IAORION

Informe de investigación PAT_HIGHWAVE

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "d1b5772d76545095fb8b",
  "engine_version": "3.0.0",
  "entrada": "PAT_HIGHWAVE",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "rr2",
  "activos": [
    "BTCUSDT-4h"
  ],
  "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": 0.6666666666666666,
  "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": "PAT_HIGHWAVE",
        "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": "f175fd6a13866f903b9a"
      },
      "train": {
        "n": 246,
        "net_R": 37.105963916448275,
        "expectancy_R": 0.15083725169287918,
        "pf": 1.241341407464566,
        "max_drawdown_R": 15.602718383434846,
        "win_rate": 0.3983739837398374,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 88,
        "net_R": 39.76740209862682,
        "expectancy_R": 0.45190229657530473,
        "pf": 1.8637673991143695,
        "max_drawdown_R": 5.247278554055923,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 96,
        "net_R": -10.390936497719201,
        "expectancy_R": -0.10823892185124168,
        "pf": 0.849587469933909,
        "max_drawdown_R": 27.643290092237695,
        "win_rate": 0.3125,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_HIGHWAVE",
        "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": "5e221dd65d8045f3394e"
      },
      "train": {
        "n": 252,
        "net_R": -7.815288703522345,
        "expectancy_R": -0.031013050410802958,
        "pf": 0.9549227266853462,
        "max_drawdown_R": 29.45582330845896,
        "win_rate": 0.3373015873015873,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -7.660601809911157,
        "expectancy_R": -0.08326741097729518,
        "pf": 0.8817731648392653,
        "max_drawdown_R": 15.495883263864858,
        "win_rate": 0.31521739130434784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -3.062633706996313,
        "expectancy_R": -0.03645992508328944,
        "pf": 0.9472822593873325,
        "max_drawdown_R": 18.526291737089466,
        "win_rate": 0.3333333333333333,
        "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": "PAT_HIGHWAVE",
        "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": "392a8fa7ce8fa370f654"
      },
      "train": {
        "n": 227,
        "net_R": -1.4563341911536085,
        "expectancy_R": -0.0064155691240247075,
        "pf": 0.9905189546814229,
        "max_drawdown_R": 23.828776409686885,
        "win_rate": 0.3392070484581498,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 86,
        "net_R": -4.492250010042861,
        "expectancy_R": -0.05223546523305653,
        "pf": 0.9246982794925127,
        "max_drawdown_R": 11.857374739174528,
        "win_rate": 0.32558139534883723,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 107,
        "net_R": -11.880282059155343,
        "expectancy_R": -0.11103067345004994,
        "pf": 0.8452704470613311,
        "max_drawdown_R": 21.498852419834854,
        "win_rate": 0.308411214953271,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.12,
        "rd": 3.1693843738513596,
        "sl": 93.28938437385136,
        "tp": 83.78123125229729,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1104630927344936
      },
      "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": "PAT_HIGHWAVE",
        "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": "380daeb236b89a7d7b71"
      },
      "train": {
        "n": 250,
        "net_R": -7.998572700099521,
        "expectancy_R": -0.03199429080039808,
        "pf": 0.9536785983641242,
        "max_drawdown_R": 34.57584848888519,
        "win_rate": 0.336,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -34.644248264206155,
        "expectancy_R": -0.4075793913436018,
        "pf": 0.5043474918064066,
        "max_drawdown_R": 40.792799172023706,
        "win_rate": 0.21176470588235294,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 97,
        "net_R": -8.93215703902915,
        "expectancy_R": -0.09208409318586752,
        "pf": 0.8711434543350851,
        "max_drawdown_R": 24.17367810567794,
        "win_rate": 0.31958762886597936,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 700.23,
        "rd": 20.238367379288142,
        "sl": 679.9916326207119,
        "tp": 740.7067347585763,
        "highest": 723.42,
        "lowest": 680.74,
        "bars": 40,
        "open_ts": "2026-10-30 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5151501010239484
      },
      "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": "PAT_HIGHWAVE",
        "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": "4c249fd9582c128d64e2"
      },
      "train": {
        "n": 211,
        "net_R": -14.344355243008987,
        "expectancy_R": -0.06798272627018477,
        "pf": 0.9027704932637975,
        "max_drawdown_R": 22.03550638214489,
        "win_rate": 0.3222748815165877,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 88,
        "net_R": 2.209594078091463,
        "expectancy_R": 0.025109023614675718,
        "pf": 1.0375708407419448,
        "max_drawdown_R": 17.22244254241159,
        "win_rate": 0.3522727272727273,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": -16.18079130304752,
        "expectancy_R": -0.2048201430765509,
        "pf": 0.7271415844759145,
        "max_drawdown_R": 17.270292081835116,
        "win_rate": 0.27848101265822783,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2442,
        "rd": 0.03490432170579359,
        "sl": 1.2791043217057936,
        "tp": 1.1743913565884128,
        "highest": 1.2446,
