IAORION

Informe de investigación IND_EMA

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "b6acac18a84349261ac3",
  "engine_version": "3.0.0",
  "entrada": "IND_EMA",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "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_EMA",
        "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": "dc0e6a231eff1295c0ac"
      },
      "train": {
        "n": 51,
        "net_R": 6.181594343929148,
        "expectancy_R": 0.12120773223390487,
        "pf": 1.2674048097798856,
        "max_drawdown_R": 8.807807717855457,
        "win_rate": 0.43137254901960786,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": 0.1611387152743926,
        "expectancy_R": 0.012395285790337893,
        "pf": 1.0241341005945455,
        "max_drawdown_R": 3.978112913028792,
        "win_rate": 0.38461538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -5.413390084615182,
        "expectancy_R": -0.41641462189347556,
        "pf": 0.34176344440938494,
        "max_drawdown_R": 5.413390084615182,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76088.01,
        "rd": 1664.7404276186112,
        "sl": 77752.75042761861,
        "tp": 72758.52914476277,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.24735302223003952
      },
      "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_EMA",
        "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": "59015149eec7f4c0b210"
      },
      "train": {
        "n": 37,
        "net_R": -4.221747164569081,
        "expectancy_R": -0.11410127471808326,
        "pf": 0.8048673914324539,
        "max_drawdown_R": 8.372206970912409,
        "win_rate": 0.2702702702702703,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 18,
        "net_R": -2.985074452490706,
        "expectancy_R": -0.16583746958281698,
        "pf": 0.7263798523010694,
        "max_drawdown_R": 6.1342677992719405,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 15,
        "net_R": -6.2712031793016925,
        "expectancy_R": -0.4180802119534462,
        "pf": 0.39009154169076676,
        "max_drawdown_R": 6.2712031793016925,
        "win_rate": 0.2,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2236.26,
        "rd": 64.19844235523846,
        "sl": 2300.4584423552387,
        "tp": 2107.863115289523,
        "highest": 2236.43,
        "lowest": 2213.47,
        "bars": 1,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.08412510182281117
      },
      "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_EMA",
        "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": "741bbf329319761363d1"
      },
      "train": {
        "n": 45,
        "net_R": 3.6866550746223385,
        "expectancy_R": 0.08192566832494086,
        "pf": 1.1542677054631099,
        "max_drawdown_R": 8.877848359486363,
        "win_rate": 0.37777777777777777,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 17,
        "net_R": -6.495414856472928,
        "expectancy_R": -0.3820832268513487,
        "pf": 0.40968964293445587,
        "max_drawdown_R": 6.5319714509065365,
        "win_rate": 0.23529411764705882,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -6.6470259495103665,
        "expectancy_R": -0.5113096884238744,
        "pf": 0.16987575718538964,
        "max_drawdown_R": 6.6470259495103665,
        "win_rate": 0.3076923076923077,
        "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_EMA",
        "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": "522edf6062d3a1b7be1d"
      },
      "train": {
        "n": 36,
        "net_R": 4.860184772540343,
        "expectancy_R": 0.1350051325705651,
        "pf": 1.330868824038854,
        "max_drawdown_R": 5.107808329967595,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 11,
        "net_R": -5.94345780802065,
        "expectancy_R": -0.5403143461836954,
        "pf": 0.20510625224342466,
        "max_drawdown_R": 6.133436816219168,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": -2.1903913396387056,
        "expectancy_R": -0.12168840775770587,
        "pf": 0.7923804306130163,
        "max_drawdown_R": 4.617711419189863,
        "win_rate": 0.3888888888888889,
        "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_EMA",
        "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": "7b9e4a6d14e18c908431"
      },
      "train": {
        "n": 37,
        "net_R": -12.22000438137877,
        "expectancy_R": -0.3302703886859127,
        "pf": 0.4038426891196945,
        "max_drawdown_R": 13.01968304988764,
        "win_rate": 0.21621621621621623,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -5.1225310061111236,
        "expectancy_R": -0.5122531006111124,
        "pf": 0.23179373308698403,
        "max_drawdown_R": 5.637718544501174,
        "win_rate": 0.2,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -4.209808592243484,
        "expectancy_R": -0.3238314301725757,
        "pf": 0.40823031317685815,
        "max_drawdown_R": 5.2457352701938875,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_EMA",
