IAORION

Informe de investigación IND_ULTOSC

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "eeace610bd930bb47a87",
  "engine_version": "3.0.0",
  "entrada": "IND_ULTOSC",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "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_ULTOSC",
        "exit": "opp",
        "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": "9b45cc016c84a5e38231"
      },
      "train": {
        "n": 314,
        "net_R": -1.7185865901623743,
        "expectancy_R": -0.0054732057011540585,
        "pf": 0.9844807363535302,
        "max_drawdown_R": 23.660577879923732,
        "win_rate": 0.3375796178343949,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": 5.434432931349481,
        "expectancy_R": 0.05971904320164265,
        "pf": 1.1551149289176208,
        "max_drawdown_R": 7.326403016991849,
        "win_rate": 0.32967032967032966,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 115,
        "net_R": -0.9780344902583791,
        "expectancy_R": -0.008504647741377208,
        "pf": 0.9724440338820333,
        "max_drawdown_R": 12.320702750329177,
        "win_rate": 0.3391304347826087,
        "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_ULTOSC",
        "exit": "opp",
        "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": "d1dbbe47e197046e38c7"
      },
      "train": {
        "n": 319,
        "net_R": -8.80123121015272,
        "expectancy_R": -0.02759006648950696,
        "pf": 0.9220992439066611,
        "max_drawdown_R": 29.69933585265879,
        "win_rate": 0.3605015673981191,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 101,
        "net_R": -5.918741535599135,
        "expectancy_R": -0.05860140134256569,
        "pf": 0.8540020761962959,
        "max_drawdown_R": 11.978774569194352,
        "win_rate": 0.33663366336633666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 114,
        "net_R": -4.8980759769849005,
        "expectancy_R": -0.042965578745481584,
        "pf": 0.8622760049671213,
        "max_drawdown_R": 14.499399106980281,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2252.7,
        "rd": 64.62784062427573,
        "sl": 2317.3278406242757,
        "tp": 2123.4443187514485,
        "highest": 2287.11,
        "lowest": 2206.28,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3378312239601397
      },
      "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_ULTOSC",
        "exit": "opp",
        "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": "dd4caa3233e07b014203"
      },
      "train": {
        "n": 347,
        "net_R": 5.507025794692147,
        "expectancy_R": 0.015870391339170453,
        "pf": 1.048476502175266,
        "max_drawdown_R": 19.875957036591323,
        "win_rate": 0.37752161383285304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 98,
        "net_R": -4.391301340815661,
        "expectancy_R": -0.04480919735526185,
        "pf": 0.8821771155626638,
        "max_drawdown_R": 8.505691654037198,
        "win_rate": 0.40816326530612246,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 107,
        "net_R": 11.297670099347652,
        "expectancy_R": 0.10558570186306217,
        "pf": 1.3970567697508318,
        "max_drawdown_R": 8.182040479792986,
        "win_rate": 0.45794392523364486,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 96.52,
        "rd": 2.700287394849153,
        "sl": 99.22028739484915,
        "tp": 91.11942521030169,
        "highest": 96.52,
        "lowest": 88.3,
        "bars": 5,
        "open_ts": "2026-11-05 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.4985858960308533
      },
      "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_ULTOSC",
        "exit": "opp",
        "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": "ca90f8bf3c318d210b78"
      },
      "train": {
        "n": 290,
        "net_R": -29.663764306750732,
        "expectancy_R": -0.1022888424370715,
        "pf": 0.7372829184925661,
        "max_drawdown_R": 44.39344460406497,
        "win_rate": 0.33448275862068966,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": 5.147893054796473,
        "expectancy_R": 0.05199891974541892,
        "pf": 1.1650200292792314,
        "max_drawdown_R": 7.852834026264274,
        "win_rate": 0.43434343434343436,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": 20.454519863930898,
        "expectancy_R": 0.19858757149447473,
        "pf": 1.5997246610427653,
        "max_drawdown_R": 10.197180134128692,
        "win_rate": 0.3883495145631068,
        "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_ULTOSC",
        "exit": "opp",
        "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": "059a170f1b106f1710de"
      },
      "train": {
        "n": 309,
        "net_R": -20.336617840961875,
        "expectancy_R": -0.06581429721994134,
        "pf": 0.8089756287032308,
        "max_drawdown_R": 36.87571035378193,
        "win_rate": 0.3656957928802589,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 109,
        "net_R": 1.6286725368649988,
        "expectancy_R": 0.014941949879495401,
        "pf": 1.0473780073944,
        "max_drawdown_R": 6.450112645257057,
        "win_rate": 0.3761467889908257,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": 24.81641082465119,
        "expectancy_R": 0.2852461014327723,
        "pf": 1.967218068889836,
        "max_drawdown_R": 8.165899682870167,
