Motor 3 · Investigación. No es una cuenta financiada ni una promesa de ganancias.
todo/trail
No supera filtros de desarrollo/selección o estabilidad
{
"id": "c824daf27cad4b146982",
"engine_version": "3.0.0",
"entrada": "IND_MA",
"familia": "Overlap Studies",
"regimen": "todo",
"salida": "trail",
"activos": [
"XRPUSDT-4h"
],
"discovery_assets": [
"BTCUSDT-4h",
"XRPUSDT-4h"
],
"descubierto": "2026-10-13T08:39:15.136458+00:00",
"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": 0.6666666666666666,
"forward": {
"n": 12,
"net_R": -5.24684746134091,
"expectancy_R": -0.43723728844507587,
"pf": 0.29907939216625123,
"max_drawdown_R": 5.24684746134091,
"win_rate": 0.25,
"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_MA",
"exit": "trail",
"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": "1cb100fd39f113570720"
},
"train": {
"n": 152,
"net_R": 12.470458237956315,
"expectancy_R": 0.08204248840760733,
"pf": 1.1517547614265367,
"max_drawdown_R": 22.155587732343438,
"win_rate": 0.3355263157894737,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 50,
"net_R": 2.8728535644857205,
"expectancy_R": 0.05745707128971441,
"pf": 1.0998433712759734,
"max_drawdown_R": 6.072640724843801,
"win_rate": 0.32,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 49,
"net_R": -4.9240365843023675,
"expectancy_R": -0.10049054253678301,
"pf": 0.827127997358424,
"max_drawdown_R": 16.352585627712354,
"win_rate": 0.30612244897959184,
"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_MA",
"exit": "trail",
"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": "3e42f4b21d8737f172c8"
},
"train": {
"n": 149,
"net_R": 33.662045079482525,
"expectancy_R": 0.2259197656341109,
"pf": 1.433296141574635,
"max_drawdown_R": 11.26794227101935,
"win_rate": 0.3691275167785235,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 53,
"net_R": -3.660976497218937,
"expectancy_R": -0.0690750282494139,
"pf": 0.8938850013232529,
"max_drawdown_R": 12.27368295962759,
"win_rate": 0.22641509433962265,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 59,
"net_R": 3.102471054251673,
"expectancy_R": 0.052584255156808014,
"pf": 1.0833783221963376,
"max_drawdown_R": 18.712045645487265,
"win_rate": 0.288135593220339,
"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_MA",
"exit": "trail",
"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": "8f53e65eca877e715d70"
},
"train": {
"n": 127,
"net_R": 12.798098773545647,
"expectancy_R": 0.10077243128776099,
"pf": 1.2081404622673735,
"max_drawdown_R": 10.285848719808339,
"win_rate": 0.4094488188976378,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 48,
"net_R": -3.394649009473828,
"expectancy_R": -0.07072185436403809,
"pf": 0.8838908095641601,
"max_drawdown_R": 10.859370758765213,
"win_rate": 0.25,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 49,
"net_R": -6.501270035430035,
"expectancy_R": -0.13267898031489866,
"pf": 0.7607607836594975,
"max_drawdown_R": 13.121455746489902,
"win_rate": 0.2857142857142857,
"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_MA",
"exit": "trail",
"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": "b4b3df4601ce4b8de901"
},
"train": {
"n": 140,
"net_R": 3.9290127522879406,
"expectancy_R": 0.028064376802056718,
"pf": 1.0568073435687082,
"max_drawdown_R": 15.90253356777551,
"win_rate": 0.3357142857142857,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 48,
"net_R": -19.679633854985045,
"expectancy_R": -0.40999237197885513,
"pf": 0.3655315219045661,
"max_drawdown_R": 19.679633854985045,
"win_rate": 0.25,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 56,
"net_R": 6.9946630747103935,
"expectancy_R": 0.1249046977626856,
"pf": 1.2977932786394466,
"max_drawdown_R": 7.093712362410696,
"win_rate": 0.48214285714285715,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 689.73,
"rd": 15.696124972087333,
"sl": 705.4261249720873,
"tp": 658.3377500558254,
"highest": 696.3,
"lowest": 686.51,
"bars": 2,
"open_ts": "2026-11-06 00:00:00+00:00",
"pending_exit": null,
"unreal_R": -0.0841654868541895
},
"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_MA",
"exit": "trail",
"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": "48611cfee26715add322"
},
"train": {
"n": 132,
"net_R": 19.674292803717954,
"expectancy_R": 0.14904767275543904,
"pf": 1.3241436706299747,
"max_drawdown_R": 15.86113808517284,
"win_rate": 0.4015151515151515,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 47,
"net_R": 22.669399724570827,
"expectancy_R": 0.4823276537142729,
"pf": 1.9186409547479326,
"max_drawdown_R": 6.280141583551716,
"win_rate": 0.40425531914893614,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 49,
"net_R": -6.7999989416864635,
"expectancy_R": -0.13877548860584618,
"pf": 0.7628276535635421,
"max_drawdown_R": 10.590642271196316,
"win_rate": 0.30612244897959184,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": true,
"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_MA",
