IAORION

Informe de investigación IND_LINEARREG

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "dcb776e15103914996d1",
  "engine_version": "3.0.0",
  "entrada": "IND_LINEARREG",
  "familia": "Statistic Functions",
  "regimen": "trend",
  "salida": "rr2",
  "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_LINEARREG",
        "exit": "rr2",
        "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": "e5481ec1920dabee3813"
      },
      "train": {
        "n": 148,
        "net_R": 14.244281803803382,
        "expectancy_R": 0.09624514732299583,
        "pf": 1.1493491689841315,
        "max_drawdown_R": 11.271437237788449,
        "win_rate": 0.3783783783783784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -5.414909418101391,
        "expectancy_R": -0.10027610033521094,
        "pf": 0.8598639176452503,
        "max_drawdown_R": 12.138478326927274,
        "win_rate": 0.3148148148148148,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": -9.200175359508881,
        "expectancy_R": -0.1877586808063037,
        "pf": 0.7486417557008325,
        "max_drawdown_R": 15.61561373976661,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76368.26,
        "rd": 1658.2862395985383,
        "sl": 78026.54623959854,
        "tp": 73051.68752080292,
        "highest": 76416.24,
        "lowest": 75208.42,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.41724791503275144
      },
      "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_LINEARREG",
        "exit": "rr2",
        "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": "562a3b13b17668b07407"
      },
      "train": {
        "n": 142,
        "net_R": -11.972232431964864,
        "expectancy_R": -0.08431149599975256,
        "pf": 0.8806843018631726,
        "max_drawdown_R": 20.38674949006223,
        "win_rate": 0.31690140845070425,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": 18.508527463101366,
        "expectancy_R": 0.355933220444257,
        "pf": 1.6438261224719355,
        "max_drawdown_R": 9.198642291831362,
        "win_rate": 0.46153846153846156,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": -18.774067788671083,
        "expectancy_R": -0.3754813557734217,
        "pf": 0.5353736289180744,
        "max_drawdown_R": 22.696468831992018,
        "win_rate": 0.22,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2238.01,
        "rd": 65.80967616340885,
        "sl": 2303.819676163409,
        "tp": 2106.3906476731827,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.10864531504830235
      },
      "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_LINEARREG",
        "exit": "rr2",
        "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": "4260adec0df5fb198c1c"
      },
      "train": {
        "n": 151,
        "net_R": -19.679941913340315,
        "expectancy_R": -0.1303307411479491,
        "pf": 0.8188886816190512,
        "max_drawdown_R": 31.35046953754714,
        "win_rate": 0.2980132450331126,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 48,
        "net_R": -13.316062126183198,
        "expectancy_R": -0.27741796096214993,
        "pf": 0.6397991544424511,
        "max_drawdown_R": 15.288650782642891,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 54,
        "net_R": 4.070390961494978,
        "expectancy_R": 0.07537761039805514,
        "pf": 1.115451056072251,
        "max_drawdown_R": 13.448862296769256,
        "win_rate": 0.37037037037037035,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.12,
        "rd": 3.1693843738513596,
        "sl": 93.28938437385136,
        "tp": 83.78123125229729,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.1104630927344936
      },
      "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_LINEARREG",
        "exit": "rr2",
        "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": "ce2142c6d483b6fd11cd"
      },
      "train": {
        "n": 130,
        "net_R": 12.115810048028656,
        "expectancy_R": 0.09319853883098966,
        "pf": 1.144127861983959,
        "max_drawdown_R": 13.035785979723975,
        "win_rate": 0.3769230769230769,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 51,
        "net_R": -5.15957415627546,
        "expectancy_R": -0.10116812071128353,
        "pf": 0.8584817008840103,
        "max_drawdown_R": 13.535392928103292,
        "win_rate": 0.3137254901960784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": -5.21801394757162,
        "expectancy_R": -0.1087086239077421,
        "pf": 0.848590343816475,
        "max_drawdown_R": 10.4837231204767,
        "win_rate": 0.3125,
        "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_LINEARREG",
        "exit": "rr2",
        "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": "c0eba8eeb202df4a999b"
      },
      "train": {
        "n": 135,
        "net_R": -40.39693470720221,
        "expectancy_R": -0.29923655338668304,
        "pf": 0.6167968926476406,
        "max_drawdown_R": 49.53383607029296,
        "win_rate": 0.24444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 48,
        "net_R": -10.407333946990834,
        "expectancy_R": -0.2168194572289757,
        "pf": 0.7110305360019902,
        "max_drawdown_R": 12.380478415454377,
        "win_rate": 0.2708333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": -7.353179569309331,
        "expectancy_R": -0.20425498803637032,
        "pf": 0.7276879060491409,
        "max_drawdown_R": 10.073894334638169,
        "win_rate": 0.2777777777777778,