        "win_rate": 0.40229885057471265,
        "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_ULTOSC",
        "exit": "opp",
        "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": "13fce9cf8bdb13a2314e"
      },
      "train": {
        "n": 352,
        "net_R": -70.4561961609802,
        "expectancy_R": -0.20015964818460283,
        "pf": 0.5393591841697274,
        "max_drawdown_R": 74.32962669120752,
        "win_rate": 0.2784090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 98,
        "net_R": 4.331620899837397,
        "expectancy_R": 0.044200213263646905,
        "pf": 1.109736177635651,
        "max_drawdown_R": 22.776450579499297,
        "win_rate": 0.2755102040816326,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": -18.60924442281806,
        "expectancy_R": -0.18067227594968988,
        "pf": 0.5460769876766952,
        "max_drawdown_R": 24.623506493128684,
        "win_rate": 0.2524271844660194,
        "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_ULTOSC",
        "exit": "opp",
        "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": "ec45bf8303b3da1b3f12"
      },
      "train": {
        "n": 346,
        "net_R": -32.80306900662204,
        "expectancy_R": -0.09480655782260705,
        "pf": 0.7559592186453017,
        "max_drawdown_R": 35.15930459450905,
        "win_rate": 0.3208092485549133,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 101,
        "net_R": -21.296805455760104,
        "expectancy_R": -0.21085945995802083,
        "pf": 0.43017368984758836,
        "max_drawdown_R": 26.19906699696037,
        "win_rate": 0.297029702970297,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 92,
        "net_R": -2.8492005623803935,
        "expectancy_R": -0.030969571330221667,
        "pf": 0.9157763424214853,
        "max_drawdown_R": 13.751058383527397,
        "win_rate": 0.32608695652173914,
        "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_ULTOSC",
        "exit": "opp",
        "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": "1201294bbe2ae38e0f0e"
      },
      "train": {
        "n": 290,
        "net_R": 2.309415966673093,
        "expectancy_R": 0.007963503333355493,
        "pf": 1.021382910168036,
        "max_drawdown_R": 20.26734968358884,
        "win_rate": 0.3310344827586207,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 109,
        "net_R": -21.264801660318827,
        "expectancy_R": -0.19508992348916354,
        "pf": 0.5421302560594888,
        "max_drawdown_R": 25.279971805746307,
        "win_rate": 0.29357798165137616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -7.472621646519071,
        "expectancy_R": -0.0732609965345007,
        "pf": 0.8085213741421862,
        "max_drawdown_R": 11.395502468641675,
        "win_rate": 0.30392156862745096,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 89.97,
        "rd": 1.7274751296928292,
        "sl": 88.24252487030716,
        "tp": 93.42495025938565,
        "highest": 90.57,
        "lowest": 88.3,
        "bars": 10,
        "open_ts": "2026-11-05 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.21987291942520215
      },
      "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_ULTOSC",
        "exit": "opp",
        "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": "572cfec5126130a8cc6c"
      },
      "train": {
        "n": 285,
        "net_R": -44.06836777218018,
        "expectancy_R": -0.15462585183221117,
        "pf": 0.6108753283351218,
        "max_drawdown_R": 44.06836777218014,
        "win_rate": 0.3543859649122807,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 100,
        "net_R": -18.089027573535166,
        "expectancy_R": -0.18089027573535166,
        "pf": 0.5711947938901278,
        "max_drawdown_R": 20.23167408367129,
        "win_rate": 0.36,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 76,
        "net_R": -1.5819063760548322,
        "expectancy_R": -0.020814557579668845,
        "pf": 0.9458241837053063,
        "max_drawdown_R": 13.031954164230203,
        "win_rate": 0.35526315789473684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 688.46,
        "rd": 7.25525541102091,
        "sl": 681.2047445889791,
        "tp": 702.9705108220419,
        "highest": 696.3,
        "lowest": 683.94,
        "bars": 10,
        "open_ts": "2026-11-05 22:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.18600303139569574
      },
      "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_ULTOSC",
        "exit": "opp",
        "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": "ab15e003a89783a1be82"
      },
      "train": {
        "n": 285,
        "net_R": -5.853584752172587,
        "expectancy_R": -0.020538893867272236,
        "pf": 0.9461391926074245,
        "max_drawdown_R": 17.170145206441227,
        "win_rate": 0.3684210526315789,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 87,
        "net_R": -6.4876177612024115,
        "expectancy_R": -0.0745703190942806,
        "pf": 0.8077430679521059,
        "max_drawdown_R": 16.217892691081776,
        "win_rate": 0.3218390804597701,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 97,
        "net_R": -8.383049577502428,
        "expectancy_R": -0.08642319152064358,
        "pf": 0.7512468880793486,
        "max_drawdown_R": 17.01458902917799,
        "win_rate": 0.4020618556701031,
        "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