IAORION

Informe de investigación IND_STOCHRSI

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "c33594f1d12bcdf59975",
  "engine_version": "3.0.0",
  "entrada": "IND_STOCHRSI",
  "familia": "Momentum Indicators",
  "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_STOCHRSI",
        "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": "c694bfeeb5cbf363d3da"
      },
      "train": {
        "n": 330,
        "net_R": 25.905729823665276,
        "expectancy_R": 0.07850221158686448,
        "pf": 1.120388171475385,
        "max_drawdown_R": 21.66562617099597,
        "win_rate": 0.37272727272727274,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 115,
        "net_R": -6.351995855571442,
        "expectancy_R": -0.05523474657018645,
        "pf": 0.9212262584697105,
        "max_drawdown_R": 14.546298434850993,
        "win_rate": 0.33043478260869563,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 123,
        "net_R": -5.380061920901507,
        "expectancy_R": -0.04374034082033745,
        "pf": 0.9371327930315251,
        "max_drawdown_R": 14.735118809827071,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_STOCHRSI",
        "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": "da8c186df0306cd0bef6"
      },
      "train": {
        "n": 314,
        "net_R": 28.269097953442323,
        "expectancy_R": 0.09002897437402013,
        "pf": 1.13918361409301,
        "max_drawdown_R": 21.355405130625243,
        "win_rate": 0.37579617834394907,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -3.2568823971186944,
        "expectancy_R": -0.029341282856925176,
        "pf": 0.9572438056917573,
        "max_drawdown_R": 12.546125570542088,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 107,
        "net_R": 24.09289892101346,
        "expectancy_R": 0.22516727963563982,
        "pf": 1.3749888120065366,
        "max_drawdown_R": 11.500458665313577,
        "win_rate": 0.4205607476635514,
        "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_STOCHRSI",
        "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": "d259027a5cfbcc29063e"
      },
      "train": {
        "n": 331,
        "net_R": -18.017792613448307,
        "expectancy_R": -0.05443441877174715,
        "pf": 0.9214176574390506,
        "max_drawdown_R": 41.8608730302533,
        "win_rate": 0.32326283987915405,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 124,
        "net_R": 4.500871828475335,
        "expectancy_R": 0.03629735345544625,
        "pf": 1.054720158174693,
        "max_drawdown_R": 12.945571569435739,
        "win_rate": 0.3548387096774194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 110,
        "net_R": -15.06598651671929,
        "expectancy_R": -0.1369635137883572,
        "pf": 0.8113166978611265,
        "max_drawdown_R": 26.62348326540822,
        "win_rate": 0.3,
        "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_STOCHRSI",
        "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": "205c6dc9ff04850722ac"
      },
      "train": {
        "n": 325,
        "net_R": 1.0275810885920293,
        "expectancy_R": 0.003161787964898552,
        "pf": 1.0046621203307342,
        "max_drawdown_R": 28.13940071565754,
        "win_rate": 0.3476923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 118,
        "net_R": -12.23638880750524,
        "expectancy_R": -0.10369821023309525,
        "pf": 0.8552672318940411,
        "max_drawdown_R": 24.452813447215906,
        "win_rate": 0.3135593220338983,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": 4.474458470654282,
        "expectancy_R": 0.039596977616409575,
        "pf": 1.0592808796112736,
        "max_drawdown_R": 16.02513348210007,
        "win_rate": 0.36283185840707965,
        "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_STOCHRSI",
        "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": "b52f5f8af4ab5569bcd9"
      },
      "train": {
        "n": 298,
        "net_R": 22.6255888142126,
        "expectancy_R": 0.07592479467856576,
        "pf": 1.1165670194343305,
        "max_drawdown_R": 20.42121714394379,
        "win_rate": 0.3691275167785235,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 124,
        "net_R": -25.928194374025857,
        "expectancy_R": -0.20909834172601496,
        "pf": 0.7206787871217775,
        "max_drawdown_R": 29.351595144050265,
        "win_rate": 0.27419354838709675,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": 0.8795636517000154,
        "expectancy_R": 0.008539452929126362,
        "pf": 1.0126125387543954,
        "max_drawdown_R": 17.033225492052104,
        "win_rate": 0.34951456310679613,
        "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_STOCHRSI",
        "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": "88b20aa134db85ed6c5a"
      },
      "train": {
        "n": 358,
        "net_R": -18.388320106067496,
        "expectancy_R": -0.05136402264264664,
        "pf": 0.9276070676977834,
        "max_drawdown_R": 49.49968378777889,
        "win_rate": 0.3435754189944134,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 114,