        "lowest": 1.1776,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.635469397777318
      },
      "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": "PAT_HIGHWAVE",
        "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": "1fbe50b7fd559a5fb0c3"
      },
      "train": {
        "n": 243,
        "net_R": -23.486293915676846,
        "expectancy_R": -0.09665141529085122,
        "pf": 0.8673204739376527,
        "max_drawdown_R": 36.88883061137585,
        "win_rate": 0.3292181069958848,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 81,
        "net_R": -21.20397921552086,
        "expectancy_R": -0.2617775211792699,
        "pf": 0.673237597853327,
        "max_drawdown_R": 25.752823604258978,
        "win_rate": 0.2839506172839506,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": -10.71556189420344,
        "expectancy_R": -0.12176774879776636,
        "pf": 0.8364452211981217,
        "max_drawdown_R": 18.255317532382367,
        "win_rate": 0.32954545454545453,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 75707.47,
        "rd": 847.6693104350649,
        "sl": 74859.80068956493,
        "tp": 77402.80862087013,
        "highest": 75841.04,
        "lowest": 75304.11,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.179845142584853
      },
      "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": "PAT_HIGHWAVE",
        "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": "e65903d75298d077ece0"
      },
      "train": {
        "n": 253,
        "net_R": 11.388089966496164,
        "expectancy_R": 0.045012213306308946,
        "pf": 1.0668780255481896,
        "max_drawdown_R": 28.729643902401737,
        "win_rate": 0.3715415019762846,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -22.63403178569255,
        "expectancy_R": -0.26945275935348273,
        "pf": 0.6594538150980932,
        "max_drawdown_R": 24.207206953438213,
        "win_rate": 0.27380952380952384,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": 6.414506352862315,
        "expectancy_R": 0.07289211764616267,
        "pf": 1.1094117922198774,
        "max_drawdown_R": 15.945222177223277,
        "win_rate": 0.38636363636363635,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2230.29,
        "rd": 38.281423495954414,
        "sl": 2192.008576504046,
        "tp": 2306.852846991909,
        "highest": 2250.03,
        "lowest": 2206.28,
        "bars": 9,
        "open_ts": "2026-11-05 23:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.09003356420025219
      },
      "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": "PAT_HIGHWAVE",
        "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": "927a99e1f6ee1e6e9345"
      },
      "train": {
        "n": 243,
        "net_R": -19.456437862772123,
        "expectancy_R": -0.0800676455258112,
        "pf": 0.8881485027154489,
        "max_drawdown_R": 31.15597761600111,
        "win_rate": 0.3292181069958848,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -0.3831708181598348,
        "expectancy_R": -0.004210668331426756,
        "pf": 0.9939566077111087,
        "max_drawdown_R": 13.37481126325523,
        "win_rate": 0.3626373626373626,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": 3.3089117851363907,
        "expectancy_R": 0.044118823801818544,
        "pf": 1.065540872763558,
        "max_drawdown_R": 11.085512831688735,
        "win_rate": 0.37333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.62,
        "rd": 1.5722572613875856,
        "sl": 88.04774273861241,
        "tp": 92.76451452277517,
        "highest": 89.86,
        "lowest": 89.15,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.018858236961698187
      },
      "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": "PAT_HIGHWAVE",
        "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": "6dea56267fd3a8d90bf1"
      },
      "train": {
        "n": 243,
        "net_R": 13.014437846117769,
        "expectancy_R": 0.053557357391431144,
        "pf": 1.0792643318867354,
        "max_drawdown_R": 21.60432593799426,
        "win_rate": 0.38271604938271603,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 88,
        "net_R": -9.636625318728807,
        "expectancy_R": -0.10950710589464553,
        "pf": 0.8528939787127359,
        "max_drawdown_R": 16.767175381405846,
        "win_rate": 0.3409090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": -13.971445205115904,
        "expectancy_R": -0.16833066512187836,
        "pf": 0.7787198099761228,
        "max_drawdown_R": 24.570863749810375,
        "win_rate": 0.3132530120481928,
        "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": "PAT_HIGHWAVE",
        "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": "98026a6fd290992026e2"
      },
      "train": {
        "n": 243,
        "net_R": -12.614620810354864,
        "expectancy_R": -0.05191201979569903,
        "pf": 0.9267116447180459,
        "max_drawdown_R": 24.96212266456169,
        "win_rate": 0.34156378600823045,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 94,
        "net_R": -4.576613273137614,
        "expectancy_R": -0.04868737524614483,
        "pf": 0.9320983408271726,
        "max_drawdown_R": 16.27324966122094,
        "win_rate": 0.35106382978723405,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": -4.624006051125911,
        "expectancy_R": -0.05780007563907389,
        "pf": 0.9184990460144626,
        "max_drawdown_R": 19.08977326659317,
        "win_rate": 0.3375,
        "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"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo