IAORION

Informe de investigación PAT_MORNINGSTAR

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "d9bc37f6cf43eea5589a",
  "engine_version": "3.0.0",
  "entrada": "PAT_MORNINGSTAR",
  "familia": "Velas",
  "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": "PAT_MORNINGSTAR",
        "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": "3dbbfcd71b2ebf6b0993"
      },
      "train": {
        "n": 8,
        "net_R": 6.052221909008196,
        "expectancy_R": 0.7565277386260245,
        "pf": 1.833246381953248,
        "max_drawdown_R": 4.133633007955002,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": -6.292538080006054,
        "expectancy_R": -1.0487563466676757,
        "pf": 0.0,
        "max_drawdown_R": 6.292538080006054,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": 11.398676325116996,
        "expectancy_R": 2.849669081279249,
        "pf": 6.415330986115767,
        "max_drawdown_R": 1.0529289003700057,
        "win_rate": 0.5,
        "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": "PAT_MORNINGSTAR",
        "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": "2d5a09c4761b0cf74fcf"
      },
      "train": {
        "n": 4,
        "net_R": 28.053487478294738,
        "expectancy_R": 7.013371869573684,
        "pf": 14.571631385607605,
        "max_drawdown_R": 1.034719132507508,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 5,
        "net_R": -5.14881628988747,
        "expectancy_R": -1.029763257977494,
        "pf": 0.0,
        "max_drawdown_R": 5.14881628988747,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": 3.2666466499165443,
        "expectancy_R": 1.6333233249582721,
        "pf": 4.149130490027759,
        "max_drawdown_R": 1.0373170182248463,
        "win_rate": 0.5,
        "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": "PAT_MORNINGSTAR",
        "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": "09b446cc2512bdc176e3"
      },
      "train": {
        "n": 5,
        "net_R": -5.129851541219351,
        "expectancy_R": -1.02597030824387,
        "pf": 0.0,
        "max_drawdown_R": 5.129851541219351,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 4,
        "net_R": -4.117337624395842,
        "expectancy_R": -1.0293344060989604,
        "pf": 0.0,
        "max_drawdown_R": 4.117337624395842,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": -2.5425808070064493,
        "expectancy_R": -0.6356452017516123,
        "pf": 0.18797057242764398,
        "max_drawdown_R": 2.5425808070064493,
        "win_rate": 0.25,
        "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": "PAT_MORNINGSTAR",
        "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": "7272f5e00580b7cc88a8"
      },
      "train": {
        "n": 4,
        "net_R": 12.324837654861886,
        "expectancy_R": 3.0812094137154715,
        "pf": 6.930268097226552,
        "max_drawdown_R": 1.0586234469298403,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 4,
        "net_R": 10.678009377390673,
        "expectancy_R": 2.669502344347668,
        "pf": 6.0140188079540176,
        "max_drawdown_R": 1.0888645761409648,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": -2.0642641874028707,
        "expectancy_R": -1.0321320937014353,
        "pf": 0.0,
        "max_drawdown_R": 2.0642641874028707,
        "win_rate": 0.0,
        "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": "PAT_MORNINGSTAR",
        "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": "d07a1ddddd2513392d52"
      },
      "train": {
        "n": 8,
        "net_R": -3.2555066178344214,
        "expectancy_R": -0.4069383272293027,
        "pf": 0.5519714519665389,
        "max_drawdown_R": 7.266292811303808,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -2.0457320511053116,
        "expectancy_R": -1.0228660255526558,
        "pf": 0.0,
        "max_drawdown_R": 2.0457320511053116,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": -2.0413774245340948,
        "expectancy_R": -0.408275484906819,
        "pf": 0.5036302703814953,
        "max_drawdown_R": 3.0911132087791344,
        "win_rate": 0.2,
        "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": "PAT_MORNINGSTAR",
        "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": "8a0b30337c90ad3908fe"
      },
      "train": {
        "n": 12,
        "net_R": -8.553633388730885,
        "expectancy_R": -0.7128027823942404,
        "pf": 0.29708586291422245,
        "max_drawdown_R": 8.553633388730885,
        "win_rate": 0.08333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -2.276901916510319,
        "expectancy_R": -1.1384509582551594,
        "pf": 0.0,
        "max_drawdown_R": 2.276901916510319,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 6,
        "net_R": -6.782794809652906,
        "expectancy_R": -1.1304658016088176,
        "pf": 0.0,
        "max_drawdown_R": 6.782794809652906,
        "win_rate": 0.0,
        "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"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MORNINGSTAR",
        "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": "d4b24ac992b6de4a5daa"
      },
      "train": {
        "n": 17,
        "net_R": -11.717746326450484,
        "expectancy_R": -0.6892791956735579,
        "pf": 0.26435450414832457,
        "max_drawdown_R": 11.717746326450484,
        "win_rate": 0.11764705882352941,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.0482905808468892,
        "expectancy_R": -1.0482905808468892,
        "pf": 0.0,
        "max_drawdown_R": 1.0482905808468892,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": -4.342955620851759,
        "expectancy_R": -1.0857389052129398,
        "pf": 0.0,
        "max_drawdown_R": 4.342955620851759,
        "win_rate": 0.0,
        "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": "PAT_MORNINGSTAR",
        "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": "58cc4c3155eb6b6c0ff1"
      },
      "train": {
        "n": 9,
        "net_R": -6.5690935131558765,
        "expectancy_R": -0.7298992792395418,
        "pf": 0.2282911324194548,
        "max_drawdown_R": 6.569093513155876,
        "win_rate": 0.1111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 5,
        "net_R": -5.4086070494517315,
        "expectancy_R": -1.0817214098903463,
        "pf": 0.0,
        "max_drawdown_R": 5.4086070494517315,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": -5.42620416896955,
        "expectancy_R": -1.08524083379391,
        "pf": 0.0,
        "max_drawdown_R": 5.42620416896955,
        "win_rate": 0.0,
        "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"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MORNINGSTAR",
        "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": "38413ec7f49cd4fb1aa5"
      },
      "train": {
        "n": 6,
        "net_R": -1.2551552563316104,
        "expectancy_R": -0.20919254272193508,
        "pf": 0.7640899565086273,
        "max_drawdown_R": 5.320482493054654,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -1.129941905343156,
        "expectancy_R": -1.129941905343156,
        "pf": 0.0,
        "max_drawdown_R": 1.129941905343156,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "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
      },
      "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_MORNINGSTAR",
        "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": "6eb9f3a40c00a87c6961"
      },
      "train": {
        "n": 9,
        "net_R": -9.763679568447767,
        "expectancy_R": -1.0848532853830852,
        "pf": 0.0,
        "max_drawdown_R": 9.763679568447765,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 4,
        "net_R": -4.638356611957715,
        "expectancy_R": -1.1595891529894287,
        "pf": 0.0,
        "max_drawdown_R": 4.638356611957715,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": -5.353191448892885,
        "expectancy_R": -1.0706382897785771,
        "pf": 0.0,
        "max_drawdown_R": 5.353191448892885,
        "win_rate": 0.0,
        "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