IAORION

Informe de investigación IND_MACDFIX

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "df5878fe914444b1d9ec",
  "engine_version": "3.0.0",
  "entrada": "IND_MACDFIX",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "salida": "opp",
  "activos": [
    "SOLUSDT-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": 0.8333333333333334,
  "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_MACDFIX",
        "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": "410bfa8694e00ec28544"
      },
      "train": {
        "n": 236,
        "net_R": 69.0365495322655,
        "expectancy_R": 0.29252775225536226,
        "pf": 1.5697236731326045,
        "max_drawdown_R": 12.660906826834001,
        "win_rate": 0.3432203389830508,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": 0.6460150801803821,
        "expectancy_R": 0.00787823268512661,
        "pf": 1.0147596453428571,
        "max_drawdown_R": 17.206422278779982,
        "win_rate": 0.3048780487804878,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": 14.335668563767895,
        "expectancy_R": 0.17482522638741335,
        "pf": 1.3267972030284094,
        "max_drawdown_R": 14.16037634620231,
        "win_rate": 0.2682926829268293,
        "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_MACDFIX",
        "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": "ef77225cb96c870aba2d"
      },
      "train": {
        "n": 239,
        "net_R": -8.796925604663585,
        "expectancy_R": -0.03680722010319491,
        "pf": 0.9274461795820789,
        "max_drawdown_R": 19.90291140792426,
        "win_rate": 0.27615062761506276,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 79,
        "net_R": 31.803956154491942,
        "expectancy_R": 0.40258172347458154,
        "pf": 1.9563273230744034,
        "max_drawdown_R": 6.114186308018856,
        "win_rate": 0.43037974683544306,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": -15.321635089118043,
        "expectancy_R": -0.16299611796934088,
        "pf": 0.7244675513903124,
        "max_drawdown_R": 20.577672485004513,
        "win_rate": 0.26595744680851063,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2262.04,
        "rd": 64.87044859306197,
        "sl": 2326.910448593062,
        "tp": 2132.299102813876,
        "highest": 2262.04,
        "lowest": 2206.28,
        "bars": 3,
        "open_ts": "2026-11-05 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.48048225618920193
      },
      "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_MACDFIX",
        "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": "d1a537c2b9acee3da3d8"
      },
      "train": {
        "n": 239,
        "net_R": 39.55911515982726,
        "expectancy_R": 0.16551931029216427,
        "pf": 1.3421757679655135,
        "max_drawdown_R": 18.017661581848813,
        "win_rate": 0.3263598326359833,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": 24.161347554221358,
        "expectancy_R": 0.32215130072295145,
        "pf": 1.742808147047121,
        "max_drawdown_R": 6.040736770204369,
        "win_rate": 0.41333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 95,
        "net_R": -0.42877920834199335,
        "expectancy_R": -0.004513465350968351,
        "pf": 0.9920877550678189,
        "max_drawdown_R": 17.22623071833737,
        "win_rate": 0.28421052631578947,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_MACDFIX",
        "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": "5a9e9dad28af0b63a0ff"
      },
      "train": {
        "n": 255,
        "net_R": -2.2762262067280457,
        "expectancy_R": -0.008926377281286453,
        "pf": 0.9823491344099592,
        "max_drawdown_R": 18.657918185730907,
        "win_rate": 0.3176470588235294,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -1.492809106857656,
        "expectancy_R": -0.017562460080678306,
        "pf": 0.9667119902031154,
        "max_drawdown_R": 14.174223126880655,
        "win_rate": 0.3411764705882353,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 90,
        "net_R": -5.1995348204075444,
        "expectancy_R": -0.05777260911563938,
        "pf": 0.8971484018882678,
        "max_drawdown_R": 16.68704835088856,
        "win_rate": 0.3111111111111111,
        "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_MACDFIX",
        "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": "e354dbe75dd180be5473"
      },
      "train": {
        "n": 256,
        "net_R": -0.37154422959486944,
        "expectancy_R": -0.0014513446468549587,
        "pf": 0.9971382183581879,
        "max_drawdown_R": 25.69721615042802,
        "win_rate": 0.30859375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": 9.517904129952479,
        "expectancy_R": 0.11330838249943427,
        "pf": 1.2117304462580667,
        "max_drawdown_R": 14.67575726469336,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": -18.923247833954967,
        "expectancy_R": -0.2150369072040337,
        "pf": 0.5951177172254349,
        "max_drawdown_R": 23.413655295106864,
        "win_rate": 0.26136363636363635,
