IAORION

Informe de investigación IND_ROCR100

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "eeae09efc72046817b37",
  "engine_version": "3.0.0",
  "entrada": "IND_ROCR100",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "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_ROCR100",
        "exit": "rr2",
        "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": "751fef50a09345e08fc1"
      },
      "train": {
        "n": 200,
        "net_R": 8.283503706884895,
        "expectancy_R": 0.04141751853442448,
        "pf": 1.0623350621908385,
        "max_drawdown_R": 20.48266258302805,
        "win_rate": 0.36,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 68,
        "net_R": -2.2100208147595595,
        "expectancy_R": -0.03250030609940529,
        "pf": 0.9530282418603284,
        "max_drawdown_R": 14.510669426185874,
        "win_rate": 0.3382352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": -7.00288434579555,
        "expectancy_R": -0.10452066187754552,
        "pf": 0.8543483814234576,
        "max_drawdown_R": 19.27025546453099,
        "win_rate": 0.31343283582089554,
        "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_ROCR100",
        "exit": "rr2",
        "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": "033914ceecbe3bbacfa2"
      },
      "train": {
        "n": 188,
        "net_R": 9.33356876276067,
        "expectancy_R": 0.049646642355109946,
        "pf": 1.0751224186776225,
        "max_drawdown_R": 13.775306114116757,
        "win_rate": 0.3617021276595745,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 68,
        "net_R": 13.988678709415622,
        "expectancy_R": 0.20571586337375913,
        "pf": 1.3396499974901128,
        "max_drawdown_R": 17.625255970267478,
        "win_rate": 0.4117647058823529,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": -6.9928381706474205,
        "expectancy_R": -0.12487211019013252,
        "pf": 0.8268128061348118,
        "max_drawdown_R": 12.701587904599023,
        "win_rate": 0.30357142857142855,
        "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_ROCR100",
        "exit": "rr2",
        "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": "4af6837edd6b3ccb4382"
      },
      "train": {
        "n": 207,
        "net_R": -31.881576262863895,
        "expectancy_R": -0.15401727663219272,
        "pf": 0.788063916744017,
        "max_drawdown_R": 41.21473731935176,
        "win_rate": 0.2898550724637681,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 65,
        "net_R": -3.8657214168463976,
        "expectancy_R": -0.05947263718225227,
        "pf": 0.9145635757966237,
        "max_drawdown_R": 21.054972676385393,
        "win_rate": 0.3230769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 60,
        "net_R": -14.143889754417266,
        "expectancy_R": -0.23573149590695444,
        "pf": 0.6895278300829293,
        "max_drawdown_R": 16.859941775854917,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 90.21,
        "rd": 3.1127730251066943,
        "sl": 93.32277302510668,
        "tp": 83.9844539497866,
        "highest": 91.59,
        "lowest": 88.3,
        "bars": 4,
        "open_ts": "2026-11-05 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14137073164366154
      },
      "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_ROCR100",
        "exit": "rr2",
        "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": "3bd9a4112cb0f9e56b11"
      },
      "train": {
        "n": 174,
        "net_R": 2.484457640488884,
        "expectancy_R": 0.014278492186717725,
        "pf": 1.0211829119992482,
        "max_drawdown_R": 24.805184587447734,
        "win_rate": 0.3505747126436782,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": 18.346808039650984,
        "expectancy_R": 0.3057801339941831,
        "pf": 1.5306702095768372,
        "max_drawdown_R": 5.880096477046379,
        "win_rate": 0.45,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -9.27852052262574,
        "expectancy_R": -0.12886834059202418,
        "pf": 0.8222294488645022,
        "max_drawdown_R": 24.028234092419236,
        "win_rate": 0.3055555555555556,
        "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_ROCR100",
        "exit": "rr2",
        "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": "e626d1f7610e65d25699"
      },
      "train": {
        "n": 179,
        "net_R": -19.5251401683253,
        "expectancy_R": -0.10907899535377263,
        "pf": 0.8474326572226629,
        "max_drawdown_R": 37.53993046469839,
        "win_rate": 0.30726256983240224,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 68,
        "net_R": 1.951203108377936,
        "expectancy_R": 0.02869416335849906,
        "pf": 1.0430823321572313,
        "max_drawdown_R": 9.518180705769664,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -6.173655913817244,
        "expectancy_R": -0.11224828934213171,
        "pf": 0.844067932631972,
        "max_drawdown_R": 13.792471299423404,
        "win_rate": 0.3090909090909091,
        "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_ROCR100",
        "exit": "rr2",
        "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": "8b745dfe6a1ec78b9c96"
      },
      "train": {
        "n": 204,
        "net_R": -55.70524077923853,
