IAORION

Informe de investigación IND_WILLR

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "cce0d2bb8aeed2a6e046",
  "engine_version": "3.0.0",
  "entrada": "IND_WILLR",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "salida": "opp",
  "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_WILLR",
        "exit": "opp",
        "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": "ea2e767f2d2807743e5c"
      },
      "train": {
        "n": 338,
        "net_R": 24.255527919736803,
        "expectancy_R": 0.07176191692229823,
        "pf": 1.2016430995624499,
        "max_drawdown_R": 19.963837774158364,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 107,
        "net_R": -16.650672086091447,
        "expectancy_R": -0.15561375781393877,
        "pf": 0.6520874197415685,
        "max_drawdown_R": 22.599744615769197,
        "win_rate": 0.2616822429906542,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": 10.041915062099893,
        "expectancy_R": 0.0974943209912611,
        "pf": 1.2886627886359432,
        "max_drawdown_R": 8.848884861534009,
        "win_rate": 0.36893203883495146,
        "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_WILLR",
        "exit": "opp",
        "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": "69d558d8bd515524be90"
      },
      "train": {
        "n": 305,
        "net_R": -12.140501551491942,
        "expectancy_R": -0.039804923119645716,
        "pf": 0.8867507280238243,
        "max_drawdown_R": 24.538581953004943,
        "win_rate": 0.3016393442622951,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 115,
        "net_R": -0.7057393975069342,
        "expectancy_R": -0.006136864326147254,
        "pf": 0.9837055128882795,
        "max_drawdown_R": 9.538898535132965,
        "win_rate": 0.2608695652173913,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": -12.636627865635868,
        "expectancy_R": -0.12511512738253333,
        "pf": 0.6999566350894418,
        "max_drawdown_R": 15.368395474376246,
        "win_rate": 0.27722772277227725,
        "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_WILLR",
        "exit": "opp",
        "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": "1d54180451a740bcd7f0"
      },
      "train": {
        "n": 371,
        "net_R": 1.759668434920025,
        "expectancy_R": 0.004743041603558019,
        "pf": 1.0144673638246708,
        "max_drawdown_R": 23.055512195657236,
        "win_rate": 0.30727762803234504,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 107,
        "net_R": -7.577659649998616,
        "expectancy_R": -0.07081924906540762,
        "pf": 0.8075190386563629,
        "max_drawdown_R": 12.355283928233113,
        "win_rate": 0.29906542056074764,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": 6.378584471516659,
        "expectancy_R": 0.061332542995352485,
        "pf": 1.21052538703333,
        "max_drawdown_R": 9.014708752434528,
        "win_rate": 0.3557692307692308,
        "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_WILLR",
        "exit": "opp",
        "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": "2d38596379cefd20040e"
      },
      "train": {
        "n": 289,
        "net_R": -15.068630738190905,
        "expectancy_R": -0.0521405907895879,
        "pf": 0.8507091246451529,
        "max_drawdown_R": 31.19890162377923,
        "win_rate": 0.32525951557093424,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -0.6737304122197947,
        "expectancy_R": -0.007403630903514227,
        "pf": 0.9771373646446875,
        "max_drawdown_R": 10.705575660597994,
        "win_rate": 0.3626373626373626,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 98,
        "net_R": 10.560081955359633,
        "expectancy_R": 0.10775593831999626,
        "pf": 1.3170308102768569,
        "max_drawdown_R": 12.038206665163019,
        "win_rate": 0.30612244897959184,
        "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_WILLR",
        "exit": "opp",
        "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": "b4425b538ca90f3d0875"
      },
      "train": {
        "n": 317,
        "net_R": -7.955176788495733,
        "expectancy_R": -0.025095194916390326,
        "pf": 0.9261008369784642,
        "max_drawdown_R": 28.06585268608273,
        "win_rate": 0.2902208201892745,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": -3.9404618297476666,
        "expectancy_R": -0.03752820790235873,
        "pf": 0.8948349978626355,
        "max_drawdown_R": 9.46267532448893,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": 20.52999811234095,
        "expectancy_R": 0.23597698979702245,
        "pf": 1.7567278579570504,
        "max_drawdown_R": 6.370677552408846,
        "win_rate": 0.3563218390804598,
        "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_WILLR",
        "exit": "opp",
        "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": "e11b581bc105438359cb"
      },
      "train": {
        "n": 357,