        "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": "b8e3a8264100e336fced"
      },
      "train": {
        "n": 41,
        "net_R": -13.501163182279841,
        "expectancy_R": -0.32929666298243515,
        "pf": 0.4998830015486097,
        "max_drawdown_R": 14.88642699695579,
        "win_rate": 0.1951219512195122,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 12,
        "net_R": 0.40000657294478925,
        "expectancy_R": 0.03333388107873244,
        "pf": 1.0559918569461193,
        "max_drawdown_R": 2.700795519367243,
        "win_rate": 0.4166666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -9.812337215442852,
        "expectancy_R": -0.7547951704186809,
        "pf": 0.1300955955426008,
        "max_drawdown_R": 9.81233721544285,
        "win_rate": 0.07692307692307693,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 78288.28,
        "rd": 758.6211514172353,
        "sl": 76617.67932485552,
        "tp": 76771.03769716554,
        "highest": 78288.28,
        "lowest": 75208.42,
        "bars": 17,
        "open_ts": "2026-11-05 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.4419927036332725
      },
      "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_EMA",
        "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": "ab6fff603ef15d25c877"
      },
      "train": {
        "n": 49,
        "net_R": -16.57057535015579,
        "expectancy_R": -0.3381750071460365,
        "pf": 0.3872937956556923,
        "max_drawdown_R": 20.915348064086388,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 15,
        "net_R": -3.9797840992085556,
        "expectancy_R": -0.26531893994723704,
        "pf": 0.5911670223785408,
        "max_drawdown_R": 4.572222250503305,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -4.903527584325167,
        "expectancy_R": -0.37719442956347443,
        "pf": 0.45322829751306065,
        "max_drawdown_R": 4.903527584325167,
        "win_rate": 0.15384615384615385,
        "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_EMA",
        "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": "e84e718eb57162e8339a"
      },
      "train": {
        "n": 36,
        "net_R": -0.4982295589693764,
        "expectancy_R": -0.013839709971371565,
        "pf": 0.9758065489052196,
        "max_drawdown_R": 8.510860405355087,
        "win_rate": 0.2222222222222222,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": 9.535519101436831,
        "expectancy_R": 1.0595021223818701,
        "pf": 3.2388452628660733,
        "max_drawdown_R": 2.5774302088501724,
        "win_rate": 0.4444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 20,
        "net_R": -2.0121377755684486,
        "expectancy_R": -0.10060688877842243,
        "pf": 0.8084345845318462,
        "max_drawdown_R": 8.70212755654606,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.21,
        "rd": 1.7086407580578857,
        "sl": 90.87815733053034,
        "tp": 86.79271848388422,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2575468236519023
      },
      "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_EMA",
        "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": "14bbe86198c7f275c79c"
      },
      "train": {
        "n": 35,
        "net_R": -2.6823897387081166,
        "expectancy_R": -0.0766397068202319,
        "pf": 0.8757159305198666,
        "max_drawdown_R": 8.183502453533947,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": -11.11725092028832,
        "expectancy_R": -0.69482818251802,
        "pf": 0.1735616211298809,
        "max_drawdown_R": 12.309020033572601,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 14,
        "net_R": 2.723226476687129,
        "expectancy_R": 0.1945161769062235,
        "pf": 1.4088148397978757,
        "max_drawdown_R": 3.2749465735209835,
        "win_rate": 0.5,
        "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_EMA",
        "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": "657f1f06dc8df1bfd5f2"
      },
      "train": {
        "n": 41,
        "net_R": -2.5840221906478735,
        "expectancy_R": -0.06302493147921642,
        "pf": 0.8713453343355761,
        "max_drawdown_R": 8.29606348941061,
        "win_rate": 0.3902439024390244,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -1.0517010723775992,
        "expectancy_R": -0.10517010723775992,
        "pf": 0.8483965349494976,
        "max_drawdown_R": 6.330103886927676,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": 1.5550242421519602,
        "expectancy_R": 0.09718901513449751,
        "pf": 1.1581601343900618,
        "max_drawdown_R": 5.086002276521552,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2456,
        "rd": 0.019461191662980305,
        "sl": 1.209724738229867,
        "tp": 1.2066776166740394,
        "highest": 1.2599,
        "lowest": 1.1776,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.005173116466998
      },
      "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