        "expectancy_R": -0.273064905780581,
        "pf": 0.654686292080774,
        "max_drawdown_R": 64.32419983870832,
        "win_rate": 0.2696078431372549,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": 0.4422028143451253,
        "expectancy_R": 0.00818894100639121,
        "pf": 1.011825399979568,
        "max_drawdown_R": 9.097736523925654,
        "win_rate": 0.37037037037037035,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 69,
        "net_R": -16.093022113539824,
        "expectancy_R": -0.2332322045440554,
        "pf": 0.7017168033863179,
        "max_drawdown_R": 20.710454948130366,
        "win_rate": 0.2898550724637681,
        "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": 75128.42864289354,
        "tp": 78007.1727142129,
        "highest": 76416.24,
        "lowest": 75304.11,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5555979386757165
      },
      "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_ROCR100",
        "exit": "rr2",
        "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": "a2bda84908bae5f18ef7"
      },
      "train": {
        "n": 211,
        "net_R": -42.12706572292757,
        "expectancy_R": -0.19965433991908801,
        "pf": 0.7366976211229188,
        "max_drawdown_R": 45.726637331818075,
        "win_rate": 0.2890995260663507,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -9.69855212174939,
        "expectancy_R": -0.18299154946696963,
        "pf": 0.7598206667700528,
        "max_drawdown_R": 16.835570057614426,
        "win_rate": 0.3018867924528302,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": 5.736006619009565,
        "expectancy_R": 0.09403289539359942,
        "pf": 1.1429945267296828,
        "max_drawdown_R": 8.553714036155089,
        "win_rate": 0.39344262295081966,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2238.01,
        "rd": 38.981852321156666,
        "sl": 2199.0281476788437,
        "tp": 2315.9737046423134,
        "highest": 2250.03,
        "lowest": 2213.47,
        "bars": 8,
        "open_ts": "2026-11-06 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.28654582414335283
      },
      "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_ROCR100",
        "exit": "rr2",
        "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": "aef2ebc7bfa5c9649a41"
      },
      "train": {
        "n": 190,
        "net_R": -16.693606379368134,
        "expectancy_R": -0.0878610862072007,
        "pf": 0.8778623839528585,
        "max_drawdown_R": 24.15517807739744,
        "win_rate": 0.3263157894736842,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 61,
        "net_R": -3.513940951996453,
        "expectancy_R": -0.057605589376991034,
        "pf": 0.9195555493385454,
        "max_drawdown_R": 16.502333094067144,
        "win_rate": 0.3442622950819672,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": -5.634720120510627,
        "expectancy_R": -0.08804250188297855,
        "pf": 0.8777586407788855,
        "max_drawdown_R": 10.015319420504737,
        "win_rate": 0.328125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 90.37,
        "rd": 1.7335421143203906,
        "sl": 88.63645788567962,
        "tp": 93.83708422864079,
        "highest": 90.57,
        "lowest": 88.94,
        "bars": 7,
        "open_ts": "2026-11-06 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.44996022511157446
      },
      "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_ROCR100",
        "exit": "rr2",
        "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": "7d01f60cc5644d4ddc64"
      },
      "train": {
        "n": 187,
        "net_R": -57.274565820056594,
        "expectancy_R": -0.30628110064201386,
        "pf": 0.6197829926164615,
        "max_drawdown_R": 58.968238146367966,
        "win_rate": 0.2620320855614973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 61,
        "net_R": 0.7319121780384577,
        "expectancy_R": 0.01199856029571242,
        "pf": 1.0171847946787638,
        "max_drawdown_R": 15.57546077981726,
        "win_rate": 0.3770491803278688,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": -22.22084638225432,
        "expectancy_R": -0.38311804107335035,
        "pf": 0.5443963727507493,
        "max_drawdown_R": 24.286421707233497,
        "win_rate": 0.2413793103448276,
        "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_ROCR100",
        "exit": "rr2",
        "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": "d0c8603373e0129f7d5f"
      },
      "train": {
        "n": 188,
        "net_R": -48.92433089493646,
        "expectancy_R": -0.26023580263264073,
        "pf": 0.6677473261271655,
        "max_drawdown_R": 54.474395257848954,
        "win_rate": 0.2712765957446808,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": -12.11557827338291,
        "expectancy_R": -0.22028324133423474,
        "pf": 0.7159759066981792,
        "max_drawdown_R": 15.727260767548637,
        "win_rate": 0.2909090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 60,
        "net_R": 1.846457831773396,
        "expectancy_R": 0.030774297196223266,
        "pf": 1.0454221907188916,
        "max_drawdown_R": 6.522252718245474,
        "win_rate": 0.36666666666666664,
        "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