IAORION

Informe de investigación IND_SAR

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

trend/opp

Filtros históricos aprobados; forward insuficiente

{
  "id": "0811c42854fc61cc7b8e",
  "engine_version": "3.0.0",
  "entrada": "IND_SAR",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "salida": "opp",
  "activos": [
    "BTCUSDT-4h",
    "ETHUSDT-4h"
  ],
  "discovery_assets": [
    "BTCUSDT-4h",
    "ETHUSDT-4h"
  ],
  "descubierto": "2026-10-13T08:39:15.136458+00:00",
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-10-18T16:00:02.050343+00:00",
  "categoria": "OBSERVACION",
  "base_passed": true,
  "walk_forward": 0.8333333333333334,
  "forward": {
    "n": 3,
    "net_R": 2.9805200132513088,
    "expectancy_R": 0.9935066710837696,
    "pf": null,
    "max_drawdown_R": 0.0,
    "win_rate": 1.0,
    "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
    "funding_approved": false
  },
  "funding_approved": false,
  "p_revienta": null,
  "risk_probability_status": "not_estimated",
  "razon": "Filtros históricos aprobados; forward insuficiente",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_SAR",
        "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": "11f02d129c5b7bf2113a"
      },
      "train": {
        "n": 132,
        "net_R": 20.952345228241022,
        "expectancy_R": 0.15872988809273503,
        "pf": 1.3125838876583866,
        "max_drawdown_R": 14.433087490870658,
        "win_rate": 0.4393939393939394,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": 7.709533145823229,
        "expectancy_R": 0.14276913233005978,
        "pf": 1.2870137488890174,
        "max_drawdown_R": 9.347558236218635,
        "win_rate": 0.42592592592592593,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": 4.694125938245394,
        "expectancy_R": 0.10668468041466804,
        "pf": 1.2201977052614326,
        "max_drawdown_R": 6.777416677549489,
        "win_rate": 0.45454545454545453,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": null,
      "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_SAR",
        "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": "b17cba1e1f32eb21c105"
      },
      "train": {
        "n": 119,
        "net_R": 28.578186235072188,
        "expectancy_R": 0.2401528255048083,
        "pf": 1.4831635838810417,
        "max_drawdown_R": 7.632300746780622,
        "win_rate": 0.4369747899159664,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 42,
        "net_R": 10.445093733092506,
        "expectancy_R": 0.24869270793077394,
        "pf": 1.5377246751054858,
        "max_drawdown_R": 7.8467619324678335,
        "win_rate": 0.47619047619047616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 5.538215303900056,
        "expectancy_R": 0.14200552061282196,
        "pf": 1.3220749417601043,
        "max_drawdown_R": 6.350477026331644,
        "win_rate": 0.4358974358974359,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_SAR",
        "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": "2dcb2bdad61f99a6e57b"
      },
      "train": {
        "n": 152,
        "net_R": 18.17760814556184,
        "expectancy_R": 0.11958952727343317,
        "pf": 1.2116133331811245,
        "max_drawdown_R": 19.104544528352324,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -9.424710842431137,
        "expectancy_R": -0.17453168226724328,
        "pf": 0.6850674788733702,
        "max_drawdown_R": 14.179311192010783,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": 5.520316412654,
        "expectancy_R": 0.15334212257372223,
        "pf": 1.24859882117015,
        "max_drawdown_R": 9.066562813098637,
        "win_rate": 0.3888888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.77,
        "rd": 3.229599987562165,
        "sl": 106.99959998756216,
        "tp": 97.31080002487566,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 12,
        "open_ts": "2026-10-16 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.4449467443442427
      },
      "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_SAR",
        "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": "083344116a3bfbe26fa6"
      },
      "train": {
        "n": 118,
        "net_R": -19.975794347263513,
        "expectancy_R": -0.1692863927734196,
        "pf": 0.7242612362217877,
        "max_drawdown_R": 27.916963550783997,
        "win_rate": 0.3305084745762712,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 48,
        "net_R": 3.505700575585479,
        "expectancy_R": 0.07303542865803081,
        "pf": 1.1359562495887583,
        "max_drawdown_R": 7.9157758643476885,
        "win_rate": 0.4375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 5.541862153380686,
        "expectancy_R": 0.14209902957386375,
        "pf": 1.2213501359447854,
        "max_drawdown_R": 8.879292563555872,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 732.13,
        "rd": 12.382851387736517,
        "sl": 744.5128513877365,
        "tp": 707.3642972245269,
        "highest": 732.24,
        "lowest": 710.15,
        "bars": 13,
        "open_ts": "2026-10-16 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.4899377713821107
      },
      "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_SAR",
