Motor 3 · Investigación. No es una cuenta financiada ni una promesa de ganancias.
trend/rr2
No supera filtros de desarrollo/selección o estabilidad
{
"id": "0c77db0594a4459f3974",
"engine_version": "3.0.0",
"entrada": "IND_TSF",
"familia": "Statistic Functions",
"regimen": "trend",
"salida": "rr2",
"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_TSF",
"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": "b1464afb83758d9da167"
},
"train": {
"n": 150,
"net_R": 15.129252943538567,
"expectancy_R": 0.10086168629025712,
"pf": 1.1568330059783098,
"max_drawdown_R": 12.297330986736522,
"win_rate": 0.38,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 58,
"net_R": -3.5648144850666013,
"expectancy_R": -0.06146231870804485,
"pf": 0.9123730955005843,
"max_drawdown_R": 12.56393665716147,
"win_rate": 0.3275862068965517,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 52,
"net_R": -3.326404811090113,
"expectancy_R": -0.06396932329019447,
"pf": 0.9091534657142387,
"max_drawdown_R": 17.674777791202157,
"win_rate": 0.3269230769230769,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 81576.33,
"rd": 1233.9389589412458,
"sl": 82810.26895894125,
"tp": 79108.45208211751,
"highest": 82295.47,
"lowest": 80819.66,
"bars": 7,
"open_ts": "2026-10-17 12:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.2699065408274113
},
"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_TSF",
"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": "9f684e8e6e239628b477"
},
"train": {
"n": 145,
"net_R": -36.076277123564665,
"expectancy_R": -0.24880191119699768,
"pf": 0.6740697760162494,
"max_drawdown_R": 36.884980437827814,
"win_rate": 0.2620689655172414,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 54,
"net_R": 10.52911671016549,
"expectancy_R": 0.1949836427808424,
"pf": 1.3208854323621768,
"max_drawdown_R": 8.282896792186381,
"win_rate": 0.4074074074074074,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 49,
"net_R": -14.753812063645459,
"expectancy_R": -0.30109820538051957,
"pf": 0.6150936959379742,
"max_drawdown_R": 17.624161679329532,
"win_rate": 0.24489795918367346,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 2410.56,
"rd": 54.69452918716538,
"sl": 2465.254529187165,
"tp": 2301.170941625669,
"highest": 2430.0,
"lowest": 2356.79,
"bars": 6,
"open_ts": "2026-10-17 16:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.5266418493416575
},
"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_TSF",
"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": "1c815c0921db64b93b83"
},
"train": {
"n": 163,
"net_R": -34.99096962301944,
"expectancy_R": -0.2146685252945978,
"pf": 0.71308390567361,
"max_drawdown_R": 43.60258020266533,
"win_rate": 0.26993865030674846,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 53,
"net_R": -9.374810863101796,
"expectancy_R": -0.17688322383210936,
"pf": 0.7595549921071849,
"max_drawdown_R": 15.2678949548389,
"win_rate": 0.2830188679245283,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 58,
"net_R": 8.967180795242042,
"expectancy_R": 0.15460656543520762,
"pf": 1.2473467287075977,
"max_drawdown_R": 14.481768103286527,
"win_rate": 0.39655172413793105,
"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"
},
"BNBUSDT-4h": {
"spec": {
"version": "3.0.0",
"signal": "IND_TSF",
"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": "333a6912783d7b9e276b"
},
"train": {
"n": 135,
"net_R": -5.1699486408101265,
"expectancy_R": -0.03829591585785279,
"pf": 0.9446902720901359,
"max_drawdown_R": 19.473389896354366,
"win_rate": 0.3333333333333333,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 57,
"net_R": -11.207993446230006,
"expectancy_R": -0.19663146396894748,
"pf": 0.7367972750691141,
"max_drawdown_R": 15.676470841487491,
"win_rate": 0.2807017543859649,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 49,
"net_R": 5.6853231136008535,
"expectancy_R": 0.11602700231838477,
"pf": 1.181398384675731,
"max_drawdown_R": 9.433104139311297,
"win_rate": 0.3877551020408163,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 721.1,
"rd": 10.811168074502131,
"sl": 731.9111680745021,
"tp": 699.4776638509958,
"highest": 724.25,
"lowest": 710.15,
"bars": 7,
"open_ts": "2026-10-17 12:00:00+00:00",
"pending_exit": null,
"unreal_R": 0.6867566435777537
},
"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_TSF",
"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": "f39c55c1555e235dfd10"
},
"train": {
"n": 134,
"net_R": -42.446964558647416,
"expectancy_R": -0.31676839222871206,
"pf": 0.5976154971098459,
"max_drawdown_R": 50.592871765427,
"win_rate": 0.23880597014925373,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 55,
"net_R": -11.556239004599181,
