IAORION

Informe de investigación IND_APO

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "daeb69216556222ab8d5",
  "engine_version": "3.0.0",
  "entrada": "IND_APO",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "salida": "rr2",
  "activos": [
    "BNBUSDT-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": 0.5,
  "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_APO",
        "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": "bbd3a84adff0b0103404"
      },
      "train": {
        "n": 226,
        "net_R": 7.918898875633388,
        "expectancy_R": 0.03503937555589994,
        "pf": 1.0525591331165913,
        "max_drawdown_R": 26.901124437918483,
        "win_rate": 0.3584070796460177,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 70,
        "net_R": 1.6562865325856415,
        "expectancy_R": 0.02366123617979488,
        "pf": 1.0351180394372397,
        "max_drawdown_R": 9.401161251380985,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": -21.39665891600549,
        "expectancy_R": -0.28528878554673986,
        "pf": 0.6346345910220721,
        "max_drawdown_R": 26.870500592047037,
        "win_rate": 0.25333333333333335,
        "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_APO",
        "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": "c31439c02a49ae1e69e5"
      },
      "train": {
        "n": 202,
        "net_R": -20.639017229859913,
        "expectancy_R": -0.10217335262306888,
        "pf": 0.8568776768679774,
        "max_drawdown_R": 38.348787220441125,
        "win_rate": 0.3118811881188119,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": 17.602653181597734,
        "expectancy_R": 0.2146665022146065,
        "pf": 1.3561912941582561,
        "max_drawdown_R": 9.387868760741409,
        "win_rate": 0.4146341463414634,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": 1.1288300640538516,
        "expectancy_R": 0.014660130701998073,
        "pf": 1.0217817231648607,
        "max_drawdown_R": 9.852966926697185,
        "win_rate": 0.35064935064935066,
        "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_APO",
        "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": "ffbae7006528046697f0"
      },
      "train": {
        "n": 194,
        "net_R": -36.579035981043724,
        "expectancy_R": -0.18855173186105012,
        "pf": 0.7447510949672568,
        "max_drawdown_R": 46.22553855044913,
        "win_rate": 0.27835051546391754,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": -1.215702271460783,
        "expectancy_R": -0.015788341187802375,
        "pf": 0.9768241024139771,
        "max_drawdown_R": 10.554711197720055,
        "win_rate": 0.33766233766233766,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": 14.178983465435708,
        "expectancy_R": 0.17948080335994568,
        "pf": 1.291031381839974,
        "max_drawdown_R": 15.595432140785697,
        "win_rate": 0.4050632911392405,
        "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_APO",
        "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": "efe663f113ccb3c445b6"
      },
      "train": {
        "n": 220,
        "net_R": 23.397885906813844,
        "expectancy_R": 0.10635402684915383,
        "pf": 1.1655959127858446,
        "max_drawdown_R": 12.626054608232621,
        "win_rate": 0.38181818181818183,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 73,
        "net_R": 13.667154166364341,
        "expectancy_R": 0.18722128995019646,
        "pf": 1.3045721778750656,
        "max_drawdown_R": 12.252339910953014,
        "win_rate": 0.410958904109589,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": -5.376808737794426,
        "expectancy_R": -0.06110009929311848,
        "pf": 0.9131270404921693,
        "max_drawdown_R": 15.096656927456808,
        "win_rate": 0.32954545454545453,
        "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"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_APO",
        "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": "da5ee69ee4107b2b907b"
      },
      "train": {
        "n": 208,
        "net_R": -31.743395342033867,
        "expectancy_R": -0.15261247760593205,
        "pf": 0.7908824229422987,
        "max_drawdown_R": 41.08598753364768,
        "win_rate": 0.2932692307692308,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": 24.56375045047194,
        "expectancy_R": 0.3275166726729592,
        "pf": 1.58086475649903,
        "max_drawdown_R": 4.17905270670103,
        "win_rate": 0.4533333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": 8.420730177842167,
        "expectancy_R": 0.13157390902878385,
        "pf": 1.207341932390847,
        "max_drawdown_R": 11.51765681237032,
        "win_rate": 0.390625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2073,
        "rd": 0.03650410562050391,
        "sl": 1.243804105620504,
        "tp": 1.1342917887589923,
        "highest": 1.2234,
        "lowest": 1.1776,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5534555540145074
      },
      "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_APO",
        "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": "dbb5b066a8da917e4597"
      },
      "train": {
        "n": 224,
        "net_R": -32.84411306274653,
        "expectancy_R": -0.14662550474440414,
        "pf": 0.8029730324943188,
