IAORION

Informe de investigación IND_AROON

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "ddab42855415a50ef53d",
  "engine_version": "3.0.0",
  "entrada": "IND_AROON",
  "familia": "Momentum Indicators",
  "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_AROON",
        "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": "72920b2d772f5872718c"
      },
      "train": {
        "n": 179,
        "net_R": 42.89149499623999,
        "expectancy_R": 0.23961729048178768,
        "pf": 1.4782102564758364,
        "max_drawdown_R": 12.713349773343616,
        "win_rate": 0.4022346368715084,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 61,
        "net_R": -5.700024524246562,
        "expectancy_R": -0.09344302498764855,
        "pf": 0.836427281934563,
        "max_drawdown_R": 14.329898266074725,
        "win_rate": 0.3114754098360656,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 63,
        "net_R": 2.2096092981574786,
        "expectancy_R": 0.03507316346281712,
        "pf": 1.0639879645322496,
        "max_drawdown_R": 6.574679495092323,
        "win_rate": 0.36507936507936506,
        "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_AROON",
        "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": "904754efea81810427b4"
      },
      "train": {
        "n": 180,
        "net_R": -26.609514426057387,
        "expectancy_R": -0.14783063570031882,
        "pf": 0.7486602981996282,
        "max_drawdown_R": 39.22802032041458,
        "win_rate": 0.29444444444444445,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": 8.678181524424215,
        "expectancy_R": 0.13997066974877764,
        "pf": 1.252256634104015,
        "max_drawdown_R": 8.869129822431951,
        "win_rate": 0.3387096774193548,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": 2.0410681365521786,
        "expectancy_R": 0.0314010482546489,
        "pf": 1.0622373357738137,
        "max_drawdown_R": 5.984690642352236,
        "win_rate": 0.4307692307692308,
        "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": 2172.2003238365915,
        "tp": 2369.6293523268178,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 2,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.16973320112173781
      },
      "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_AROON",
        "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": "5bf78b4f7dca887877b9"
      },
      "train": {
        "n": 193,
        "net_R": 21.00607355453467,
        "expectancy_R": 0.10883975934992057,
        "pf": 1.2132797807601294,
        "max_drawdown_R": 18.197429416282095,
        "win_rate": 0.35233160621761656,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": 3.0950081074878906,
        "expectancy_R": 0.05731496495347946,
        "pf": 1.1037184501110813,
        "max_drawdown_R": 14.653134494993331,
        "win_rate": 0.3148148148148148,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": 17.893597913400768,
        "expectancy_R": 0.2752861217446272,
        "pf": 1.5723067799588208,
        "max_drawdown_R": 5.911525980270662,
        "win_rate": 0.38461538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 94.52,
        "rd": 2.8042302712215568,
        "sl": 93.35853071255134,
        "tp": 88.91153945755688,
        "highest": 97.1,
        "lowest": 88.3,
        "bars": 9,
        "open_ts": "2026-11-04 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.6931205859680512
      },
      "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_AROON",
        "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": "0e620f5961cedee14349"
      },
      "train": {
        "n": 184,
        "net_R": -29.530127947788607,
        "expectancy_R": -0.16048982580319895,
        "pf": 0.7353852059810373,
        "max_drawdown_R": 31.79481186019431,
        "win_rate": 0.28804347826086957,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 61,
        "net_R": 9.544685385677404,
        "expectancy_R": 0.15647025222421973,
        "pf": 1.322112303457203,
        "max_drawdown_R": 6.83188539377803,
        "win_rate": 0.45901639344262296,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": -5.683501396308828,
        "expectancy_R": -0.09799140338463497,
        "pf": 0.8131070728583154,
        "max_drawdown_R": 11.307534088272742,
        "win_rate": 0.3448275862068966,
        "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": "IND_AROON",
        "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": "394258dea27365c7157c"
      },
      "train": {
        "n": 188,
        "net_R": 11.313678660584413,
        "expectancy_R": 0.06017914181161922,
        "pf": 1.1247972349636093,
        "max_drawdown_R": 13.554608930547907,
        "win_rate": 0.3351063829787234,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 65,
        "net_R": -3.1557609819905137,
        "expectancy_R": -0.048550168953700214,
        "pf": 0.9165427008253594,
        "max_drawdown_R": 16.0621052178455,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": 18.352954279598908,
        "expectancy_R": 0.36705908559197814,
        "pf": 1.794084159654551,
        "max_drawdown_R": 6.680851241731417,
        "win_rate": 0.44,
        "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_AROON",
        "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": "0fedf36f197f07123765"
      },
      "train": {
        "n": 183,
        "net_R": 10.788561230756859,
        "expectancy_R": 0.05895388650686808,
        "pf": 1.1189042567753864,
        "max_drawdown_R": 16.625028271192335,
        "win_rate": 0.4207650273224044,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": -7.334542160323362,