"exit": "trail",
"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": "3a81444eac9822993089"
},
"train": {
"n": 131,
"net_R": -6.953148063929831,
"expectancy_R": -0.05307746613686894,
"pf": 0.9088699036974109,
"max_drawdown_R": 22.523168259434826,
"win_rate": 0.31297709923664124,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 50,
"net_R": -8.49005171756595,
"expectancy_R": -0.169801034351319,
"pf": 0.6881139489822106,
"max_drawdown_R": 16.917136135015518,
"win_rate": 0.46,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 52,
"net_R": 10.166706549927895,
"expectancy_R": 0.19551358749861336,
"pf": 1.4259924651786595,
"max_drawdown_R": 7.1315792045897375,
"win_rate": 0.38461538461538464,
"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": 76617.67932485552,
"tp": 74001.72627560729,
"highest": 76559.8,
"lowest": 75208.42,
"bars": 14,
"open_ts": "2026-11-05 18:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.28325159175064935
},
"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_MA",
"exit": "trail",
"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": "3644dfc7b19a6c008311"
},
"train": {
"n": 147,
"net_R": -22.816271275526404,
"expectancy_R": -0.15521272976548575,
"pf": 0.7496362423369302,
"max_drawdown_R": 28.382092796144004,
"win_rate": 0.2789115646258503,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 56,
"net_R": 8.715323539632482,
"expectancy_R": 0.15563077749343718,
"pf": 1.268816810960553,
"max_drawdown_R": 15.59533110310421,
"win_rate": 0.375,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 54,
"net_R": -3.9775272489493085,
"expectancy_R": -0.07365791201757979,
"pf": 0.8498968332107312,
"max_drawdown_R": 7.903597950019709,
"win_rate": 0.3888888888888889,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 2252.1,
"rd": 38.9745058306236,
"sl": 2262.8831780299593,
"tp": 2174.1509883387525,
"highest": 2269.61,
"lowest": 2206.28,
"bars": 13,
"open_ts": "2026-11-05 19:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.544806715248101
},
"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_MA",
"exit": "trail",
"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": "72a79d025b5c1720deea"
},
"train": {
"n": 143,
"net_R": -17.353900047664887,
"expectancy_R": -0.12135594438926495,
"pf": 0.7999289934141988,
"max_drawdown_R": 20.693148361851744,
"win_rate": 0.3006993006993007,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 45,
"net_R": 9.149006743657647,
"expectancy_R": 0.20331126097016994,
"pf": 1.3809192529825278,
"max_drawdown_R": 9.146601229574983,
"win_rate": 0.4,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 58,
"net_R": 13.760579652204411,
"expectancy_R": 0.23725137331386917,
"pf": 1.462041414020037,
"max_drawdown_R": 8.45257488762383,
"win_rate": 0.41379310344827586,
"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": 90.87815733053034,
"tp": 85.62327843170551,
"highest": 90.57,
"lowest": 88.3,
"bars": 14,
"open_ts": "2026-11-05 18:00:00+00:00",
"pending_exit": null,
"unreal_R": -0.32491182106882555
},
"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_MA",
"exit": "trail",
"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": "456206b6b75af2f2cc5a"
},
"train": {
"n": 142,
"net_R": 10.761343109531477,
"expectancy_R": 0.07578410640515125,
"pf": 1.1346025192126266,
"max_drawdown_R": 18.394463792296868,
"win_rate": 0.3380281690140845,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 50,
"net_R": -12.449677031204883,
"expectancy_R": -0.24899354062409768,
"pf": 0.5747564602096921,
"max_drawdown_R": 15.504075250181117,
"win_rate": 0.36,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 53,
"net_R": 8.444615338315057,
"expectancy_R": 0.15933236487386898,
"pf": 1.3334448924146614,
"max_drawdown_R": 6.231976187763696,
"win_rate": 0.4528301886792453,
"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_MA",
"exit": "trail",
"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": "ce8b60152c701f1d67e1"
},
"train": {
"n": 154,
"net_R": 7.562700222924542,
"expectancy_R": 0.04910844300600352,
"pf": 1.0890994011169755,
"max_drawdown_R": 15.027965377917052,
"win_rate": 0.34415584415584416,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 45,
"net_R": 0.4583870395966212,
"expectancy_R": 0.010186378657702694,
"pf": 1.0181409290038226,
"max_drawdown_R": 10.485641618897477,
"win_rate": 0.4222222222222222,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 54,
"net_R": 8.218996408159864,
"expectancy_R": 0.15220363718814564,
"pf": 1.3142042408039358,
"max_drawdown_R": 5.065890734232298,
"win_rate": 0.37037037037037035,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 1.2351,
"rd": 0.019877475475839748,
"sl": 1.209724738229867,
"tp": 1.1953450490483206,
"highest": 1.2457,
"lowest": 1.1776,
"bars": 14,
"open_ts": "2026-11-05 18:00:00+00:00",
"pending_exit": null,
"unreal_R": 2.414265335571883
},
"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"
}