IAORION

Informe de investigación IND_MA

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "d98a397443744864bb11",
  "engine_version": "3.0.0",
  "entrada": "IND_MA",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "salida": "trail",
  "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_MA",
        "exit": "trail",
        "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": "522fa17d6906f4dd83ac"
      },
      "train": {
        "n": 41,
        "net_R": 0.5727071091209721,
        "expectancy_R": 0.013968466076121271,
        "pf": 1.0274814901896756,
        "max_drawdown_R": 8.987903557107959,
        "win_rate": 0.34146341463414637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 12,
        "net_R": -6.657408117002792,
        "expectancy_R": -0.5547840097502327,
        "pf": 0.28242976170241946,
        "max_drawdown_R": 7.230977576289636,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 11,
        "net_R": -3.871278537867485,
        "expectancy_R": -0.35193441253340774,
        "pf": 0.493394977766541,
        "max_drawdown_R": 7.008123723074314,
        "win_rate": 0.2727272727272727,
        "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": "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": "17e98bb389f9bb9254c3"
      },
      "train": {
        "n": 31,
        "net_R": -0.9411423143643508,
        "expectancy_R": -0.03035942949562422,
        "pf": 0.9394087463691324,
        "max_drawdown_R": 9.813313240308743,
        "win_rate": 0.3870967741935484,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": 2.126795377029935,
        "expectancy_R": 0.21267953770299347,
        "pf": 1.3482841868094273,
        "max_drawdown_R": 3.007478697504308,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -1.1069848704153624,
        "expectancy_R": -0.08515268233964327,
        "pf": 0.8544418156321052,
        "max_drawdown_R": 4.1207327089827945,
        "win_rate": 0.3076923076923077,
        "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": "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": "50c77f3598773ebd37f5"
      },
      "train": {
        "n": 35,
        "net_R": 8.38172587097548,
        "expectancy_R": 0.23947788202787085,
        "pf": 1.511796981995883,
        "max_drawdown_R": 4.120177507103424,
        "win_rate": 0.45714285714285713,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -3.3800607763426327,
        "expectancy_R": -0.37556230848251476,
        "pf": 0.42565689131363454,
        "max_drawdown_R": 3.798529447922349,
        "win_rate": 0.1111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": -2.7777005938567454,
        "expectancy_R": -0.2314750494880621,
        "pf": 0.5722827751285655,
        "max_drawdown_R": 5.395555567331279,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MA",
        "exit": "trail",
        "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": "281553cd22af4796a0e3"
      },
      "train": {
        "n": 32,
        "net_R": 13.158752765344456,
        "expectancy_R": 0.41121102391701425,
        "pf": 2.3456069710419487,
        "max_drawdown_R": 4.708166234626056,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": -4.185051663145291,
        "expectancy_R": -0.6975086105242152,
        "pf": 0.01710850950508776,
        "max_drawdown_R": 4.257897950706649,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 14,
        "net_R": 1.6473592605325562,
        "expectancy_R": 0.1176685186094683,
        "pf": 1.2576406984756816,
        "max_drawdown_R": 2.207763869534058,
        "win_rate": 0.5,
        "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": "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": "7a811663dbc669b33286"
      },
      "train": {
        "n": 31,
        "net_R": -11.366158347277421,
        "expectancy_R": -0.3666502692670136,
        "pf": 0.36501540627068285,
        "max_drawdown_R": 13.004981920480022,
        "win_rate": 0.16129032258064516,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": -5.942275552616579,
        "expectancy_R": -0.8488965075166541,
        "pf": 0.0,
        "max_drawdown_R": 5.942275552616579,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 9,
        "net_R": 3.8903063406493876,
        "expectancy_R": 0.4322562600721542,
        "pf": 1.9404901061000235,
        "max_drawdown_R": 2.071329961389318,
        "win_rate": 0.5555555555555556,
        "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_MA",
        "exit": "trail",
        "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": "c365a5327621cbc0cdd7"
      },
      "train": {
        "n": 35,
        "net_R": -1.5568138588800902,
        "expectancy_R": -0.04448039596800257,
        "pf": 0.9171036609252264,
        "max_drawdown_R": 5.035835348028687,
        "win_rate": 0.34285714285714286,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": -1.551249353932536,
        "expectancy_R": -0.22160705056179086,
        "pf": 0.5892597835315445,
        "max_drawdown_R": 2.5637595973930374,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": -1.1283720719440566,
        "expectancy_R": -0.09403100599533805,
        "pf": 0.8210291653905055,
        "max_drawdown_R": 3.322788207874456,
        "win_rate": 0.4166666666666667,
        "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": "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": "64fe9f47216a53c7751e"
      },
      "train": {
        "n": 34,
        "net_R": -8.101347529213793,
        "expectancy_R": -0.23827492732981745,
        "pf": 0.5979893346084593,
        "max_drawdown_R": 13.952712136856704,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 15,
        "net_R": 4.551835254078064,
        "expectancy_R": 0.30345568360520425,
        "pf": 1.614509993150911,
        "max_drawdown_R": 2.7085924785877245,
        "win_rate": 0.4666666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -5.62002939463074,
        "expectancy_R": -0.4323099534331339,
        "pf": 0.3170323232202638,
        "max_drawdown_R": 5.62002939463074,
        "win_rate": 0.23076923076923078,
        "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": "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": "a434b4a172772bba570d"
      },
      "train": {
        "n": 36,
        "net_R": -6.343804255727988,
        "expectancy_R": -0.176216784881333,
        "pf": 0.7027981469056448,
        "max_drawdown_R": 6.905314657067348,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": 1.6925730639581498,
        "expectancy_R": 0.28209551065969163,
        "pf": 1.4879855903671224,
        "max_drawdown_R": 1.773514379060606,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": 4.74788974197798,
        "expectancy_R": 0.395657478498165,
        "pf": 1.9949244788514604,
        "max_drawdown_R": 2.7718774233776653,
        "win_rate": 0.4166666666666667,
        "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": "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": "c1697ba630479fdb876f"
      },
      "train": {
        "n": 29,
        "net_R": 23.47021782623815,
        "expectancy_R": 0.8093178560771777,
        "pf": 2.81767501448323,
        "max_drawdown_R": 3.299448334583885,
        "win_rate": 0.4827586206896552,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -5.646627948841225,
        "expectancy_R": -0.5646627948841225,
        "pf": 0.21101303374654612,
        "max_drawdown_R": 5.868575339801225,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 11,
        "net_R": -4.901559545038916,
        "expectancy_R": -0.4455963222762651,
        "pf": 0.33557964660233847,
        "max_drawdown_R": 4.901559545038916,
        "win_rate": 0.2727272727272727,
        "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": "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": "c8e4df9a6bad713ba009"
      },
      "train": {
        "n": 32,
        "net_R": -3.3449524868979097,
        "expectancy_R": -0.10452976521555968,
        "pf": 0.7834226018585966,
        "max_drawdown_R": 10.102518173800725,
        "win_rate": 0.40625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -1.550143698267289,
        "expectancy_R": -0.1550143698267289,
        "pf": 0.7797473560189839,
        "max_drawdown_R": 3.5007321376413003,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 9,
        "net_R": -2.3805589318802873,
        "expectancy_R": -0.2645065479866986,
        "pf": 0.627342620259065,
        "max_drawdown_R": 4.01195947952051,
        "win_rate": 0.2222222222222222,
        "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"
}

Registro completo