IAORION

Informe de investigación IND_LINEARREG_SLOPE

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "05492a45a561ee2eeec8",
  "engine_version": "3.0.0",
  "entrada": "IND_LINEARREG_SLOPE",
  "familia": "Statistic Functions",
  "regimen": "trend",
  "salida": "opp",
  "activos": [],
  "discovery_assets": [],
  "descubierto": null,
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-10-18T16:00:02.050343+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_LINEARREG_SLOPE",
        "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": "a41e02c57d6dc67cd073"
      },
      "train": {
        "n": 174,
        "net_R": 36.32380519185503,
        "expectancy_R": 0.20875750110261512,
        "pf": 1.4342167015619687,
        "max_drawdown_R": 18.28295194659545,
        "win_rate": 0.3850574712643678,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -2.587810777675558,
        "expectancy_R": -0.044617427201302726,
        "pf": 0.9187888258763722,
        "max_drawdown_R": 7.821236359522092,
        "win_rate": 0.3793103448275862,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": 3.626934102749769,
        "expectancy_R": 0.06253334659913395,
        "pf": 1.128624880126661,
        "max_drawdown_R": 15.348922825828923,
        "win_rate": 0.4482758620689655,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 82069.73,
        "rd": 1128.3653032952918,
        "sl": 80941.36469670471,
        "tp": 84326.46060659058,
        "highest": 82127.68,
        "lowest": 81003.88,
        "bars": 1,
        "open_ts": "2026-10-18 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.8479959116126744
      },
      "bars": 8999,
      "start": "2022-09-09 20:00:00+00:00",
      "end": "2026-10-18 12:00:00+00:00"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "3e5f43a6f221c755df49"
      },
      "train": {
        "n": 161,
        "net_R": 1.089148848568163,
        "expectancy_R": 0.006764899680547597,
        "pf": 1.0134825765775557,
        "max_drawdown_R": 13.901304227212622,
        "win_rate": 0.2919254658385093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": 22.914186903087266,
        "expectancy_R": 0.3883760492048689,
        "pf": 1.8623431769715573,
        "max_drawdown_R": 6.2296769839322295,
        "win_rate": 0.4406779661016949,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 57,
        "net_R": -0.007894289011543099,
        "expectancy_R": -0.00013849629844812453,
        "pf": 0.9996883959487631,
        "max_drawdown_R": 8.704347418161266,
        "win_rate": 0.38596491228070173,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2022-09-09 20:00:00+00:00",
      "end": "2026-10-18 12:00:00+00:00"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "5868f225a55b76fe7684"
      },
      "train": {
        "n": 192,
        "net_R": -10.201152432757496,
        "expectancy_R": -0.05313100225394529,
        "pf": 0.8975726549510566,
        "max_drawdown_R": 36.21442909650503,
        "win_rate": 0.3229166666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 56,
        "net_R": -1.9425469755921227,
        "expectancy_R": -0.034688338849859335,
        "pf": 0.9341937995849245,
        "max_drawdown_R": 11.850432771001373,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 59,
        "net_R": -6.436308979138315,
        "expectancy_R": -0.10908998269725957,
        "pf": 0.7700021292104905,
        "max_drawdown_R": 13.725612431836225,
        "win_rate": 0.4406779661016949,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.62,
        "rd": 2.823992290897671,
        "sl": 106.44399229089768,
        "tp": 97.97201541820466,
        "highest": 104.79,
        "lowest": 101.25,
        "bars": 6,
        "open_ts": "2026-10-17 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.45576434615226025
      },
      "bars": 8999,
      "start": "2022-09-09 20:00:00+00:00",
      "end": "2026-10-18 12:00:00+00:00"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "6412a5a759fd788e0ad8"
      },
      "train": {
        "n": 159,
        "net_R": -20.658406875781466,
        "expectancy_R": -0.12992708726906582,
        "pf": 0.7541368395470376,
        "max_drawdown_R": 29.75903838021702,
        "win_rate": 0.3522012578616352,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": 16.25589408188153,
        "expectancy_R": 0.30671498267701,
        "pf": 1.757339380185754,
        "max_drawdown_R": 7.755378357753448,
        "win_rate": 0.49056603773584906,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": 4.474993279183703,
        "expectancy_R": 0.06780292847248036,
        "pf": 1.1345086835730995,
        "max_drawdown_R": 17.05379418035524,
        "win_rate": 0.3939393939393939,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2022-09-09 20:00:00+00:00",
      "end": "2026-10-18 12:00:00+00:00"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "a8799afcb02e465d7c9d"
      },
      "train": {
        "n": 169,
        "net_R": -28.53985438726981,
        "expectancy_R": -0.1688748780311823,
        "pf": 0.6859967758693312,
        "max_drawdown_R": 40.353718106568934,
        "win_rate": 0.33136094674556216,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": 7.8545700780588685,
        "expectancy_R": 0.13312830640777742,
        "pf": 1.2585965893093454,
        "max_drawdown_R": 10.201452907811548,
        "win_rate": 0.4067796610169492,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 54,
