IAORION

Informe de investigación IND_CORREL

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "d595fd096d696173c67c",
  "engine_version": "3.0.0",
  "entrada": "IND_CORREL",
  "familia": "Statistic Functions",
  "regimen": "todo",
  "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_CORREL",
        "exit": "opp",
        "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": "c7f46050a0b3d7b1394d"
      },
      "train": {
        "n": 319,
        "net_R": 20.38782727372365,
        "expectancy_R": 0.0639116842436478,
        "pf": 1.1398241017367765,
        "max_drawdown_R": 20.008121316677705,
        "win_rate": 0.4106583072100313,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 102,
        "net_R": 2.1309305328406576,
        "expectancy_R": 0.02089147581216331,
        "pf": 1.0424195091235484,
        "max_drawdown_R": 8.36836445512371,
        "win_rate": 0.4117647058823529,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 107,
        "net_R": -10.668970367381498,
        "expectancy_R": -0.09971000343347194,
        "pf": 0.8100302676341206,
        "max_drawdown_R": 16.89509442807397,
        "win_rate": 0.35514018691588783,
        "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_CORREL",
        "exit": "opp",
        "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": "0769e95ddafac3a66923"
      },
      "train": {
        "n": 321,
        "net_R": -17.395496846219928,
        "expectancy_R": -0.05419157896018669,
        "pf": 0.8912866015640699,
        "max_drawdown_R": 26.643272454748406,
        "win_rate": 0.3987538940809969,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 104,
        "net_R": 14.084009437137444,
        "expectancy_R": 0.13542316766478313,
        "pf": 1.2722671813350763,
        "max_drawdown_R": 7.413141370323142,
        "win_rate": 0.38461538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 99,
        "net_R": 9.80256821882574,
        "expectancy_R": 0.0990158405941994,
        "pf": 1.234003745623982,
        "max_drawdown_R": 13.620230149195208,
        "win_rate": 0.45454545454545453,
        "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_CORREL",
        "exit": "opp",
        "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": "45c4deba9e2a5d637f7c"
      },
      "train": {
        "n": 298,
        "net_R": 38.83489719016045,
        "expectancy_R": 0.13031844694684713,
        "pf": 1.3186245905430491,
        "max_drawdown_R": 11.557983668317092,
        "win_rate": 0.4563758389261745,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 109,
        "net_R": -2.082141563669638,
        "expectancy_R": -0.019102216180455395,
        "pf": 0.9595463593790721,
        "max_drawdown_R": 11.479770852190294,
        "win_rate": 0.42201834862385323,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 115,
        "net_R": -17.26870848320216,
        "expectancy_R": -0.15016268246262748,
        "pf": 0.7192927827510436,
        "max_drawdown_R": 28.591405065249646,
        "win_rate": 0.3130434782608696,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 96.71,
        "rd": 2.726031864443744,
        "sl": 99.43603186444373,
        "tp": 91.2579362711125,
        "highest": 97.32,
        "lowest": 88.3,
        "bars": 10,
        "open_ts": "2026-11-04 16:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 2.5446529405904306
      },
      "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_CORREL",
        "exit": "opp",
        "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": "f764cd4fededcef83791"
      },
      "train": {
        "n": 313,
        "net_R": 20.9801482647825,
        "expectancy_R": 0.06702922768301119,
        "pf": 1.1535897561449269,
        "max_drawdown_R": 16.01322033885103,
        "win_rate": 0.4217252396166134,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 121,
        "net_R": -0.9317144423079209,
        "expectancy_R": -0.0077001193579167015,
        "pf": 0.9830485558585602,
        "max_drawdown_R": 9.279625173660227,
        "win_rate": 0.39669421487603307,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": 3.1183715109065204,
        "expectancy_R": 0.029984341451024236,
        "pf": 1.0616027824706193,
        "max_drawdown_R": 13.531575195885615,
        "win_rate": 0.41346153846153844,
        "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_CORREL",
        "exit": "opp",
        "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": "c8236c04d71cea83936a"
      },
      "train": {
        "n": 336,
        "net_R": -41.82275768957655,
        "expectancy_R": -0.12447249312373973,
        "pf": 0.7373880449678628,
        "max_drawdown_R": 52.75236216181199,
        "win_rate": 0.37202380952380953,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 108,
        "net_R": -1.811578032907404,
        "expectancy_R": -0.016773870675068556,
        "pf": 0.9680646124740352,
        "max_drawdown_R": 12.037030170056301,
        "win_rate": 0.3611111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 109,
        "net_R": 28.111045117061142,
        "expectancy_R": 0.25789949648679944,
        "pf": 1.6134981283593879,
        "max_drawdown_R": 8.956541000592718,
        "win_rate": 0.41284403669724773,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2456,
        "rd": 0.03428612811136167,
        "sl": 1.2798861281113618,
        "tp": 1.1770277437772767,
        "highest": 1.2599,
