IAORION

Informe de investigación IND_TRIX

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "e1b977eefd143321732d",
  "engine_version": "3.0.0",
  "entrada": "IND_TRIX",
  "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_TRIX",
        "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": "a59cfa7d373c469460e5"
      },
      "train": {
        "n": 54,
        "net_R": 19.127900953912228,
        "expectancy_R": 0.3542203880354116,
        "pf": 1.8679924812766346,
        "max_drawdown_R": 3.7639021439849483,
        "win_rate": 0.4444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 23,
        "net_R": -7.988166476331927,
        "expectancy_R": -0.3473115859274751,
        "pf": 0.4523264481771454,
        "max_drawdown_R": 8.56967860019851,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 23,
        "net_R": -2.6130998893012087,
        "expectancy_R": -0.11361303866526995,
        "pf": 0.8200927445526099,
        "max_drawdown_R": 5.973983693008609,
        "win_rate": 0.30434782608695654,
        "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_TRIX",
        "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": "8a949e37cb761d919b72"
      },
      "train": {
        "n": 56,
        "net_R": -7.042513398525621,
        "expectancy_R": -0.12575916783081467,
        "pf": 0.7845124008605716,
        "max_drawdown_R": 11.916641400955694,
        "win_rate": 0.3392857142857143,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 20,
        "net_R": 20.687975433882343,
        "expectancy_R": 1.0343987716941172,
        "pf": 3.8614319547967217,
        "max_drawdown_R": 1.7557544798016678,
        "win_rate": 0.55,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 26,
        "net_R": -11.166742532893355,
        "expectancy_R": -0.4294900974189752,
        "pf": 0.45155076449567044,
        "max_drawdown_R": 14.312543712450159,
        "win_rate": 0.11538461538461539,
        "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_TRIX",
        "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": "455dac7ede8b915da4e9"
      },
      "train": {
        "n": 77,
        "net_R": 33.75683489990491,
        "expectancy_R": 0.4384004532455183,
        "pf": 1.9575828817519523,
        "max_drawdown_R": 6.730494710382008,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": -5.570315721150129,
        "expectancy_R": -0.26525312957857755,
        "pf": 0.5594080922407524,
        "max_drawdown_R": 5.580035987680114,
        "win_rate": 0.23809523809523808,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 24,
        "net_R": -8.978508882128208,
        "expectancy_R": -0.374104536755342,
        "pf": 0.5429882440229029,
        "max_drawdown_R": 13.740342648683445,
        "win_rate": 0.16666666666666666,
        "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_TRIX",
        "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": "4cec895d24dcf688f5e4"
      },
      "train": {
        "n": 58,
        "net_R": -3.728340293376764,
        "expectancy_R": -0.0642817291961511,
        "pf": 0.877024935532242,
        "max_drawdown_R": 16.8419041643302,
        "win_rate": 0.3448275862068966,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 19,
        "net_R": -1.6874644763178452,
        "expectancy_R": -0.08881391980620239,
        "pf": 0.8333782594571284,
        "max_drawdown_R": 3.4833108362383323,
        "win_rate": 0.3684210526315789,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 22,
        "net_R": 6.71509976856645,
        "expectancy_R": 0.3052318076621114,
        "pf": 1.616119300312341,
        "max_drawdown_R": 6.00913299712712,
        "win_rate": 0.45454545454545453,
        "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_TRIX",
        "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": "7f2e16273853c4be67ea"
      },
      "train": {
        "n": 60,
        "net_R": 3.188239920479907,
        "expectancy_R": 0.053137332007998445,
        "pf": 1.0957536320509726,
        "max_drawdown_R": 10.058605930911057,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": 2.291671415595923,
        "expectancy_R": 0.1432294634747452,
        "pf": 1.2539627047423272,
        "max_drawdown_R": 7.040924942748646,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": 0.4128954772795206,
        "expectancy_R": 0.025805967329970037,
        "pf": 1.043480270993728,
        "max_drawdown_R": 6.03520236867779,
        "win_rate": 0.375,
        "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_TRIX",
        "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": "f87145e95fe2bde0ab26"
      },
      "train": {
        "n": 66,
        "net_R": 1.2637582633155782,
        "expectancy_R": 0.019147852474478456,
        "pf": 1.032389974855176,
        "max_drawdown_R": 15.34179258791819,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": 2.8456189557685043,
        "expectancy_R": 0.20325849684060746,
        "pf": 1.3985175213574785,