        "net_R": 27.379712774090084,
        "expectancy_R": 0.5070317180387053,
        "pf": 2.046660535673442,
        "max_drawdown_R": 5.417336772362905,
        "win_rate": 0.35185185185185186,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3073,
        "rd": 0.033540388578620295,
        "sl": 1.3408403885786202,
        "tp": 1.2402192228427593,
        "highest": 1.3076,
        "lowest": 1.2687,
        "bars": 7,
        "open_ts": "2026-10-17 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9603183315690977
      },
      "bars": 8999,
      "start": "2022-09-09 20:00:00+00:00",
      "end": "2026-10-18 12:00:00+00:00"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "527d603bc5d7be796515"
      },
      "train": {
        "n": 181,
        "net_R": -56.39470266567363,
        "expectancy_R": -0.3115729429042742,
        "pf": 0.4460809481608506,
        "max_drawdown_R": 56.479704449835694,
        "win_rate": 0.287292817679558,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 56,
        "net_R": -10.109805782468264,
        "expectancy_R": -0.18053224611550472,
        "pf": 0.6543681856110913,
        "max_drawdown_R": 10.109805782468262,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": -17.865900718968103,
        "expectancy_R": -0.2928836183437394,
        "pf": 0.5032774499440679,
        "max_drawdown_R": 18.03088143161757,
        "win_rate": 0.32786885245901637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2025-10-08 17:00:00+00:00",
      "end": "2026-10-18 15:00:00+00:00"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "9cca0585b0f89816c4cb"
      },
      "train": {
        "n": 183,
        "net_R": -17.97624521107539,
        "expectancy_R": -0.09823084814795295,
        "pf": 0.8234232962094762,
        "max_drawdown_R": 33.370393876898326,
        "win_rate": 0.31693989071038253,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 57,
        "net_R": -7.945961712754201,
        "expectancy_R": -0.13940283706586318,
        "pf": 0.7536915701742964,
        "max_drawdown_R": 16.420053661079933,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 51,
        "net_R": -5.49937039696676,
        "expectancy_R": -0.10783079209738744,
        "pf": 0.8165292161706996,
        "max_drawdown_R": 10.343729173691518,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2025-10-08 17:00:00+00:00",
      "end": "2026-10-18 15:00:00+00:00"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "f4f399bbeb288ccaef8f"
      },
      "train": {
        "n": 163,
        "net_R": -26.649929858384112,
        "expectancy_R": -0.16349650219867554,
        "pf": 0.7308222007530201,
        "max_drawdown_R": 29.518617937697694,
        "win_rate": 0.3374233128834356,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": -1.2105434349610036,
        "expectancy_R": -0.020175723916016727,
        "pf": 0.9621226817643026,
        "max_drawdown_R": 10.73348070989474,
        "win_rate": 0.36666666666666664,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": 10.188562525238186,
        "expectancy_R": 0.19593389471611897,
        "pf": 1.4169484961726413,
        "max_drawdown_R": 7.979092368147568,
        "win_rate": 0.40384615384615385,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2025-10-08 17:00:00+00:00",
      "end": "2026-10-18 15:00:00+00:00"
    },
    "BNBUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "ba2e236b0a8c6cd0fd5c"
      },
      "train": {
        "n": 165,
        "net_R": -17.286661262383618,
        "expectancy_R": -0.10476764401444617,
        "pf": 0.8128280373795355,
        "max_drawdown_R": 21.759069170766,
        "win_rate": 0.3393939393939394,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 63,
        "net_R": -22.539460530879193,
        "expectancy_R": -0.3577692147758602,
        "pf": 0.40338666484513913,
        "max_drawdown_R": 24.94247333619716,
        "win_rate": 0.30158730158730157,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": -11.34026009880404,
        "expectancy_R": -0.1859059032590826,
        "pf": 0.6825542852884509,
        "max_drawdown_R": 15.801935894920105,
        "win_rate": 0.3114754098360656,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2025-10-08 17:00:00+00:00",
      "end": "2026-10-18 15:00:00+00:00"
    },
    "XRPUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_LINEARREG_SLOPE",
        "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": "f5b03803311634ea307d"
      },
      "train": {
        "n": 177,
        "net_R": -43.177943252294824,
        "expectancy_R": -0.24394318221635494,
        "pf": 0.5862098176056239,
        "max_drawdown_R": 48.27816281264538,
        "win_rate": 0.2824858757062147,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -3.8426929887887753,
        "expectancy_R": -0.0711609812738662,
        "pf": 0.8422093629793493,
        "max_drawdown_R": 11.462408328676467,
        "win_rate": 0.42592592592592593,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": -0.4071644680037263,
        "expectancy_R": -0.0072707940714951125,
        "pf": 0.9838988829372316,
        "max_drawdown_R": 6.1154668301262,
        "win_rate": 0.4107142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": null,
      "bars": 8999,
      "start": "2025-10-08 17:00:00+00:00",
      "end": "2026-10-18 15:00:00+00:00"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo