IAORION

Informe de investigación IND_MINUS_DI

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "0f06459917de6ce3b463",
  "engine_version": "3.0.0",
  "entrada": "IND_MINUS_DI",
  "familia": "Momentum Indicators",
  "regimen": "todo",
  "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "ae0e9d43459f1b546c76"
      },
      "train": {
        "n": 510,
        "net_R": -8.902686910060995,
        "expectancy_R": -0.017456248843256854,
        "pf": 0.9505217391638071,
        "max_drawdown_R": 19.825843450979278,
        "win_rate": 0.5490196078431373,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 181,
        "net_R": 9.276570685111874,
        "expectancy_R": 0.05125177174094958,
        "pf": 1.1619126672641296,
        "max_drawdown_R": 12.181996978448172,
        "win_rate": 0.585635359116022,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 168,
        "net_R": -8.445218409753807,
        "expectancy_R": -0.050269157200915515,
        "pf": 0.8811289679832218,
        "max_drawdown_R": 15.722904736418183,
        "win_rate": 0.5119047619047619,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 81960.01,
        "rd": 1170.261873457387,
        "sl": 83130.27187345739,
        "tp": 79619.48625308523,
        "highest": 82295.47,
        "lowest": 81003.88,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.612319977479036
      },
      "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "34f65db6fbdb4b60e81d"
      },
      "train": {
        "n": 499,
        "net_R": -36.39203071820451,
        "expectancy_R": -0.07292992127896696,
        "pf": 0.8166609616182949,
        "max_drawdown_R": 40.7059465844375,
        "win_rate": 0.5230460921843687,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 178,
        "net_R": -3.694387572644664,
        "expectancy_R": -0.02075498636317227,
        "pf": 0.9390911808526364,
        "max_drawdown_R": 12.686181966092194,
        "win_rate": 0.550561797752809,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 162,
        "net_R": -14.148083737380853,
        "expectancy_R": -0.08733385023074601,
        "pf": 0.7741455031250486,
        "max_drawdown_R": 17.88700339469957,
        "win_rate": 0.49382716049382713,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2418.24,
        "rd": 53.345769594003436,
        "sl": 2471.585769594003,
        "tp": 2311.5484608119928,
        "highest": 2421.21,
        "lowest": 2368.0,
        "bars": 1,
        "open_ts": "2026-10-18 12:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.6838587628905569
      },
      "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "2dea55ff0684be4d0335"
      },
      "train": {
        "n": 525,
        "net_R": -13.528807899541562,
        "expectancy_R": -0.02576915790388869,
        "pf": 0.9261389941881406,
        "max_drawdown_R": 19.093187707944196,
        "win_rate": 0.5714285714285714,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 192,
        "net_R": 16.93793922518035,
        "expectancy_R": 0.088218433464481,
        "pf": 1.2819691914956335,
        "max_drawdown_R": 11.873160702189944,
        "win_rate": 0.6197916666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 181,
        "net_R": -9.007134079463553,
        "expectancy_R": -0.049763171709743384,
        "pf": 0.8629912309805486,
        "max_drawdown_R": 16.627681882615065,
        "win_rate": 0.5359116022099447,
        "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "571d980e5e4b623fc4c1"
      },
      "train": {
        "n": 516,
        "net_R": -35.708287821493755,
        "expectancy_R": -0.06920210818118945,
        "pf": 0.814679007428281,
        "max_drawdown_R": 47.48622394785661,
        "win_rate": 0.5503875968992248,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 171,
        "net_R": -18.40238672364438,
        "expectancy_R": -0.1076162966294993,
        "pf": 0.728893652288273,
        "max_drawdown_R": 21.71304546237218,
        "win_rate": 0.5263157894736842,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 177,
        "net_R": -13.238862460162883,
        "expectancy_R": -0.07479583310826488,
        "pf": 0.8104568595707371,
        "max_drawdown_R": 17.55793270615337,
        "win_rate": 0.559322033898305,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 722.52,
        "rd": 11.176070341482461,
        "sl": 733.6960703414825,
        "tp": 700.1678593170351,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.791333825734215
      },
      "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "bba55347dea16173d961"
      },
      "train": {
        "n": 507,
        "net_R": -23.46799183088622,
        "expectancy_R": -0.04628795232916414,
        "pf": 0.8679680521491572,
        "max_drawdown_R": 28.717553226672216,
        "win_rate": 0.5404339250493096,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 176,
        "net_R": -1.420788769909548,
        "expectancy_R": -0.008072663465395159,
        "pf": 0.9770681248432634,
        "max_drawdown_R": 8.669440156830097,