        "net_R": -43.14281353830419,
        "expectancy_R": -0.12084821719412939,
        "pf": 0.6938103501425336,
        "max_drawdown_R": 43.432413481053366,
        "win_rate": 0.28291316526610644,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 106,
        "net_R": 3.3741673013313536,
        "expectancy_R": 0.031831766993692015,
        "pf": 1.073740487543791,
        "max_drawdown_R": 21.441249248090532,
        "win_rate": 0.24528301886792453,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 105,
        "net_R": -20.273334021600864,
        "expectancy_R": -0.19307937163429395,
        "pf": 0.5474178120500803,
        "max_drawdown_R": 21.069946836077396,
        "win_rate": 0.24761904761904763,
        "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_WILLR",
        "exit": "opp",
        "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": "10041c01ff0f5a0541a9"
      },
      "train": {
        "n": 339,
        "net_R": -22.346636739335967,
        "expectancy_R": -0.06591928241692026,
        "pf": 0.8256712362647894,
        "max_drawdown_R": 22.477746633966195,
        "win_rate": 0.28023598820059,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 101,
        "net_R": -6.745968400645549,
        "expectancy_R": -0.06679176634302524,
        "pf": 0.8231647708453668,
        "max_drawdown_R": 17.70141822787247,
        "win_rate": 0.24752475247524752,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": 14.948498416728619,
        "expectancy_R": 0.17795831448486452,
        "pf": 1.5208845016687953,
        "max_drawdown_R": 8.517909165766246,
        "win_rate": 0.2976190476190476,
        "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_WILLR",
        "exit": "opp",
        "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": "0afbc5d62e5c354e035f"
      },
      "train": {
        "n": 304,
        "net_R": -12.499126602218695,
        "expectancy_R": -0.04111554803361413,
        "pf": 0.8872331606718102,
        "max_drawdown_R": 19.93256454745743,
        "win_rate": 0.2894736842105263,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": -8.400130304238616,
        "expectancy_R": -0.08155466314794772,
        "pf": 0.7538132276718776,
        "max_drawdown_R": 14.95527865301096,
        "win_rate": 0.1941747572815534,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 112,
        "net_R": -18.457349332832592,
        "expectancy_R": -0.164797761900291,
        "pf": 0.5555639805874507,
        "max_drawdown_R": 23.339915134682702,
        "win_rate": 0.25892857142857145,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.34,
        "rd": 1.730833804547779,
        "sl": 87.60916619545222,
        "tp": 92.80166760909556,
        "highest": 90.57,
        "lowest": 88.94,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14472215607404887
      },
      "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_WILLR",
        "exit": "opp",
        "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": "1a6604752a224fd0804c"
      },
      "train": {
        "n": 300,
        "net_R": -18.202433731035985,
        "expectancy_R": -0.060674779103453286,
        "pf": 0.8413371999348032,
        "max_drawdown_R": 18.689502641320352,
        "win_rate": 0.31333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": -17.713080069612225,
        "expectancy_R": -0.17197165116128374,
        "pf": 0.5722705744315449,
        "max_drawdown_R": 21.06455930255606,
        "win_rate": 0.32038834951456313,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 86,
        "net_R": 6.458472384217623,
        "expectancy_R": 0.07509851609555375,
        "pf": 1.21189275379661,
        "max_drawdown_R": 7.092220258449,
        "win_rate": 0.32558139534883723,
        "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_WILLR",
        "exit": "opp",
        "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": "1851bae9b6113e0b0967"
      },
      "train": {
        "n": 324,
        "net_R": -20.529140945665993,
        "expectancy_R": -0.06336154612859875,
        "pf": 0.8408084598277547,
        "max_drawdown_R": 24.01507151230318,
        "win_rate": 0.29012345679012347,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": 4.017722111868208,
        "expectancy_R": 0.04514294507717088,
        "pf": 1.1301462640279893,
        "max_drawdown_R": 9.84961715095498,
        "win_rate": 0.2696629213483146,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -7.994443888126165,
        "expectancy_R": -0.07837690086398201,
        "pf": 0.7746478140522723,
        "max_drawdown_R": 18.614474795665544,
        "win_rate": 0.3137254901960784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2062,
        "rd": 0.020062238396476653,
        "sl": 1.2262622383964765,
        "tp": 1.1660755232070465,
        "highest": 1.2078,
        "lowest": 1.1776,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.9522342234431347
      },
      "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