        "lowest": 1.1776,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 1.7057700365011381
      },
      "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_CORREL",
        "exit": "opp",
        "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": "09b26ef7fddea1810ee5"
      },
      "train": {
        "n": 330,
        "net_R": -38.811366114033405,
        "expectancy_R": -0.11761020034555578,
        "pf": 0.7892252279641505,
        "max_drawdown_R": 47.350533683174,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 110,
        "net_R": 5.55862555622829,
        "expectancy_R": 0.050532959602075364,
        "pf": 1.0922505150030988,
        "max_drawdown_R": 28.460212412114327,
        "win_rate": 0.37272727272727274,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 116,
        "net_R": -11.972254619310599,
        "expectancy_R": -0.10320909154578102,
        "pf": 0.8099498017043201,
        "max_drawdown_R": 13.477874226309357,
        "win_rate": 0.35344827586206895,
        "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": 74977.08813780364,
        "tp": 77903.1737243927,
        "highest": 76559.8,
        "lowest": 75208.42,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.4075689397008299
      },
      "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_CORREL",
        "exit": "opp",
        "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": "d6ff5bf71ad00358f1ac"
      },
      "train": {
        "n": 309,
        "net_R": -31.27584072349579,
        "expectancy_R": -0.10121631302102198,
        "pf": 0.8011164433976993,
        "max_drawdown_R": 39.48565667162539,
        "win_rate": 0.3818770226537217,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 114,
        "net_R": -15.639135870738217,
        "expectancy_R": -0.13718540237489665,
        "pf": 0.7491711021299344,
        "max_drawdown_R": 32.82483368539491,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 111,
        "net_R": -12.096626841416635,
        "expectancy_R": -0.10897862019294266,
        "pf": 0.7735926857176063,
        "max_drawdown_R": 17.564832433851418,
        "win_rate": 0.3783783783783784,
        "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_CORREL",
        "exit": "opp",
        "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": "29860112dca7e4cd669a"
      },
      "train": {
        "n": 327,
        "net_R": -20.6510021289128,
        "expectancy_R": -0.06315291170921346,
        "pf": 0.8801462918113173,
        "max_drawdown_R": 48.4340707853573,
        "win_rate": 0.3486238532110092,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -4.9981419184788445,
        "expectancy_R": -0.0446262671292754,
        "pf": 0.9148436543081772,
        "max_drawdown_R": 28.09425056398819,
        "win_rate": 0.38392857142857145,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": 3.588763584295749,
        "expectancy_R": 0.03553231271579949,
        "pf": 1.078117195359644,
        "max_drawdown_R": 10.481156805005924,
        "win_rate": 0.39603960396039606,
        "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": 87.40663921585275,
        "tp": 92.75672156829448,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.22461243039587706
      },
      "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_CORREL",
        "exit": "opp",
        "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": "6b06ef87135ccbc61bc1"
      },
      "train": {
        "n": 315,
        "net_R": -37.12623151366196,
        "expectancy_R": -0.1178610524243237,
        "pf": 0.7758338011943874,
        "max_drawdown_R": 52.729295520918974,
        "win_rate": 0.37777777777777777,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -19.244613849893394,
        "expectancy_R": -0.17337489954858915,
        "pf": 0.7128665194309346,
        "max_drawdown_R": 31.571076701460058,
        "win_rate": 0.35135135135135137,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 108,
        "net_R": -25.90819489150616,
        "expectancy_R": -0.23989069343987185,
        "pf": 0.5841035076570997,
        "max_drawdown_R": 26.841296200017535,
        "win_rate": 0.3148148148148148,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 690.2,
        "rd": 6.659372536081491,
        "sl": 696.8593725360815,
        "tp": 676.8812549278371,
        "highest": 690.87,
        "lowest": 686.51,
        "bars": 1,
        "open_ts": "2026-11-06 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.12783238892065601
      },
      "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_CORREL",
        "exit": "opp",
        "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": "f01a4c258c7edb75fa3f"
      },
      "train": {
        "n": 316,
        "net_R": -23.946644343417717,
        "expectancy_R": -0.0757805200741067,
        "pf": 0.8561103818566909,
        "max_drawdown_R": 27.246470357879637,
        "win_rate": 0.370253164556962,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 102,
        "net_R": 14.959592616045983,
        "expectancy_R": 0.14666267270633315,
        "pf": 1.283452490420458,
        "max_drawdown_R": 15.222744867824488,
        "win_rate": 0.43137254901960786,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 105,
        "net_R": 7.304665630241822,
        "expectancy_R": 0.06956824409754117,
        "pf": 1.1656602618896588,
        "max_drawdown_R": 6.525340604319504,
        "win_rate": 0.5142857142857142,
        "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