IAORION

Informe de investigación PAT_MORNINGSTAR

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "d9f93201a9be6ddab480",
  "engine_version": "3.0.0",
  "entrada": "PAT_MORNINGSTAR",
  "familia": "Velas",
  "regimen": "todo",
  "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": "PAT_MORNINGSTAR",
        "exit": "trail",
        "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": "76ce8af09f1d8fe730a1"
      },
      "train": {
        "n": 8,
        "net_R": -1.8271889710137035,
        "expectancy_R": -0.22839862137671293,
        "pf": 0.42273882190403683,
        "max_drawdown_R": 2.6405177532080724,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": -1.9031907727325545,
        "expectancy_R": -0.3171984621220924,
        "pf": 0.39644361804959366,
        "max_drawdown_R": 2.1030389169415695,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": 7.25148804275175,
        "expectancy_R": 1.45029760855035,
        "pf": 37.913280789290695,
        "max_drawdown_R": 0.19644658745303278,
        "win_rate": 0.6,
        "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": "trail",
        "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": "e0db5166d5b0150a046f"
      },
      "train": {
        "n": 6,
        "net_R": 0.4366782019778481,
        "expectancy_R": 0.07277970032964136,
        "pf": 1.125339745524336,
        "max_drawdown_R": 2.4492372147076935,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 5,
        "net_R": 5.102568667759676,
        "expectancy_R": 1.0205137335519352,
        "pf": 4.73227213735347,
        "max_drawdown_R": 1.3671480749466127,
        "win_rate": 0.6,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": -0.4289605641071759,
        "expectancy_R": -0.21448028205358796,
        "pf": 0.0,
        "max_drawdown_R": 0.4289605641071759,
        "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"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MORNINGSTAR",
        "exit": "trail",
        "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": "a234cb041bd1ea699b24"
      },
      "train": {
        "n": 5,
        "net_R": 3.0689386075791125,
        "expectancy_R": 0.6137877215158225,
        "pf": 2.74840898199821,
        "max_drawdown_R": 1.021207705953678,
        "win_rate": 0.6,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 4,
        "net_R": -1.047288868072397,
        "expectancy_R": -0.26182221701809927,
        "pf": 0.4844159415026693,
        "max_drawdown_R": 1.047288868072397,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": -2.7259235630380725,
        "expectancy_R": -0.6814808907595181,
        "pf": 0.12941600738898812,
        "max_drawdown_R": 2.7259235630380725,
        "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": "trail",
        "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": "f8d85c2cd095a1435b90"
      },
      "train": {
        "n": 6,
        "net_R": -3.812978109913524,
        "expectancy_R": -0.6354963516522539,
        "pf": 0.06829596097727568,
        "max_drawdown_R": 3.812978109913524,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": 3.832833180454918,
        "expectancy_R": 0.5475475972078454,
        "pf": 1.8043780406219485,
        "max_drawdown_R": 3.325574520710751,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 3,
        "net_R": 1.6186651603255462,
        "expectancy_R": 0.5395550534418487,
        "pf": 4.1338850931663,
        "max_drawdown_R": 0.5165043108489146,
        "win_rate": 0.6666666666666666,
        "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": "trail",
        "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": "0443b0d1a48ddc11d735"
      },
      "train": {
        "n": 9,
        "net_R": 1.695090762362234,
        "expectancy_R": 0.18834341804024823,
        "pf": 1.3278837518805486,
        "max_drawdown_R": 3.2013990853018157,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -0.34059785587783276,
        "expectancy_R": -0.17029892793891638,
        "pf": 0.667289718910549,
        "max_drawdown_R": 1.0237070365320666,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 6,
        "net_R": -4.813782753883989,
        "expectancy_R": -0.8022971256473315,
        "pf": 0.06484345962161824,
        "max_drawdown_R": 4.813782753883989,
        "win_rate": 0.16666666666666666,
        "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": "trail",
        "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": "cc9f79de90e782d3f9cd"
      },
      "train": {
        "n": 12,
        "net_R": -6.4529123947368925,
        "expectancy_R": -0.5377426995614077,
        "pf": 0.37103690134059236,
        "max_drawdown_R": 6.4529123947368925,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 3,
        "net_R": 1.8389696807682983,
        "expectancy_R": 0.6129898935894328,
        "pf": 2.6866180414345795,
        "max_drawdown_R": 1.0903296630244355,
        "win_rate": 0.6666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 6,
        "net_R": -2.4983568025619673,
        "expectancy_R": -0.41639280042699456,
        "pf": 0.42409131680815854,
        "max_drawdown_R": 3.2136682552419726,
        "win_rate": 0.16666666666666666,
        "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": "trail",
        "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": "6a7451a8d629be8bd0dc"
      },
      "train": {
        "n": 19,
        "net_R": -5.417423977239748,
        "expectancy_R": -0.2851275777494604,
        "pf": 0.5577768266109537,
        "max_drawdown_R": 5.421110497561479,
        "win_rate": 0.2631578947368421,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": -0.9023316606189379,
        "expectancy_R": -0.9023316606189379,
        "pf": 0.0,
        "max_drawdown_R": 0.9023316606189379,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 4,
        "net_R": -2.3718370991377618,
        "expectancy_R": -0.5929592747844404,
        "pf": 0.22179062141408054,
        "max_drawdown_R": 3.0478135632952865,
        "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": "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": "trail",
        "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": "d25d08de5cf20f2a9bab"
      },
      "train": {
        "n": 10,
        "net_R": -2.9099359294950755,
        "expectancy_R": -0.29099359294950755,
        "pf": 0.503699374343311,
        "max_drawdown_R": 3.39901984123407,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": -3.9601392841824055,
        "expectancy_R": -0.6600232140304009,
        "pf": 0.0,
        "max_drawdown_R": 3.9601392841824055,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": -2.0829612071901855,
        "expectancy_R": -0.4165922414380371,
        "pf": 0.39235626587536276,
        "max_drawdown_R": 3.4279316813673217,
        "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": "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": "trail",
        "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": "5860dfd290496ced00b6"
      },
      "train": {
        "n": 6,
        "net_R": -2.5383454519420683,
        "expectancy_R": -0.42305757532367805,
        "pf": 0.48734627046639495,
        "max_drawdown_R": 4.951383957064682,
        "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": "trail",
        "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": "880069d7bb423f253d37"
      },
      "train": {
        "n": 10,
        "net_R": 1.6046671576080156,
        "expectancy_R": 0.16046671576080157,
        "pf": 1.317426291817232,
        "max_drawdown_R": 4.988935368255179,
        "win_rate": 0.1,
        "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": 1.692349691403331,
        "expectancy_R": 0.3384699382806662,
        "pf": 1.5604718713103938,
        "max_drawdown_R": 3.0195086997793226,
        "win_rate": 0.4,
        "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