        "max_drawdown_R": 39.95383674828931,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -13.43159317467768,
        "expectancy_R": -0.1580187432315021,
        "pf": 0.7919748720425553,
        "max_drawdown_R": 19.434106857296715,
        "win_rate": 0.3176470588235294,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": -2.265996689321633,
        "expectancy_R": -0.03237138127602333,
        "pf": 0.9544529324115115,
        "max_drawdown_R": 19.22518866497692,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 75698.01,
        "rd": 865.8487478263843,
        "sl": 74832.16125217361,
        "tp": 77429.70749565276,
        "highest": 75841.04,
        "lowest": 75304.11,
        "bars": 2,
        "open_ts": "2026-11-06 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.16513903191399265
      },
      "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_APO",
        "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": "4d671b6a993d89dc0fb3"
      },
      "train": {
        "n": 207,
        "net_R": 6.721930024599435,
        "expectancy_R": 0.032473091906277465,
        "pf": 1.0480155708040302,
        "max_drawdown_R": 15.951951045627979,
        "win_rate": 0.3671497584541063,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 73,
        "net_R": -22.65547202897507,
        "expectancy_R": -0.31034893190376805,
        "pf": 0.6144870618403454,
        "max_drawdown_R": 27.537859429777313,
        "win_rate": 0.2602739726027397,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": -14.824425561204729,
        "expectancy_R": -0.1925250072883731,
        "pf": 0.7480053380964631,
        "max_drawdown_R": 19.24729475577589,
        "win_rate": 0.2987012987012987,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2225.67,
        "rd": 34.572833039307966,
        "sl": 2191.097166960692,
        "tp": 2294.8156660786162,
        "highest": 2235.24,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.033999701403219604
      },
      "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_APO",
        "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": "7730f328cd3b6dc108cc"
      },
      "train": {
        "n": 206,
        "net_R": -25.064878461268705,
        "expectancy_R": -0.12167416728771216,
        "pf": 0.8335692181457641,
        "max_drawdown_R": 31.72689267358766,
        "win_rate": 0.3155339805825243,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": -22.31830728259679,
        "expectancy_R": -0.2861321446486768,
        "pf": 0.6420832077378089,
        "max_drawdown_R": 28.26886209367622,
        "win_rate": 0.2692307692307692,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 76,
        "net_R": 2.2094551753830904,
        "expectancy_R": 0.029071778623461716,
        "pf": 1.0427611494061777,
        "max_drawdown_R": 14.130422636409678,
        "win_rate": 0.3684210526315789,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.48,
        "rd": 1.5863234330395632,
        "sl": 87.89367656696044,
        "tp": 92.65264686607912,
        "highest": 90.04,
        "lowest": 89.15,
        "bars": 2,
        "open_ts": "2026-11-06 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.06960749472661223
      },
      "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_APO",
        "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": "52468131d5da33112c14"
      },
      "train": {
        "n": 216,
        "net_R": 9.694465779158403,
        "expectancy_R": 0.044881786014622234,
        "pf": 1.0661423016708627,
        "max_drawdown_R": 15.710558651668565,
        "win_rate": 0.37962962962962965,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": -16.451346971927574,
        "expectancy_R": -0.18484659519019747,
        "pf": 0.7613233141979856,
        "max_drawdown_R": 25.44388971227685,
        "win_rate": 0.3146067415730337,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 76,
        "net_R": -0.4147489808304379,
        "expectancy_R": -0.005457223431979446,
        "pf": 0.99220278500547,
        "max_drawdown_R": 13.78941365902591,
        "win_rate": 0.3684210526315789,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 693.25,
        "rd": 6.826049901475335,
        "sl": 686.4239500985246,
        "tp": 706.9020998029507,
        "highest": 693.4,
        "lowest": 686.51,
        "bars": 3,
        "open_ts": "2026-11-06 05:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5043408779147627
      },
      "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_APO",
        "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": "f88f0e94d4e64d4716b0"
      },
      "train": {
        "n": 204,
        "net_R": -0.9199223554715683,
        "expectancy_R": -0.004509423311135139,
        "pf": 0.9934881464776371,
        "max_drawdown_R": 21.142203203733864,
        "win_rate": 0.35784313725490197,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": -5.0931660046135585,
        "expectancy_R": -0.06529700005914818,
        "pf": 0.9093943235223844,
        "max_drawdown_R": 15.903961133069476,
        "win_rate": 0.34615384615384615,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": -24.585895764975458,
        "expectancy_R": -0.37824455023039166,
        "pf": 0.5413426370858087,
        "max_drawdown_R": 25.519903505224413,
        "win_rate": 0.23076923076923078,
        "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