        "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": "c0ba59a524918a459997"
      },
      "train": {
        "n": 106,
        "net_R": 7.360152292695607,
        "expectancy_R": 0.06943539898769441,
        "pf": 1.1414264111112258,
        "max_drawdown_R": 12.617826554518963,
        "win_rate": 0.4339622641509434,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 44,
        "net_R": 6.053777631190343,
        "expectancy_R": 0.13758585525432598,
        "pf": 1.2555743988269616,
        "max_drawdown_R": 8.339198907472928,
        "win_rate": 0.4090909090909091,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 38,
        "net_R": 13.168716420569229,
        "expectancy_R": 0.34654516896234816,
        "pf": 1.6545111087647213,
        "max_drawdown_R": 9.208595603804817,
        "win_rate": 0.47368421052631576,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_SAR",
        "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": "7797285e84bbfc5aae21"
      },
      "train": {
        "n": 144,
        "net_R": -30.51357058113693,
        "expectancy_R": -0.21189979570233977,
        "pf": 0.6764747117382685,
        "max_drawdown_R": 33.77955847721311,
        "win_rate": 0.3263888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 45,
        "net_R": 7.752177048037919,
        "expectancy_R": 0.1722706010675093,
        "pf": 1.3637717695644156,
        "max_drawdown_R": 6.280546341520454,
        "win_rate": 0.5333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": -18.501886807893875,
        "expectancy_R": -0.4302764373928808,
        "pf": 0.42178145746809065,
        "max_drawdown_R": 21.921354304821246,
        "win_rate": 0.23255813953488372,
        "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_SAR",
        "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": "4f3ab7334565085581e5"
      },
      "train": {
        "n": 137,
        "net_R": -24.253068619116082,
        "expectancy_R": -0.17702969794975243,
        "pf": 0.7236409945341234,
        "max_drawdown_R": 24.94819335814157,
        "win_rate": 0.32116788321167883,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 10.578448528093706,
        "expectancy_R": 0.24601043088590013,
        "pf": 1.4917448334687167,
        "max_drawdown_R": 8.977593859668744,
        "win_rate": 0.4883720930232558,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": -6.741956525919263,
        "expectancy_R": -0.18221504124106117,
        "pf": 0.7435959736134992,
        "max_drawdown_R": 8.471531194149629,
        "win_rate": 0.32432432432432434,
        "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_SAR",
        "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": "9784c6e54dd6479ffdbd"
      },
      "train": {
        "n": 132,
        "net_R": -20.055676266248547,
        "expectancy_R": -0.15193694141097383,
        "pf": 0.7520339567137517,
        "max_drawdown_R": 24.843694259360895,
        "win_rate": 0.3787878787878788,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": 2.9704862076373075,
        "expectancy_R": 0.06457578712255016,
        "pf": 1.1426881918911982,
        "max_drawdown_R": 4.1167028144717435,
        "win_rate": 0.4782608695652174,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 16.070507888364794,
        "expectancy_R": 0.4120643048298665,
        "pf": 1.8111719569684566,
        "max_drawdown_R": 5.283833868225667,
        "win_rate": 0.46153846153846156,
        "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_SAR",
        "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": "4c57e33558f2c5b7c41f"
      },
      "train": {
        "n": 116,
        "net_R": -11.432517510533533,
        "expectancy_R": -0.09855618543563391,
        "pf": 0.8398913170833413,
        "max_drawdown_R": 16.124254120028375,
        "win_rate": 0.35344827586206895,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 51,
        "net_R": -12.665747590454927,
        "expectancy_R": -0.24834799196970445,
        "pf": 0.5980690154448974,
        "max_drawdown_R": 15.19198631183997,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": -11.649574584400124,
        "expectancy_R": -0.2773708234380982,
        "pf": 0.6173325005943778,
        "max_drawdown_R": 13.491140057649394,
        "win_rate": 0.2619047619047619,
        "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_SAR",
        "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": "9e1b9a647aa69ce9a4b4"
      },
      "train": {
        "n": 121,
        "net_R": -15.571464207110974,
        "expectancy_R": -0.1286897868356279,
        "pf": 0.7684665376831487,
        "max_drawdown_R": 21.591696228903388,
        "win_rate": 0.3884297520661157,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 8.982412591236272,
        "expectancy_R": 0.20889331607526215,
        "pf": 1.4606534927006487,
        "max_drawdown_R": 8.661297518070228,
        "win_rate": 0.4883720930232558,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": -9.98471772068057,
        "expectancy_R": -0.25601840309437357,
        "pf": 0.6192339232329904,
        "max_drawdown_R": 11.041773957913959,
        "win_rate": 0.3076923076923077,
        "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