        "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_MACDFIX",
        "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": "493bdf68eb6af07385ef"
      },
      "train": {
        "n": 257,
        "net_R": -16.526307871471918,
        "expectancy_R": -0.06430469988899579,
        "pf": 0.8879069355835509,
        "max_drawdown_R": 27.7703912862578,
        "win_rate": 0.3229571984435798,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": -4.9050533247445784,
        "expectancy_R": -0.05981772347249486,
        "pf": 0.902311209541783,
        "max_drawdown_R": 27.516373692134938,
        "win_rate": 0.2926829268292683,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 97,
        "net_R": -15.596035936565801,
        "expectancy_R": -0.16078387563469898,
        "pf": 0.7578499666716954,
        "max_drawdown_R": 40.51816584672078,
        "win_rate": 0.2268041237113402,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 75912.71,
        "rd": 898.843501746687,
        "sl": 75013.86649825332,
        "tp": 77710.39700349337,
        "highest": 75920.01,
        "lowest": 75304.11,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.39803514550059127
      },
      "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_MACDFIX",
        "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": "5917d32a5c0ca9149301"
      },
      "train": {
        "n": 243,
        "net_R": 9.365337235181734,
        "expectancy_R": 0.03854048244930754,
        "pf": 1.0679769343293397,
        "max_drawdown_R": 28.55025357680098,
        "win_rate": 0.32510288065843623,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -19.920987475062393,
        "expectancy_R": -0.216532472555026,
        "pf": 0.7086506080760535,
        "max_drawdown_R": 46.04291442858295,
        "win_rate": 0.16304347826086957,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": -7.022781855946532,
        "expectancy_R": -0.08461182958971725,
        "pf": 0.8569715736346757,
        "max_drawdown_R": 23.206522430512727,
        "win_rate": 0.2891566265060241,
        "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_MACDFIX",
        "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": "fa624dc9f7d7bb13b49c"
      },
      "train": {
        "n": 250,
        "net_R": -17.124895449404438,
        "expectancy_R": -0.06849958179761775,
        "pf": 0.8749551534624431,
        "max_drawdown_R": 40.02460489722601,
        "win_rate": 0.296,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": -13.036011498683514,
        "expectancy_R": -0.1401721666525109,
        "pf": 0.7963919591822479,
        "max_drawdown_R": 31.246496412609208,
        "win_rate": 0.25806451612903225,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": 19.85694548992447,
        "expectancy_R": 0.2482118186240559,
        "pf": 1.484339112392761,
        "max_drawdown_R": 10.263239880529564,
        "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"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MACDFIX",
        "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": "66e7d0e647d96d6dff9d"
      },
      "train": {
        "n": 242,
        "net_R": -5.672802128701438,
        "expectancy_R": -0.02344133111033652,
        "pf": 0.957663566519266,
        "max_drawdown_R": 20.376179479409537,
        "win_rate": 0.3512396694214876,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 87,
        "net_R": -13.169893000331497,
        "expectancy_R": -0.15137808046358042,
        "pf": 0.7372117351970403,
        "max_drawdown_R": 17.81888407965878,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 93,
        "net_R": -3.246146927541566,
        "expectancy_R": -0.03490480567248996,
        "pf": 0.9446888528395879,
        "max_drawdown_R": 17.99715698760352,
        "win_rate": 0.3010752688172043,
        "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_MACDFIX",
        "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": "a488624ae16b089fe18f"
      },
      "train": {
        "n": 232,
        "net_R": -2.1381154037156733,
        "expectancy_R": -0.009216014671188247,
        "pf": 0.9833222319825675,
        "max_drawdown_R": 19.100318110562455,
        "win_rate": 0.31896551724137934,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": -3.890233855907155,
        "expectancy_R": -0.04371049276300174,
        "pf": 0.9333212565664769,
        "max_drawdown_R": 28.468988616002434,
        "win_rate": 0.2808988764044944,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": -16.347355064923352,
        "expectancy_R": -0.2043419383115419,
        "pf": 0.6510032476058337,
        "max_drawdown_R": 23.50042340148897,
        "win_rate": 0.275,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.305,
        "rd": 0.0156508285907337,
        "sl": 1.3206508285907337,
        "tp": 1.2736983428185324,
        "highest": 1.3111,
        "lowest": 1.1776,
        "bars": 19,
        "open_ts": "2026-11-05 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 7.530243483068844
      },
      "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