Motor 3 · Investigación. No es una cuenta financiada ni una promesa de ganancias.
trend/trail
No supera filtros de desarrollo/selección o estabilidad
{
"id": "b18016b72b128bf09141",
"engine_version": "3.0.0",
"entrada": "IND_KAMA",
"familia": "Overlap Studies",
"regimen": "trend",
"salida": "trail",
"activos": [
"BTCUSDT-1h"
],
"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": 0.5,
"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_KAMA",
"exit": "trail",
"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": "ab666bbaf7d9d48a371f"
},
"train": {
"n": 53,
"net_R": 7.538252269881875,
"expectancy_R": 0.1422311749034316,
"pf": 1.314268328580067,
"max_drawdown_R": 12.618226764912492,
"win_rate": 0.39622641509433965,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 21,
"net_R": -8.037812948720939,
"expectancy_R": -0.38275299755813996,
"pf": 0.43807369104051697,
"max_drawdown_R": 11.536236602181756,
"win_rate": 0.2857142857142857,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 18,
"net_R": -5.873439875056027,
"expectancy_R": -0.3263022152808904,
"pf": 0.40336251221815955,
"max_drawdown_R": 7.57226168062263,
"win_rate": 0.3333333333333333,
"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_KAMA",
"exit": "trail",
"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": "23d2d4f7f6f1e1f655ac"
},
"train": {
"n": 43,
"net_R": -7.825915132244026,
"expectancy_R": -0.18199802633125642,
"pf": 0.7003163074967059,
"max_drawdown_R": 12.518365734025792,
"win_rate": 0.2558139534883721,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 17,
"net_R": -0.21908989244603072,
"expectancy_R": -0.012887640732119454,
"pf": 0.9736385136020884,
"max_drawdown_R": 5.180872066715716,
"win_rate": 0.23529411764705882,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 17,
"net_R": -9.630303570300647,
"expectancy_R": -0.5664884453118028,
"pf": 0.264208632694748,
"max_drawdown_R": 9.630303570300647,
"win_rate": 0.17647058823529413,
"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"
},
"SOLUSDT-4h": {
"spec": {
"version": "3.0.0",
"signal": "IND_KAMA",
"exit": "trail",
"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": "3e7d16ac49fd21c26fa9"
},
"train": {
"n": 51,
"net_R": 9.842987417740694,
"expectancy_R": 0.1929997532890332,
"pf": 1.3539603874563968,
"max_drawdown_R": 7.085734994490592,
"win_rate": 0.39215686274509803,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 16,
"net_R": -2.3537793893919536,
"expectancy_R": -0.1471112118369971,
"pf": 0.7718493370214998,
"max_drawdown_R": 4.608042793958261,
"win_rate": 0.1875,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 13,
"net_R": -7.745917106076899,
"expectancy_R": -0.5958397773905306,
"pf": 0.13140060438643839,
"max_drawdown_R": 8.277845385313903,
"win_rate": 0.23076923076923078,
"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_KAMA",
"exit": "trail",
"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": "a8c012234cc7a0edd809"
},
"train": {
"n": 43,
"net_R": -9.034174473441553,
"expectancy_R": -0.21009708077771053,
"pf": 0.584208284065343,
"max_drawdown_R": 9.659875404400488,
"win_rate": 0.32558139534883723,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 12,
"net_R": -1.6892228667317588,
"expectancy_R": -0.14076857222764658,
"pf": 0.7752791495902763,
"max_drawdown_R": 3.0398299728129334,
"win_rate": 0.3333333333333333,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 15,
"net_R": -0.7270658004070962,
"expectancy_R": -0.04847105336047308,
"pf": 0.9177573731646704,
"max_drawdown_R": 3.5117710773812982,
"win_rate": 0.4,
"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_KAMA",
"exit": "trail",
"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": "666d90c42d9366935149"
},
"train": {
"n": 44,
"net_R": -14.627553372446517,
"expectancy_R": -0.33244439482832994,
"pf": 0.44157835299500253,
"max_drawdown_R": 20.23727858216442,
"win_rate": 0.1590909090909091,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 11,
"net_R": -1.343941025667906,
"expectancy_R": -0.12217645687890055,
"pf": 0.7608941842254976,
"max_drawdown_R": 5.620695679503504,
"win_rate": 0.36363636363636365,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 12,
"net_R": -3.2993617454583757,
"expectancy_R": -0.2749468121215313,
"pf": 0.5015167657538252,
"max_drawdown_R": 3.2993617454583757,
"win_rate": 0.25,
"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_KAMA",
"exit": "trail",
"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": "8271b62269e68746873e"
},
"train": {
"n": 47,
"net_R": 5.290443146275296,
"expectancy_R": 0.11256262013351694,
"pf": 1.181440492581092,
"max_drawdown_R": 7.661086157575427,
