IAORION

Informe de investigación PAT_LONGLINE

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "e6e0df6d5aadf6668faf",
  "engine_version": "3.0.0",
  "entrada": "PAT_LONGLINE",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "opp",
  "activos": [
    "ETHUSDT-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": 0.6666666666666666,
  "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": "PAT_LONGLINE",
        "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": "6ceca7e58004b562f697"
      },
      "train": {
        "n": 322,
        "net_R": 62.70129900188978,
        "expectancy_R": 0.1947245310617695,
        "pf": 1.3802652974297938,
        "max_drawdown_R": 13.04114384041835,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 133,
        "net_R": -24.498590563876796,
        "expectancy_R": -0.18419992905170524,
        "pf": 0.648753507037947,
        "max_drawdown_R": 27.055729432377824,
        "win_rate": 0.3007518796992481,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 115,
        "net_R": 9.79266990070855,
        "expectancy_R": 0.08515365131050913,
        "pf": 1.1685279486187243,
        "max_drawdown_R": 15.833382356544377,
        "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": "PAT_LONGLINE",
        "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": "4ef5f940a6365cd7040a"
      },
      "train": {
        "n": 321,
        "net_R": 35.79672625853847,
        "expectancy_R": 0.11151628117924757,
        "pf": 1.2361032091548516,
        "max_drawdown_R": 15.846567056726794,
        "win_rate": 0.32710280373831774,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 108,
        "net_R": 8.206818641951477,
        "expectancy_R": 0.07598906149955072,
        "pf": 1.156807101939757,
        "max_drawdown_R": 8.882549081722676,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 111,
        "net_R": 2.1955569091621543,
        "expectancy_R": 0.019779791974433823,
        "pf": 1.0461490369336606,
        "max_drawdown_R": 12.902887308103427,
        "win_rate": 0.35135135135135137,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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": "PAT_LONGLINE",
        "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": "8ca4ac95b7abad746c73"
      },
      "train": {
        "n": 355,
        "net_R": 23.33901380707877,
        "expectancy_R": 0.06574370086501062,
        "pf": 1.1513638758185176,
        "max_drawdown_R": 17.51691507242347,
        "win_rate": 0.36901408450704226,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 134,
        "net_R": -15.401121441187609,
        "expectancy_R": -0.11493374209841499,
        "pf": 0.7705096587390362,
        "max_drawdown_R": 19.584736670147215,
        "win_rate": 0.30597014925373134,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 125,
        "net_R": 12.205213380088162,
        "expectancy_R": 0.0976417070407053,
        "pf": 1.2114812832691448,
        "max_drawdown_R": 16.570342386034667,
        "win_rate": 0.32,
        "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": "PAT_LONGLINE",
        "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": "4a44c4dbb499057c95ba"
      },
      "train": {
        "n": 366,
        "net_R": -10.349475219865937,
        "expectancy_R": -0.02827725469908726,
        "pf": 0.93896383575991,
        "max_drawdown_R": 27.341192987034145,
        "win_rate": 0.30327868852459017,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": 3.952518129254507,
        "expectancy_R": 0.03529034043977238,
        "pf": 1.0779942615162281,
        "max_drawdown_R": 17.959319178084804,
        "win_rate": 0.3482142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 121,
        "net_R": 10.227520819346294,
        "expectancy_R": 0.08452496544914292,
        "pf": 1.2033851956642252,
        "max_drawdown_R": 13.727729822007742,
        "win_rate": 0.4049586776859504,
        "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": "PAT_LONGLINE",
        "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": "0d17c89fdf86b859515a"
      },
      "train": {
        "n": 344,
        "net_R": 37.91154157843039,
        "expectancy_R": 0.1102079697047395,
        "pf": 1.2318555607030328,
        "max_drawdown_R": 35.26064906129478,
        "win_rate": 0.3226744186046512,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 135,
        "net_R": -6.585523290921862,
        "expectancy_R": -0.04878165400682861,
        "pf": 0.8938996831308961,
        "max_drawdown_R": 18.702532978163898,
        "win_rate": 0.32592592592592595,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 120,
        "net_R": 11.92518159963312,
        "expectancy_R": 0.099376513330276,
        "pf": 1.2366052849101112,
        "max_drawdown_R": 12.12630422684664,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2994,
        "rd": 0.03130819103208608,
        "sl": 1.3307081910320862,
        "tp": 1.236783617935828,
        "highest": 1.3271,
        "lowest": 1.1776,
        "bars": 9,
        "open_ts": "2026-11-04 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.585558484837199
      },
      "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": "PAT_LONGLINE",
        "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": "ac95359e8e791183c480"
      },
      "train": {
        "n": 366,
        "net_R": -32.652059445075,
        "expectancy_R": -0.08921327717233606,
        "pf": 0.8280161505098957,
        "max_drawdown_R": 43.32900061889461,
