IAORION

Informe de investigación IND_HT_DCPHASE

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "e115a4e053c5b80146f1",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_DCPHASE",
  "familia": "Cycle Indicators",
  "regimen": "todo",
  "salida": "opp",
  "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_HT_DCPHASE",
        "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": "27de986b2d29a4976743"
      },
      "train": {
        "n": 323,
        "net_R": 19.521722073157257,
        "expectancy_R": 0.06043876802835064,
        "pf": 1.1272018349053945,
        "max_drawdown_R": 17.636858797173137,
        "win_rate": 0.37770897832817335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 113,
        "net_R": 16.434568268767332,
        "expectancy_R": 0.1454386572457286,
        "pf": 1.3380363130975728,
        "max_drawdown_R": 7.2225124491184935,
        "win_rate": 0.4424778761061947,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 106,
        "net_R": 5.817585799679959,
        "expectancy_R": 0.05488288490264112,
        "pf": 1.1361142178660737,
        "max_drawdown_R": 6.391373647097228,
        "win_rate": 0.4811320754716981,
        "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_HT_DCPHASE",
        "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": "f3e74553210340840333"
      },
      "train": {
        "n": 325,
        "net_R": -4.685492891125839,
        "expectancy_R": -0.01441690120346412,
        "pf": 0.9693298849409928,
        "max_drawdown_R": 22.879216729519264,
        "win_rate": 0.39076923076923076,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 100,
        "net_R": 25.531747214890594,
        "expectancy_R": 0.25531747214890593,
        "pf": 1.696482524324947,
        "max_drawdown_R": 17.364207658711727,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 106,
        "net_R": 5.2597397384886015,
        "expectancy_R": 0.049620186212156615,
        "pf": 1.1036871069155787,
        "max_drawdown_R": 10.130981245627854,
        "win_rate": 0.3867924528301887,
        "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_HT_DCPHASE",
        "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": "2eca23bbea375069b433"
      },
      "train": {
        "n": 324,
        "net_R": 0.1759343376972069,
        "expectancy_R": 0.0005430072151148361,
        "pf": 1.0011146643671094,
        "max_drawdown_R": 24.93581912421508,
        "win_rate": 0.4012345679012346,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": -1.9054927410113525,
        "expectancy_R": -0.018147549914393834,
        "pf": 0.9619408466316038,
        "max_drawdown_R": 14.937475484963747,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 117,
        "net_R": 7.883291981848144,
        "expectancy_R": 0.06737856394742003,
        "pf": 1.1492300814804897,
        "max_drawdown_R": 11.89941511306951,
        "win_rate": 0.4358974358974359,
        "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_HT_DCPHASE",
        "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": "a0f7ca9d5ba1ac674800"
      },
      "train": {
        "n": 327,
        "net_R": 46.810035207861375,
        "expectancy_R": 0.14314995476410206,
        "pf": 1.3221624412955983,
        "max_drawdown_R": 11.408074638113959,
        "win_rate": 0.45871559633027525,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -9.099137561749842,
        "expectancy_R": -0.08124229965848073,
        "pf": 0.8432529476844013,
        "max_drawdown_R": 16.995463197880845,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": 9.200266142551763,
        "expectancy_R": 0.08141828444736074,
        "pf": 1.152586830593457,
        "max_drawdown_R": 11.147911030933294,
        "win_rate": 0.415929203539823,
        "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_HT_DCPHASE",
        "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": "25278ca525110f97f93b"
      },
      "train": {
        "n": 338,
        "net_R": -27.70297330080247,
        "expectancy_R": -0.08196145946982979,
        "pf": 0.8347247126942892,
        "max_drawdown_R": 47.065592363159354,
        "win_rate": 0.40236686390532544,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 102,
        "net_R": 2.6792890072672364,
        "expectancy_R": 0.02626753928693369,
        "pf": 1.0580950567818719,
        "max_drawdown_R": 11.555468772704007,
        "win_rate": 0.4215686274509804,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 117,
        "net_R": -6.740011410527943,
        "expectancy_R": -0.05760693513271746,
        "pf": 0.88339053483134,
        "max_drawdown_R": 15.703809368496753,
        "win_rate": 0.37606837606837606,
        "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_HT_DCPHASE",
        "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": "fef7021126400726655c"
      },
      "train": {
        "n": 320,
        "net_R": -19.816778361888506,