        "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_LINEARREG",
        "exit": "rr2",
        "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": "672e441e6e7332b03887"
      },
      "train": {
        "n": 139,
        "net_R": -27.259058838999742,
        "expectancy_R": -0.19610833697122115,
        "pf": 0.7428529040930436,
        "max_drawdown_R": 27.259058838999746,
        "win_rate": 0.2949640287769784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": -7.3681515465507905,
        "expectancy_R": -0.1473630309310158,
        "pf": 0.8039328484913062,
        "max_drawdown_R": 12.418759905467528,
        "win_rate": 0.32,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": -16.502331573721094,
        "expectancy_R": -0.2946844923878767,
        "pf": 0.6329054354012259,
        "max_drawdown_R": 20.125041712747855,
        "win_rate": 0.26785714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 76195.63,
        "rd": 906.5186860491447,
        "sl": 75289.11131395087,
        "tp": 78008.6673720983,
        "highest": 76280.01,
        "lowest": 75304.11,
        "bars": 5,
        "open_ts": "2026-11-06 03:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.7068850117064902
      },
      "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_LINEARREG",
        "exit": "rr2",
        "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": "e730bed5d355d79bd32d"
      },
      "train": {
        "n": 155,
        "net_R": -24.343412194370057,
        "expectancy_R": -0.1570542722217423,
        "pf": 0.7887343012250405,
        "max_drawdown_R": 34.15947341102632,
        "win_rate": 0.3032258064516129,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 44,
        "net_R": -21.195914973212968,
        "expectancy_R": -0.48172534030029474,
        "pf": 0.448972413396586,
        "max_drawdown_R": 23.714684716050712,
        "win_rate": 0.20454545454545456,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 48,
        "net_R": -4.001199571958406,
        "expectancy_R": -0.08335832441580011,
        "pf": 0.8843204165380248,
        "max_drawdown_R": 10.584338161541899,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2236.26,
        "rd": 36.15794519590911,
        "sl": 2200.102054804091,
        "tp": 2308.5758903918186,
        "highest": 2236.43,
        "lowest": 2213.47,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.2605042805658659
      },
      "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_LINEARREG",
        "exit": "rr2",
        "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": "0ce27493eca588e2ebaa"
      },
      "train": {
        "n": 138,
        "net_R": -6.408336086311287,
        "expectancy_R": -0.04643721801674846,
        "pf": 0.9342173119144378,
        "max_drawdown_R": 23.87039209447493,
        "win_rate": 0.34057971014492755,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -21.499150977397548,
        "expectancy_R": -0.4056443580641047,
        "pf": 0.5173668365739613,
        "max_drawdown_R": 26.944892458416206,
        "win_rate": 0.22641509433962265,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -1.9588488601051095,
        "expectancy_R": -0.04777680146597828,
        "pf": 0.9324513361709554,
        "max_drawdown_R": 10.194740377649076,
        "win_rate": 0.34146341463414637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.37,
        "rd": 1.6782967581741515,
        "sl": 88.69170324182585,
        "tp": 93.7265935163483,
        "highest": 90.48,
        "lowest": 88.94,
        "bars": 5,
        "open_ts": "2026-11-06 03:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.4647717968832882
      },
      "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_LINEARREG",
        "exit": "rr2",
        "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": "9daf5dfb35d0cb794a84"
      },
      "train": {
        "n": 125,
        "net_R": -1.862877261020293,
        "expectancy_R": -0.014903018088162344,
        "pf": 0.9787288084698478,
        "max_drawdown_R": 11.487863095031653,
        "win_rate": 0.36,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": -16.12549562281231,
        "expectancy_R": -0.31010568505408287,
        "pf": 0.6211275137854302,
        "max_drawdown_R": 21.35436746779702,
        "win_rate": 0.2692307692307692,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": 5.33739640315004,
        "expectancy_R": 0.12130446370795545,
        "pf": 1.1855928742286548,
        "max_drawdown_R": 6.859760154594279,
        "win_rate": 0.4090909090909091,
        "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_LINEARREG",
        "exit": "rr2",
        "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": "828b4b272ee662d56734"
      },
      "train": {
        "n": 145,
        "net_R": -23.914079554714437,
        "expectancy_R": -0.1649246865842375,
        "pf": 0.7796305991402191,
        "max_drawdown_R": 40.29625923557803,
        "win_rate": 0.30344827586206896,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": -1.7877676233747073,
        "expectancy_R": -0.041575991241272266,
        "pf": 0.9414439066508052,
        "max_drawdown_R": 7.466014342148253,
        "win_rate": 0.3488372093023256,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 40,
        "net_R": -0.8159589728589438,
        "expectancy_R": -0.020398974321473595,
        "pf": 0.9706777017340628,
        "max_drawdown_R": 8.245013476060867,
        "win_rate": 0.35,
        "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