043,
        "win_rate": 0.375,
        "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_CORREL",
        "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": "7cf0e8c46dc444f568ab"
      },
      "train": {
        "n": 264,
        "net_R": -37.28286475416857,
        "expectancy_R": -0.14122297255366884,
        "pf": 0.8099382053529522,
        "max_drawdown_R": 42.724744386505094,
        "win_rate": 0.3143939393939394,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": -0.42566424591064544,
        "expectancy_R": -0.004782744336074668,
        "pf": 0.9931956938046751,
        "max_drawdown_R": 14.21860096164032,
        "win_rate": 0.3707865168539326,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -12.817962729030324,
        "expectancy_R": -0.1507995615180038,
        "pf": 0.7995330340210666,
        "max_drawdown_R": 22.653461778055544,
        "win_rate": 0.3176470588235294,
        "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": 74977.08813780364,
        "tp": 77903.1737243927,
        "highest": 76559.8,
        "lowest": 75208.42,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.4075689397008299
      },
      "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_CORREL",
        "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": "a0ca0e9c322c443494ff"
      },
      "train": {
        "n": 239,
        "net_R": -54.822776654504985,
        "expectancy_R": -0.2293840027385146,
        "pf": 0.7023013251861938,
        "max_drawdown_R": 57.90183044869109,
        "win_rate": 0.2803347280334728,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 95,
        "net_R": -26.425372322899882,
        "expectancy_R": -0.2781618139252619,
        "pf": 0.6521327207921892,
        "max_drawdown_R": 31.378248712138053,
        "win_rate": 0.2736842105263158,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -11.450294085601957,
        "expectancy_R": -0.13470934218355243,
        "pf": 0.8188072087267972,
        "max_drawdown_R": 14.720236886705676,
        "win_rate": 0.3176470588235294,
        "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"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_CORREL",
        "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": "553dec0b0420639b6c1e"
      },
      "train": {
        "n": 262,
        "net_R": -30.990166442898104,
        "expectancy_R": -0.11828307802632865,
        "pf": 0.838082434625589,
        "max_drawdown_R": 41.29371862591389,
        "win_rate": 0.31679389312977096,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": 0.31255316233227326,
        "expectancy_R": 0.0033607866917448738,
        "pf": 1.0048425734546464,
        "max_drawdown_R": 20.566846641758236,
        "win_rate": 0.3655913978494624,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": 10.990028635707654,
        "expectancy_R": 0.139114286527945,
        "pf": 1.217372462751166,
        "max_drawdown_R": 7.128035032855811,
        "win_rate": 0.4050632911392405,
        "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": 87.40663921585275,
        "tp": 92.75672156829448,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.22461243039587706
      },
      "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_CORREL",
        "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": "673abe415e96cdd65bcf"
      },
      "train": {
        "n": 256,
        "net_R": 16.832822273075482,
        "expectancy_R": 0.0657532120042011,
        "pf": 1.0982333563159026,
        "max_drawdown_R": 15.38533325241142,
        "win_rate": 0.38671875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -22.411654626405568,
        "expectancy_R": -0.24360494159136487,
        "pf": 0.6927847245838068,
        "max_drawdown_R": 22.9243767056851,
        "win_rate": 0.29347826086956524,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -4.455982714237453,
        "expectancy_R": -0.052423326049852385,
        "pf": 0.9270102689541673,
        "max_drawdown_R": 21.017833622158612,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 690.2,
        "rd": 6.659372536081491,
        "sl": 696.8593725360815,
        "tp": 676.8812549278371,
        "highest": 690.87,
        "lowest": 686.51,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.12783238892065601
      },
      "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_CORREL",
        "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": "636e7c056699bf874fc3"
      },
      "train": {
        "n": 243,
        "net_R": -40.7737154059301,
        "expectancy_R": -0.16779306751411563,
        "pf": 0.7768443712769589,
        "max_drawdown_R": 42.13761650003492,
        "win_rate": 0.3045267489711934,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": 4.041243437384804,
        "expectancy_R": 0.04540722963353712,
        "pf": 1.0667593219931821,
        "max_drawdown_R": 13.093591172221714,
        "win_rate": 0.38202247191011235,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": 19.382837613169936,
        "expectancy_R": 0.2517251638074018,
        "pf": 1.4201662119760285,
        "max_drawdown_R": 11.059716792855742,
        "win_rate": 0.44155844155844154,
        "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