        "win_rate": 0.28415300546448086,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 130,
        "net_R": -9.718713309592786,
        "expectancy_R": -0.07475933315071374,
        "pf": 0.854881968490443,
        "max_drawdown_R": 27.316088352944227,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 128,
        "net_R": -34.09556748356833,
        "expectancy_R": -0.2663716209653776,
        "pf": 0.5008936247870723,
        "max_drawdown_R": 34.09556748356832,
        "win_rate": 0.1953125,
        "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": 76811.55350174669,
        "tp": 74115.02299650664,
        "highest": 75920.01,
        "lowest": 75304.11,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2631700574575304
      },
      "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": "PAT_LONGLINE",
        "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": "1c69ea32c9534fa9911e"
      },
      "train": {
        "n": 351,
        "net_R": -10.342354004844598,
        "expectancy_R": -0.029465396025198286,
        "pf": 0.9387000853460549,
        "max_drawdown_R": 28.389854180238522,
        "win_rate": 0.301994301994302,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 130,
        "net_R": -20.90484272696054,
        "expectancy_R": -0.16080648251508106,
        "pf": 0.6858167368865391,
        "max_drawdown_R": 25.741703255517304,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 120,
        "net_R": -14.589521059585365,
        "expectancy_R": -0.12157934216321138,
        "pf": 0.737639889384929,
        "max_drawdown_R": 14.589521059585362,
        "win_rate": 0.325,
        "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": "PAT_LONGLINE",
        "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": "ca5edd913f837258cf3f"
      },
      "train": {
        "n": 383,
        "net_R": -28.26956070729733,
        "expectancy_R": -0.07381086346552827,
        "pf": 0.8451216184496204,
        "max_drawdown_R": 33.84813809870787,
        "win_rate": 0.29765013054830286,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 131,
        "net_R": -4.537815952633034,
        "expectancy_R": -0.03463981643231324,
        "pf": 0.9318514057467417,
        "max_drawdown_R": 23.04488140017705,
        "win_rate": 0.2900763358778626,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 111,
        "net_R": 4.0640840489796135,
        "expectancy_R": 0.03661336981062715,
        "pf": 1.076463699193996,
        "max_drawdown_R": 11.284422071323537,
        "win_rate": 0.35135135135135137,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 89.78,
        "rd": 1.6618819202654447,
        "sl": 91.44188192026544,
        "tp": 86.45623615946911,
        "highest": 90.04,
        "lowest": 88.94,
        "bars": 4,
        "open_ts": "2026-11-06 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.006179741096379414
      },
      "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": "PAT_LONGLINE",
        "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": "522df692b4e680a734c3"
      },
      "train": {
        "n": 388,
        "net_R": -45.58231378356503,
        "expectancy_R": -0.1174801901638274,
        "pf": 0.7632443147043914,
        "max_drawdown_R": 59.86499721606556,
        "win_rate": 0.29381443298969073,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 134,
        "net_R": -19.56115697622319,
        "expectancy_R": -0.14597878340465067,
        "pf": 0.7382166034846431,
        "max_drawdown_R": 29.980386123290483,
        "win_rate": 0.29850746268656714,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 125,
        "net_R": 1.8670688304628018,
        "expectancy_R": 0.014936550643702414,
        "pf": 1.0314271785836149,
        "max_drawdown_R": 14.4449028518317,
        "win_rate": 0.328,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 712.86,
        "rd": 6.613464371240192,
        "sl": 719.4734643712402,
        "tp": 699.6330712575196,
        "highest": 717.77,
        "lowest": 683.94,
        "bars": 26,
        "open_ts": "2026-11-05 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.2960817925919046
      },
      "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": "PAT_LONGLINE",
        "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": "ae0762681c364790fa3a"
      },
      "train": {
        "n": 362,
        "net_R": -1.3425328509520504,
        "expectancy_R": -0.0037086542843979293,
        "pf": 0.9920809306748118,
        "max_drawdown_R": 22.975749042818777,
        "win_rate": 0.30386740331491713,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 136,
        "net_R": -5.33259034309928,
        "expectancy_R": -0.03921022311102412,
        "pf": 0.9128034212003602,
        "max_drawdown_R": 20.46867861894988,
        "win_rate": 0.3235294117647059,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 118,
        "net_R": -7.3709167810597265,
        "expectancy_R": -0.0624653964496587,
        "pf": 0.8732101676302659,
        "max_drawdown_R": 15.533231709208502,
        "win_rate": 0.3305084745762712,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2326,
        "rd": 0.01986096928609811,
        "sl": 1.252460969286098,
        "tp": 1.1928780614278036,
        "highest": 1.2326,
        "lowest": 1.1776,
        "bars": 11,
        "open_ts": "2026-11-05 21:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.290459712449265
      },
      "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