        "win_rate": 0.5625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 178,
        "net_R": -11.328020691681242,
        "expectancy_R": -0.06364056568360249,
        "pf": 0.8205695501491304,
        "max_drawdown_R": 16.417874911273067,
        "win_rate": 0.5224719101123596,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2981,
        "rd": 0.03176012613536766,
        "sl": 1.3298601261353677,
        "tp": 1.2345797477292648,
        "highest": 1.3004,
        "lowest": 1.2687,
        "bars": 1,
        "open_ts": "2026-10-18 12:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.7246208627103607
      },
      "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "0bed3251384faf2f899e"
      },
      "train": {
        "n": 523,
        "net_R": -47.58070702505614,
        "expectancy_R": -0.09097649526779378,
        "pf": 0.7669055687857269,
        "max_drawdown_R": 50.608819359694635,
        "win_rate": 0.49521988527724664,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 197,
        "net_R": -7.55228353358506,
        "expectancy_R": -0.03833646463748761,
        "pf": 0.9004756653581879,
        "max_drawdown_R": 15.362036182239812,
        "win_rate": 0.5482233502538071,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 184,
        "net_R": -27.215227109485085,
        "expectancy_R": -0.14790884298633197,
        "pf": 0.6460141324204571,
        "max_drawdown_R": 29.44890062239338,
        "win_rate": 0.5054347826086957,
        "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "9df0b071e4619fc18555"
      },
      "train": {
        "n": 535,
        "net_R": -26.583066744903164,
        "expectancy_R": -0.04968797522411806,
        "pf": 0.861196485340978,
        "max_drawdown_R": 37.98211642441858,
        "win_rate": 0.5514018691588785,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 194,
        "net_R": -4.859347657493851,
        "expectancy_R": -0.025048183801514697,
        "pf": 0.9347877558478199,
        "max_drawdown_R": 8.334446878575184,
        "win_rate": 0.5463917525773195,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 178,
        "net_R": -24.695724176719622,
        "expectancy_R": -0.13874002346471698,
        "pf": 0.654898743400299,
        "max_drawdown_R": 28.102599971610093,
        "win_rate": 0.4887640449438202,
        "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "b1e0361494ae90e5b8ea"
      },
      "train": {
        "n": 544,
        "net_R": -36.1308745257095,
        "expectancy_R": -0.06641704876049541,
        "pf": 0.8203066310764777,
        "max_drawdown_R": 42.302585091005184,
        "win_rate": 0.5441176470588235,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 198,
        "net_R": -11.894368871486018,
        "expectancy_R": -0.06007257005801019,
        "pf": 0.8399050264187499,
        "max_drawdown_R": 13.522288431173525,
        "win_rate": 0.5505050505050505,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 175,
        "net_R": 5.094040456608081,
        "expectancy_R": 0.029108802609189032,
        "pf": 1.0884138521893072,
        "max_drawdown_R": 10.296063406473113,
        "win_rate": 0.5828571428571429,
        "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "332f952366c4c4d40ca1"
      },
      "train": {
        "n": 516,
        "net_R": -64.1283061336782,
        "expectancy_R": -0.12427966304976394,
        "pf": 0.704026216997408,
        "max_drawdown_R": 76.96747499981191,
        "win_rate": 0.4844961240310077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 190,
        "net_R": -13.815285142962193,
        "expectancy_R": -0.07271202706822207,
        "pf": 0.8164375596480157,
        "max_drawdown_R": 20.938121318324463,
        "win_rate": 0.5368421052631579,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 171,
        "net_R": -14.98193782363093,
        "expectancy_R": -0.08761367148322181,
        "pf": 0.775254755719146,
        "max_drawdown_R": 26.34532961802919,
        "win_rate": 0.5087719298245614,
        "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_MINUS_DI",
        "exit": "opp",
        "regime": "todo",
        "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": "5bd94c79957fb117e112"
      },
      "train": {
        "n": 558,
        "net_R": -36.617803139587394,
        "expectancy_R": -0.06562330311754014,
        "pf": 0.8256900686620634,
        "max_drawdown_R": 41.291597116396375,
        "win_rate": 0.532258064516129,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 174,
        "net_R": -16.594801909147947,
        "expectancy_R": -0.09537242476521808,
        "pf": 0.757741514211287,
        "max_drawdown_R": 19.965949517495922,
        "win_rate": 0.5402298850574713,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 185,
        "net_R": -1.7905540570762164,
        "expectancy_R": -0.00967867057879036,
        "pf": 0.9733415126418404,
        "max_drawdown_R": 11.75594760829216,
        "win_rate": 0.572972972972973,
        "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