"win_rate": 0.2765957446808511,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 10,
"net_R": 0.752171750891937,
"expectancy_R": 0.0752171750891937,
"pf": 1.1610562209332154,
"max_drawdown_R": 2.264844415544963,
"win_rate": 0.5,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 14,
"net_R": -7.980852042833554,
"expectancy_R": -0.5700608602023968,
"pf": 0.19854009501186842,
"max_drawdown_R": 8.869046442427921,
"win_rate": 0.21428571428571427,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": true,
"open_position": null,
"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_KAMA",
"exit": "trail",
"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": "14438f1b625c36113f54"
},
"train": {
"n": 52,
"net_R": -12.169257518606583,
"expectancy_R": -0.2340241830501266,
"pf": 0.6150605384355688,
"max_drawdown_R": 16.438954355098303,
"win_rate": 0.28846153846153844,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 13,
"net_R": -0.031098634226463084,
"expectancy_R": -0.0023922026328048527,
"pf": 0.9956046451689435,
"max_drawdown_R": 5.112509747771778,
"win_rate": 0.38461538461538464,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 17,
"net_R": -5.470915213988338,
"expectancy_R": -0.321818541999314,
"pf": 0.5087948486226304,
"max_drawdown_R": 5.470915213988338,
"win_rate": 0.23529411764705882,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 2252.7,
"rd": 38.65978519390417,
"sl": 2262.8831780299593,
"tp": 2175.3804296121916,
"highest": 2287.11,
"lowest": 2206.28,
"bars": 16,
"open_ts": "2026-11-05 16:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.5647548839314958
},
"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_KAMA",
"exit": "trail",
"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": "2473a6ec7ced9775c0f1"
},
"train": {
"n": 43,
"net_R": 1.183442261907429,
"expectancy_R": 0.027521913067614628,
"pf": 1.0478038164379484,
"max_drawdown_R": 8.333802230071331,
"win_rate": 0.32558139534883723,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 12,
"net_R": 4.570075290654362,
"expectancy_R": 0.38083960755453017,
"pf": 1.73096667378519,
"max_drawdown_R": 3.6668719622441217,
"win_rate": 0.4166666666666667,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 18,
"net_R": -1.4309382176558165,
"expectancy_R": -0.07949656764754537,
"pf": 0.8744387719939551,
"max_drawdown_R": 7.029771870083927,
"win_rate": 0.3333333333333333,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 90.34,
"rd": 1.7619587201549922,
"sl": 90.87815733053034,
"tp": 86.81608255969002,
"highest": 90.57,
"lowest": 88.3,
"bars": 15,
"open_ts": "2026-11-05 17:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.3234979307289656
},
"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_KAMA",
"exit": "trail",
"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": "8d98101090330800974e"
},
"train": {
"n": 47,
"net_R": -0.2547826181466214,
"expectancy_R": -0.005420906769077051,
"pf": 0.9907723024834753,
"max_drawdown_R": 11.093257699044418,
"win_rate": 0.3404255319148936,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 15,
"net_R": -5.309525866599065,
"expectancy_R": -0.35396839110660433,
"pf": 0.4534725428514898,
"max_drawdown_R": 7.427819825151403,
"win_rate": 0.3333333333333333,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 15,
"net_R": 1.8644882069939785,
"expectancy_R": 0.12429921379959857,
"pf": 1.4127376305256885,
"max_drawdown_R": 1.3723253707278147,
"win_rate": 0.6,
"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"
},
"XRPUSDT-1h": {
"spec": {
"version": "3.0.0",
"signal": "IND_KAMA",
"exit": "trail",
"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": "87ad89043ea9ecf9b7e3"
},
"train": {
"n": 38,
"net_R": -0.9346993393363385,
"expectancy_R": -0.024597351035166803,
"pf": 0.9521967601009869,
"max_drawdown_R": 7.37562669050653,
"win_rate": 0.34210526315789475,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 11,
"net_R": -0.5764438034349835,
"expectancy_R": -0.052403982130453046,
"pf": 0.9188324293351442,
"max_drawdown_R": 4.702515435527029,
"win_rate": 0.2727272727272727,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 13,
"net_R": 4.397183735529495,
"expectancy_R": 0.3382449027330381,
"pf": 1.9526820168218042,
"max_drawdown_R": 1.9945218675036576,
"win_rate": 0.38461538461538464,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 1.2437,
"rd": 0.0199131320798313,
"sl": 1.209724738229867,
"tp": 1.2038737358403375,
"highest": 1.2457,
"lowest": 1.1776,
"bars": 15,
"open_ts": "2026-11-05 17:00:00+00:00",
"pending_exit": null,
"unreal_R": 2.8416022036689794
},
"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"
}