        "expectancy_R": -0.06192743238090158,
        "pf": 0.8710608680884886,
        "max_drawdown_R": 33.9207814924349,
        "win_rate": 0.425,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 124,
        "net_R": -42.72648704050017,
        "expectancy_R": -0.34456844387500135,
        "pf": 0.46910651855206487,
        "max_drawdown_R": 42.72648704050015,
        "win_rate": 0.33064516129032256,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 119,
        "net_R": -20.231858556707245,
        "expectancy_R": -0.17001561812359028,
        "pf": 0.7109936798647533,
        "max_drawdown_R": 23.88504815132698,
        "win_rate": 0.36134453781512604,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76088.01,
        "rd": 959.581357106453,
        "sl": 77047.59135710644,
        "tp": 74168.8472857871,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.42912315141436247
      },
      "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_HT_DCPHASE",
        "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": "fb22d41d5b7ba575f988"
      },
      "train": {
        "n": 319,
        "net_R": -8.297856659040487,
        "expectancy_R": -0.02601208984025231,
        "pf": 0.9425919147394244,
        "max_drawdown_R": 23.691788693775152,
        "win_rate": 0.43260188087774293,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 116,
        "net_R": -11.200099971856805,
        "expectancy_R": -0.0965525859642828,
        "pf": 0.7882262066133432,
        "max_drawdown_R": 24.037869501835722,
        "win_rate": 0.43103448275862066,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": -4.885118928705543,
        "expectancy_R": -0.043231140961995956,
        "pf": 0.9011198637751318,
        "max_drawdown_R": 10.210041090679503,
        "win_rate": 0.40707964601769914,
        "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": "IND_HT_DCPHASE",
        "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": "5c39f489eee7ad8bec49"
      },
      "train": {
        "n": 311,
        "net_R": -12.631215202984095,
        "expectancy_R": -0.0406148398809778,
        "pf": 0.9146156865205,
        "max_drawdown_R": 31.000732061681177,
        "win_rate": 0.39228295819935693,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 122,
        "net_R": -4.8420277395710745,
        "expectancy_R": -0.03968875196369733,
        "pf": 0.9231639884889346,
        "max_drawdown_R": 16.053097649998843,
        "win_rate": 0.3770491803278688,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 112,
        "net_R": -7.359134137937534,
        "expectancy_R": -0.0657065548030137,
        "pf": 0.870527524139699,
        "max_drawdown_R": 19.981878192040213,
        "win_rate": 0.39285714285714285,
        "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_HT_DCPHASE",
        "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": "839fbc465acbf2ddbad4"
      },
      "train": {
        "n": 326,
        "net_R": -39.30893337168555,
        "expectancy_R": -0.12057955021989432,
        "pf": 0.7598742921891576,
        "max_drawdown_R": 56.61676091622571,
        "win_rate": 0.37116564417177916,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 123,
        "net_R": -10.648173122549121,
        "expectancy_R": -0.08657051319145627,
        "pf": 0.842381162844905,
        "max_drawdown_R": 29.25892298358175,
        "win_rate": 0.3983739837398374,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 108,
        "net_R": 5.400928181172389,
        "expectancy_R": 0.05000859427011471,
        "pf": 1.1128531543186004,
        "max_drawdown_R": 7.596379483394489,
        "win_rate": 0.42592592592592593,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 689.73,
        "rd": 7.348493008446369,
        "sl": 682.3815069915537,
        "tp": 704.4269860168928,
        "highest": 696.3,
        "lowest": 686.51,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.010740705598986322
      },
      "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_HT_DCPHASE",
        "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": "d4d17aab6b3969b93d7d"
      },
      "train": {
        "n": 320,
        "net_R": -2.3367107962450513,
        "expectancy_R": -0.007302221238265785,
        "pf": 0.9850138086151138,
        "max_drawdown_R": 21.572775714297876,
        "win_rate": 0.41875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 114,
        "net_R": 36.81282266365998,
        "expectancy_R": 0.32291949704964895,
        "pf": 1.6634088989734837,
        "max_drawdown_R": 15.622627313813226,
        "win_rate": 0.43859649122807015,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 120,
        "net_R": -12.799112984127651,
        "expectancy_R": -0.10665927486773043,
        "pf": 0.7844893836978967,
        "max_drawdown_R": 18.35888680229313,
        "win_rate": 0.38333333333333336,
        "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