IAORION

Informe de investigación IND_ADX

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "ee62619f571033b784a9",
  "engine_version": "3.0.0",
  "entrada": "IND_ADX",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "salida": "rr2",
  "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_ADX",
        "exit": "rr2",
        "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": "69fe36dcf06a2c8a969f"
      },
      "train": {
        "n": 230,
        "net_R": 3.6777646185727306,
        "expectancy_R": 0.01599028095031622,
        "pf": 1.0237623137068248,
        "max_drawdown_R": 15.947097534102749,
        "win_rate": 0.3521739130434783,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 74,
        "net_R": 0.42239254287518,
        "expectancy_R": 0.005708007336151081,
        "pf": 1.008409913703586,
        "max_drawdown_R": 11.343211493205654,
        "win_rate": 0.35135135135135137,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": 7.193049013890326,
        "expectancy_R": 0.08772010992549177,
        "pf": 1.1347371421629942,
        "max_drawdown_R": 9.068619518715506,
        "win_rate": 0.3780487804878049,
        "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_ADX",
        "exit": "rr2",
        "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": "51f9f5105528afb0a424"
      },
      "train": {
        "n": 221,
        "net_R": 13.392045175789896,
        "expectancy_R": 0.0605974894832122,
        "pf": 1.0921166253117984,
        "max_drawdown_R": 22.63715394484158,
        "win_rate": 0.3665158371040724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": -11.302549025967936,
        "expectancy_R": -0.14490447469189663,
        "pf": 0.800425169602285,
        "max_drawdown_R": 14.659236822505276,
        "win_rate": 0.2948717948717949,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 74,
        "net_R": -1.865803326647328,
        "expectancy_R": -0.025213558468207133,
        "pf": 0.963327632055755,
        "max_drawdown_R": 14.62527330579157,
        "win_rate": 0.33783783783783783,
        "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_ADX",
        "exit": "rr2",
        "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": "3be44c0b86cf8bc434f0"
      },
      "train": {
        "n": 225,
        "net_R": 15.408552629030346,
        "expectancy_R": 0.06848245612902376,
        "pf": 1.1051418009878862,
        "max_drawdown_R": 21.564906018256856,
        "win_rate": 0.36444444444444446,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": 0.6019663695164961,
        "expectancy_R": 0.0071662663037678105,
        "pf": 1.0106406260012888,
        "max_drawdown_R": 11.618743623954526,
        "win_rate": 0.34523809523809523,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": 20.30389250333543,
        "expectancy_R": 0.29005560719050616,
        "pf": 1.5014610896835863,
        "max_drawdown_R": 7.359001126078006,
        "win_rate": 0.44285714285714284,
        "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_ADX",
        "exit": "rr2",
        "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": "4f1c8d7bdd71d30e904e"
      },
      "train": {
        "n": 206,
        "net_R": 13.965827293256769,
        "expectancy_R": 0.06779527812260568,
        "pf": 1.1033806378639426,
        "max_drawdown_R": 17.375875237717914,
        "win_rate": 0.36893203883495146,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": -19.020196637756747,
        "expectancy_R": -0.21133551819729718,
        "pf": 0.7202100357869419,
        "max_drawdown_R": 21.496449679952427,
        "win_rate": 0.2777777777777778,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": -8.180423312769394,
        "expectancy_R": -0.09976125991182187,
        "pf": 0.8609070827332097,
        "max_drawdown_R": 16.218947940951068,
        "win_rate": 0.3170731707317073,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 698.47,
        "rd": 18.59135166769824,
        "sl": 679.8786483323017,
        "tp": 735.6527033353965,
        "highest": 723.42,
        "lowest": 680.74,
        "bars": 44,
        "open_ts": "2026-10-30 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.46607719303460815
      },
      "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_ADX",
        "exit": "rr2",
        "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": "3be8439c564d178b4a97"
      },
      "train": {
        "n": 209,
        "net_R": -18.108390538966617,
        "expectancy_R": -0.08664301693285463,
        "pf": 0.8776291548544575,
        "max_drawdown_R": 34.11461494960887,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 79,
        "net_R": -3.5721348156593473,
        "expectancy_R": -0.04521689640075123,
        "pf": 0.9346713560533834,
        "max_drawdown_R": 8.217181759966525,
        "win_rate": 0.3291139240506329,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": 23.330803572281468,
        "expectancy_R": 0.3482209488400219,