        "expectancy_R": -0.12431427390378579,
        "pf": 0.8213782579498641,
        "max_drawdown_R": 29.793778461811566,
        "win_rate": 0.15254237288135594,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": -0.47370992927337485,
        "expectancy_R": -0.007765736545465161,
        "pf": 0.984580149251782,
        "max_drawdown_R": 13.003239999575221,
        "win_rate": 0.3770491803278688,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76368.26,
        "rd": 972.7810431322075,
        "sl": 76617.67932485552,
        "tp": 74422.69791373558,
        "highest": 76416.24,
        "lowest": 75208.42,
        "bars": 12,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7112766854215473
      },
      "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_AROON",
        "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": "74de633c014be9d98dcb"
      },
      "train": {
        "n": 186,
        "net_R": 17.209818844271258,
        "expectancy_R": 0.09252590776489923,
        "pf": 1.1804789448468411,
        "max_drawdown_R": 23.739299950894306,
        "win_rate": 0.3817204301075269,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 51,
        "net_R": 2.674539513525773,
        "expectancy_R": 0.052441951245603385,
        "pf": 1.1081891981408545,
        "max_drawdown_R": 6.967347447918554,
        "win_rate": 0.39215686274509803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 51,
        "net_R": 14.384650777856331,
        "expectancy_R": 0.28205197603639864,
        "pf": 1.583458330027,
        "max_drawdown_R": 4.533104391118314,
        "win_rate": 0.4117647058823529,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2262.04,
        "rd": 38.87153053909243,
        "sl": 2262.8831780299593,
        "tp": 2184.296938921815,
        "highest": 2262.04,
        "lowest": 2206.28,
        "bars": 12,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8018490413865702
      },
      "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_AROON",
        "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": "5b9466edc56cce391b9d"
      },
      "train": {
        "n": 170,
        "net_R": -15.290511324473556,
        "expectancy_R": -0.08994418426160915,
        "pf": 0.8480954022017426,
        "max_drawdown_R": 22.362182736433827,
        "win_rate": 0.31176470588235294,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 57,
        "net_R": -0.07492636069096548,
        "expectancy_R": -0.0013144975559818504,
        "pf": 0.9973983646996897,
        "max_drawdown_R": 17.043568614890756,
        "win_rate": 0.3508771929824561,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 57,
        "net_R": 0.2767173091912416,
        "expectancy_R": 0.004854689634934063,
        "pf": 1.007707069485174,
        "max_drawdown_R": 10.820786029341694,
        "win_rate": 0.21052631578947367,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 96.85,
        "rd": 1.3964963574750513,
        "sl": 90.87815733053034,
        "tp": 94.05700728504989,
        "highest": 96.97,
        "lowest": 88.3,
        "bars": 22,
        "open_ts": "2026-11-05 10:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 5.06749263048215
      },
      "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_AROON",
        "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": "c89aaff99b69549d51f5"
      },
      "train": {
        "n": 160,
        "net_R": 13.972495859225925,
        "expectancy_R": 0.08732809912016203,
        "pf": 1.1541812982009767,
        "max_drawdown_R": 20.50365838494009,
        "win_rate": 0.325,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 56,
        "net_R": -0.5969293466770313,
        "expectancy_R": -0.010659452619232703,
        "pf": 0.9804389787321267,
        "max_drawdown_R": 15.768628524524093,
        "win_rate": 0.32142857142857145,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 53,
        "net_R": -8.504921866300153,
        "expectancy_R": -0.16047022389245572,
        "pf": 0.7392592375522082,
        "max_drawdown_R": 17.929398049836433,
        "win_rate": 0.3018867924528302,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 693.76,
        "rd": 7.062947264710873,
        "sl": 697.5990065154624,
        "tp": 679.6341054705782,
        "highest": 693.95,
        "lowest": 686.51,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.38328397459879077
      },
      "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_AROON",
        "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": "6ecc3b69a0613a8a21ac"
      },
      "train": {
        "n": 166,
        "net_R": 24.938181554132964,
        "expectancy_R": 0.15023000936224676,
        "pf": 1.2842908353191453,
        "max_drawdown_R": 31.148347353262686,
        "win_rate": 0.37349397590361444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -0.21963678016695543,
        "expectancy_R": -0.004144090191829348,
        "pf": 0.9935304742451011,
        "max_drawdown_R": 16.053894349145555,
        "win_rate": 0.24528301886792453,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 60,
        "net_R": 2.3824958547928707,
        "expectancy_R": 0.039708264246547845,
        "pf": 1.0787951764825978,
        "max_drawdown_R": 8.083660308502552,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2195,
        "rd": 0.020614361739584947,
        "sl": 1.209724738229867,
        "tp": 1.17827127652083,
        "highest": 1.2228,
        "lowest": 1.1776,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.571588798589326
      },
      "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