"expectancy_R": -0.21011343644725783,
"pf": 0.7191799632631528,
"max_drawdown_R": 13.494348202188247,
"win_rate": 0.2727272727272727,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 37,
"net_R": -2.3824308721735252,
"expectancy_R": -0.06439002357225744,
"pf": 0.9082841169537319,
"max_drawdown_R": 6.945532678034934,
"win_rate": 0.32432432432432434,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"base_passed": false,
"open_position": {
"side": -1,
"entry": 1.3274,
"rd": 0.03575615165188699,
"sl": 1.3631561516518869,
"tp": 1.255887696696226,
"highest": 1.3534,
"lowest": 1.2687,
"bars": 24,
"open_ts": "2026-10-14 16:00:00+00:00",
"pending_exit": null,
"unreal_R": 1.4626685922236218
},
"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_TSF",
"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": "f446bb080673834c6b4f"
},
"train": {
"n": 142,
"net_R": -12.508169439273932,
"expectancy_R": -0.08808570027657699,
"pf": 0.8784010758347557,
"max_drawdown_R": 21.609740543178066,
"win_rate": 0.33098591549295775,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 49,
"net_R": -8.517513408853667,
"expectancy_R": -0.17382680426231972,
"pf": 0.7699952317074891,
"max_drawdown_R": 18.69291864659565,
"win_rate": 0.30612244897959184,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 55,
"net_R": -6.713203812212669,
"expectancy_R": -0.12205825113113943,
"pf": 0.8353183925456973,
"max_drawdown_R": 6.940569368598592,
"win_rate": 0.32727272727272727,
"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_TSF",
"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": "aa617b88f6deab9f31fc"
},
"train": {
"n": 158,
"net_R": -48.32118654072907,
"expectancy_R": -0.3058302945615764,
"pf": 0.6156488510972867,
"max_drawdown_R": 50.28036901494917,
"win_rate": 0.25316455696202533,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 51,
"net_R": -15.969185026501613,
"expectancy_R": -0.31312127502944337,
"pf": 0.6103808497572453,
"max_drawdown_R": 21.693202530548263,
"win_rate": 0.2549019607843137,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 38,
"net_R": 0.4313214550964273,
"expectancy_R": 0.011350564607800718,
"pf": 1.0163952468873534,
"max_drawdown_R": 7.028461456484035,
"win_rate": 0.3684210526315789,
"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_TSF",
"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": "3514d88a75569cc1d40a"
},
"train": {
"n": 140,
"net_R": -35.49576963746003,
"expectancy_R": -0.2535412116961431,
"pf": 0.6742407151889083,
"max_drawdown_R": 40.2901982406522,
"win_rate": 0.2714285714285714,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 53,
"net_R": -0.08794844085677167,
"expectancy_R": -0.00165940454446739,
"pf": 0.9976025538307481,
"max_drawdown_R": 16.11609702518782,
"win_rate": 0.3584905660377358,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 40,
"net_R": 7.976070280718709,
"expectancy_R": 0.19940175701796772,
"pf": 1.3205471255938683,
"max_drawdown_R": 6.7542318784317725,
"win_rate": 0.425,
"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_TSF",
"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": "058e82f7656df3a2406e"
},
"train": {
"n": 133,
"net_R": -7.21258931307728,
"expectancy_R": -0.05422999483516752,
"pf": 0.9241297818321372,
"max_drawdown_R": 15.659119807408194,
"win_rate": 0.3458646616541353,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 51,
"net_R": -14.541768377789147,
"expectancy_R": -0.2851327132899833,
"pf": 0.6436376532667074,
"max_drawdown_R": 23.16224020828974,
"win_rate": 0.27450980392156865,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 51,
"net_R": -2.6111585663234953,
"expectancy_R": -0.051199187574970495,
"pf": 0.9288538615625711,
"max_drawdown_R": 8.12723775417832,
"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"
},
"XRPUSDT-1h": {
"spec": {
"version": "3.0.0",
"signal": "IND_TSF",
"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": "2d5d7e980045cffc25ff"
},
"train": {
"n": 149,
"net_R": -25.13106701149721,
"expectancy_R": -0.16866487927179336,
"pf": 0.7750432627974081,
"max_drawdown_R": 36.12256007108995,
"win_rate": 0.30201342281879195,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"selection": {
"n": 45,
"net_R": 7.909896737883463,
"expectancy_R": 0.17577548306407695,
"pf": 1.278590235123815,
"max_drawdown_R": 6.407273976343872,
"win_rate": 0.4222222222222222,
"curve_kind": "ordered_trade_R_not_a_funded_portfolio",
"funding_approved": false
},
"last_20_percent": {
"n": 41,
"net_R": -4.543259015901217,
"expectancy_R": -0.11081119550978578,
"pf": 0.8478758078754174,
"max_drawdown_R": 10.04853701495392,
"win_rate": 0.3170731707317073,
"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"
}