        "net_R": 8.602526339919457,
        "expectancy_R": 0.07546075736771454,
        "pf": 1.112148661106509,
        "max_drawdown_R": 15.546890195421907,
        "win_rate": 0.39473684210526316,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 116,
        "net_R": -34.998102782117584,
        "expectancy_R": -0.30170778260446196,
        "pf": 0.6269974037344478,
        "max_drawdown_R": 54.21422008076198,
        "win_rate": 0.2672413793103448,
        "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_STOCHRSI",
        "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": "b60445fc211638c6c14c"
      },
      "train": {
        "n": 344,
        "net_R": -25.529035310864806,
        "expectancy_R": -0.07421231195018839,
        "pf": 0.8960953264814807,
        "max_drawdown_R": 36.584403983953116,
        "win_rate": 0.3313953488372093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 108,
        "net_R": 8.320376857005678,
        "expectancy_R": 0.07704052645375628,
        "pf": 1.1155256510037546,
        "max_drawdown_R": 10.562773360108068,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 116,
        "net_R": 27.205105047340215,
        "expectancy_R": 0.2345267676494846,
        "pf": 1.3859217960350414,
        "max_drawdown_R": 11.728436300989271,
        "win_rate": 0.4396551724137931,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2229.56,
        "rd": 38.73465631153094,
        "sl": 2268.294656311531,
        "tp": 2152.090687376938,
        "highest": 2250.03,
        "lowest": 2206.28,
        "bars": 10,
        "open_ts": "2026-11-05 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.03346575453191958
      },
      "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_STOCHRSI",
        "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": "1cb8036edc37c88e85a7"
      },
      "train": {
        "n": 318,
        "net_R": -3.6588378189422626,
        "expectancy_R": -0.011505779304849882,
        "pf": 0.9833816497570061,
        "max_drawdown_R": 27.98094723739726,
        "win_rate": 0.3522012578616352,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 120,
        "net_R": -4.97850107333449,
        "expectancy_R": -0.041487508944454084,
        "pf": 0.941530264332246,
        "max_drawdown_R": 16.08522684754156,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 117,
        "net_R": -5.877298227704912,
        "expectancy_R": -0.05023331818551207,
        "pf": 0.9289537277237065,
        "max_drawdown_R": 22.245501252105527,
        "win_rate": 0.3418803418803419,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.63,
        "rd": 1.7811927449398797,
        "sl": 87.84880725506011,
        "tp": 93.19238548987975,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 13,
        "open_ts": "2026-11-05 19:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.022263171749740702
      },
      "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_STOCHRSI",
        "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": "8bbb416241366256717f"
      },
      "train": {
        "n": 349,
        "net_R": -61.03598667362246,
        "expectancy_R": -0.17488821396453427,
        "pf": 0.7697079403889998,
        "max_drawdown_R": 65.121314556365,
        "win_rate": 0.30659025787965616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 117,
        "net_R": -17.77236071990178,
        "expectancy_R": -0.1519005189735195,
        "pf": 0.7993735764665908,
        "max_drawdown_R": 23.04864527725539,
        "win_rate": 0.3247863247863248,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": -2.909833715641952,
        "expectancy_R": -0.028250812773222833,
        "pf": 0.9601260678838646,
        "max_drawdown_R": 17.577970964881956,
        "win_rate": 0.3592233009708738,
        "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_STOCHRSI",
        "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": "b4c1327043aac4a68f3f"
      },
      "train": {
        "n": 319,
        "net_R": 4.614446019736844,
        "expectancy_R": 0.01446534802425343,
        "pf": 1.0211070696184836,
        "max_drawdown_R": 29.19109347928393,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 108,
        "net_R": 13.255316365849763,
        "expectancy_R": 0.12273441079490521,
        "pf": 1.188030129380946,
        "max_drawdown_R": 10.71578256601718,
        "win_rate": 0.4074074074074074,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": -12.085358166284077,
        "expectancy_R": -0.1196570115473671,
        "pf": 0.8361237491290066,
        "max_drawdown_R": 18.232513807340364,
        "win_rate": 0.31683168316831684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2173,
        "rd": 0.01991577478070354,
        "sl": 1.2372157747807035,
        "tp": 1.177468450438593,
        "highest": 1.2234,
        "lowest": 1.1776,
        "bars": 9,
        "open_ts": "2026-11-05 23:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.5163055584088763
      },
      "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