        "max_drawdown_R": 3.3552859947051035,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": -3.006475853689684,
        "expectancy_R": -0.17685152080527552,
        "pf": 0.681350786885949,
        "max_drawdown_R": 3.1446703202707713,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 76388.0,
        "rd": 980.7785391540544,
        "sl": 76617.67932485552,
        "tp": 74426.4429216919,
        "highest": 76559.8,
        "lowest": 75208.42,
        "bars": 15,
        "open_ts": "2026-11-05 17:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7255955871687522
      },
      "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_TRIX",
        "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": "a59979145211484275c7"
      },
      "train": {
        "n": 68,
        "net_R": 1.4405619278096964,
        "expectancy_R": 0.021184734232495533,
        "pf": 1.039356840582699,
        "max_drawdown_R": 11.396759710711027,
        "win_rate": 0.3382352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": 7.939563287647961,
        "expectancy_R": 0.49622270547799757,
        "pf": 2.110706740727096,
        "max_drawdown_R": 3.391365399393081,
        "win_rate": 0.4375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 15,
        "net_R": 2.9458492212974328,
        "expectancy_R": 0.1963899480864955,
        "pf": 1.3729759283685958,
        "max_drawdown_R": 2.9831411681777844,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2266.0,
        "rd": 40.20079593420897,
        "sl": 2262.8831780299593,
        "tp": 2185.598408131582,
        "highest": 2269.61,
        "lowest": 2206.28,
        "bars": 15,
        "open_ts": "2026-11-05 17:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8737965675477687
      },
      "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_TRIX",
        "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": "8161a6ba5810b67a7a5b"
      },
      "train": {
        "n": 57,
        "net_R": -7.436131534951563,
        "expectancy_R": -0.13045844798160636,
        "pf": 0.7698605771510741,
        "max_drawdown_R": 16.831295178461275,
        "win_rate": 0.3508771929824561,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": 0.022622698618614656,
        "expectancy_R": 0.001413918663663416,
        "pf": 1.002503212919682,
        "max_drawdown_R": 4.183048945799492,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 21,
        "net_R": 2.8176817042587308,
        "expectancy_R": 0.13417531925041576,
        "pf": 1.2700179445675073,
        "max_drawdown_R": 5.181107416916686,
        "win_rate": 0.47619047619047616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 89.19,
        "rd": 1.7833607841472419,
        "sl": 90.87815733053034,
        "tp": 85.62327843170551,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 14,
        "open_ts": "2026-11-05 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.32491182106882555
      },
      "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_TRIX",
        "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": "ddf6a5d437c3ca251f33"
      },
      "train": {
        "n": 51,
        "net_R": -7.326504920808499,
        "expectancy_R": -0.14365695923153918,
        "pf": 0.7730239975017971,
        "max_drawdown_R": 14.704590129280687,
        "win_rate": 0.2549019607843137,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 17,
        "net_R": -8.474074419453649,
        "expectancy_R": -0.4984749658502146,
        "pf": 0.20376229552297515,
        "max_drawdown_R": 9.498760037180876,
        "win_rate": 0.23529411764705882,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 21,
        "net_R": 7.31725574035597,
        "expectancy_R": 0.3484407495407605,
        "pf": 1.6588464364026965,
        "max_drawdown_R": 3.106844832630629,
        "win_rate": 0.47619047619047616,
        "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_TRIX",
        "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": "5ce975a1a551ba2b81ff"
      },
      "train": {
        "n": 59,
        "net_R": -4.96135446545038,
        "expectancy_R": -0.08409075365170135,
        "pf": 0.8496344908246812,
        "max_drawdown_R": 15.703740203731307,
        "win_rate": 0.3050847457627119,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": -0.2632815780028622,
        "expectancy_R": -0.018805827000204445,
        "pf": 0.9578493308078488,
        "max_drawdown_R": 3.9689311458970673,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": -1.5208636163810134,
        "expectancy_R": -0.08449242313227852,
        "pf": 0.8283201215629936,
        "max_drawdown_R": 5.724465301384798,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2437,
        "rd": 0.0199131320798313,
        "sl": 1.209724738229867,
        "tp": 1.2038737358403375,
        "highest": 1.2457,
        "lowest": 1.1776,
        "bars": 15,
        "open_ts": "2026-11-05 17:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.8416022036689794
      },
      "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