        "pf": 1.6239269183500158,
        "max_drawdown_R": 5.389060053263382,
        "win_rate": 0.4626865671641791,
        "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_ADX",
        "exit": "rr2",
        "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": "526219c4bc16e96abff4"
      },
      "train": {
        "n": 214,
        "net_R": -31.12626479007084,
        "expectancy_R": -0.14544983546762075,
        "pf": 0.8049998132079396,
        "max_drawdown_R": 38.045274444983804,
        "win_rate": 0.3130841121495327,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": -18.57459129803952,
        "expectancy_R": -0.20638434775599465,
        "pf": 0.733227091674451,
        "max_drawdown_R": 26.375015157444437,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": 11.43467666534929,
        "expectancy_R": 0.1681570097845484,
        "pf": 1.2641930125688596,
        "max_drawdown_R": 7.259254583480839,
        "win_rate": 0.4264705882352941,
        "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"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_ADX",
        "exit": "rr2",
        "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": "ff40fdb68d293a77b1e5"
      },
      "train": {
        "n": 211,
        "net_R": 2.4081506840433375,
        "expectancy_R": 0.011413036417267002,
        "pf": 1.0166903261460731,
        "max_drawdown_R": 21.149647312022203,
        "win_rate": 0.36018957345971564,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": -15.17774630096291,
        "expectancy_R": -0.1897218287620364,
        "pf": 0.7504500105412876,
        "max_drawdown_R": 18.159596861400093,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -1.1992901430574887,
        "expectancy_R": -0.014277263607827247,
        "pf": 0.9795021372672653,
        "max_drawdown_R": 12.123310928847623,
        "win_rate": 0.35714285714285715,
        "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_ADX",
        "exit": "rr2",
        "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": "d614aed6c3f55fde01ff"
      },
      "train": {
        "n": 247,
        "net_R": -48.07256582410725,
        "expectancy_R": -0.19462577256723584,
        "pf": 0.7428435680651528,
        "max_drawdown_R": 48.57725089379963,
        "win_rate": 0.291497975708502,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 86,
        "net_R": -10.305457910088107,
        "expectancy_R": -0.11983090593125706,
        "pf": 0.8379735837448895,
        "max_drawdown_R": 30.468253849433886,
        "win_rate": 0.32558139534883723,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": 12.83476023086551,
        "expectancy_R": 0.1666851978034482,
        "pf": 1.2639497719030186,
        "max_drawdown_R": 8.229557209050217,
        "win_rate": 0.4155844155844156,
        "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_ADX",
        "exit": "rr2",
        "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": "28c22b66be897c5fddb0"
      },
      "train": {
        "n": 230,
        "net_R": -20.257315025222717,
        "expectancy_R": -0.08807528271835964,
        "pf": 0.8786144222316421,
        "max_drawdown_R": 33.180805337632954,
        "win_rate": 0.3347826086956522,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -19.32601925720341,
        "expectancy_R": -0.2300716578238501,
        "pf": 0.7064468026422754,
        "max_drawdown_R": 27.921416274809864,
        "win_rate": 0.2976190476190476,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 92,
        "net_R": -18.207782146833402,
        "expectancy_R": -0.19791067550905872,
        "pf": 0.7443993287923681,
        "max_drawdown_R": 20.965979372896385,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 688.97,
        "rd": 7.448946273539625,
        "sl": 681.5210537264604,
        "tp": 703.8678925470792,
        "highest": 697.17,
        "lowest": 683.94,
        "bars": 16,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.11266962724395037
      },
      "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_ADX",
        "exit": "rr2",
        "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": "ad082809a202ae78dc58"
      },
      "train": {
        "n": 215,
        "net_R": -34.06151346975142,
        "expectancy_R": -0.15842564404535545,
        "pf": 0.7884859752547665,
        "max_drawdown_R": 35.42654853344456,
        "win_rate": 0.30697674418604654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": 12.29636675104607,
        "expectancy_R": 0.16179429935586934,
        "pf": 1.2538325437192293,
        "max_drawdown_R": 12.386991435591248,
        "win_rate": 0.42105263157894735,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -2.3243664961469306,
        "expectancy_R": -0.0322828680020407,
        "pf": 0.9539919866873834,
        "max_drawdown_R": 13.20582748152861,
        "win_rate": 0.3472222222222222,
        "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