IAORION

Informe de investigación PAT_DRAGONFLYDOJI

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "1a8519f6a0b901c94f29",
  "engine_version": "3.0.0",
  "entrada": "PAT_DRAGONFLYDOJI",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "opp",
  "activos": [
    "ETHUSDT-4h"
  ],
  "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": 0.6666666666666666,
  "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": "PAT_DRAGONFLYDOJI",
        "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": "fe8c7ace8762593c5c72"
      },
      "train": {
        "n": 34,
        "net_R": 73.08104367656871,
        "expectancy_R": 2.1494424610755503,
        "pf": 3.2692132199174013,
        "max_drawdown_R": 12.540266175623454,
        "win_rate": 0.08823529411764706,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": -6.420269809792128,
        "expectancy_R": -0.4585907006994377,
        "pf": 0.5243558375373826,
        "max_drawdown_R": 11.454924703877246,
        "win_rate": 0.07142857142857142,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 9,
        "net_R": 6.383494799464957,
        "expectancy_R": 0.7092771999405508,
        "pf": 1.8814694618494798,
        "max_drawdown_R": 4.130302773216915,
        "win_rate": 0.2222222222222222,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 81573.58,
        "rd": 1330.6704808213253,
        "sl": 80242.90951917868,
        "tp": 84234.92096164265,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 9,
        "open_ts": "2026-10-17 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.34606667137890923
      },
      "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": "PAT_DRAGONFLYDOJI",
        "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": "cd51a9b9fdad54284cca"
      },
      "train": {
        "n": 31,
        "net_R": 57.0674733481213,
        "expectancy_R": 1.840886237036171,
        "pf": 3.2963322038341034,
        "max_drawdown_R": 5.2760230636147725,
        "win_rate": 0.22580645161290322,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": 27.752819996084465,
        "expectancy_R": 1.9823442854346047,
        "pf": 3.2586856817530547,
        "max_drawdown_R": 6.141461147313695,
        "win_rate": 0.14285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 8,
        "net_R": 1.7320261938567532,
        "expectancy_R": 0.21650327423209415,
        "pf": 1.2801046208122089,
        "max_drawdown_R": 3.1171509303975307,
        "win_rate": 0.25,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "1be269e19f50080a5d6b"
      },
      "train": {
        "n": 33,
        "net_R": 28.54419892309061,
        "expectancy_R": 0.8649757249421397,
        "pf": 1.9294848293565439,
        "max_drawdown_R": 12.325707788152117,
        "win_rate": 0.09090909090909091,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 12,
        "net_R": -4.733916229003174,
        "expectancy_R": -0.39449301908359785,
        "pf": 0.5807323986418503,
        "max_drawdown_R": 8.227438974768418,
        "win_rate": 0.08333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 3.8142211179107326,
        "expectancy_R": 0.38142211179107327,
        "pf": 1.4622185432372117,
        "max_drawdown_R": 5.845185568338189,
        "win_rate": 0.2,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "68c3256d6d32aeac71b6"
      },
      "train": {
        "n": 30,
        "net_R": 41.68764745726917,
        "expectancy_R": 1.389588248575639,
        "pf": 2.5982284447087407,
        "max_drawdown_R": 12.602527641672564,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": 11.401868721355426,
        "expectancy_R": 1.9003114535592376,
        "pf": 3.200686598622551,
        "max_drawdown_R": 4.123436828589421,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 14,
        "net_R": 4.300063988730097,
        "expectancy_R": 0.3071474277664355,
        "pf": 1.3445862540551528,
        "max_drawdown_R": 6.236560788538151,
        "win_rate": 0.14285714285714285,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "61876e8ac362f084e45d"
      },
      "train": {
        "n": 31,
        "net_R": 6.529991416636246,
        "expectancy_R": 0.21064488440762086,
        "pf": 1.233046650487787,
        "max_drawdown_R": 13.42831311132187,
        "win_rate": 0.0967741935483871,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -8.934722816760708,
        "expectancy_R": -0.8934722816760707,
        "pf": 0.031047078457777502,
        "max_drawdown_R": 8.934722816760708,
        "win_rate": 0.1,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 22.63587446318077,
        "expectancy_R": 2.263587446318077,
        "pf": 3.425961618631904,
        "max_drawdown_R": 8.292204309549795,
        "win_rate": 0.1,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "97c582885d0b357f8831"
      },
      "train": {
        "n": 37,
        "net_R": 14.19938053805958,
        "expectancy_R": 0.38376704156917785,
        "pf": 1.4382654222672804,
        "max_drawdown_R": 9.526212798388267,
        "win_rate": 0.16216216216216217,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -4.390424788701108,
        "expectancy_R": -0.48782497652234535,
        "pf": 0.49727009079646484,
        "max_drawdown_R": 7.623623147005471,
        "win_rate": 0.1111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 8,
        "net_R": 56.14995190523779,
        "expectancy_R": 7.018743988154724,
        "pf": 9.529942108730404,
        "max_drawdown_R": 3.248948294336408,
        "win_rate": 0.25,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "7160f9387469d2ca3052"
      },
      "train": {
        "n": 32,
        "net_R": 4.41914781439505,
        "expectancy_R": 0.1380983691998453,
        "pf": 1.148149734115192,
        "max_drawdown_R": 10.995104644114441,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": -15.018504652627392,
        "expectancy_R": -1.072750332330528,
        "pf": 0.0,
        "max_drawdown_R": 15.018504652627389,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 18.595260282663954,
        "expectancy_R": 1.8595260282663955,
        "pf": 3.45170322142933,
        "max_drawdown_R": 4.302393960297003,
        "win_rate": 0.3,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "62454334cd215fac58e9"
      },
      "train": {
        "n": 33,
        "net_R": -16.17271494096698,
        "expectancy_R": -0.49008227093839335,
        "pf": 0.5089320418712867,
        "max_drawdown_R": 28.21181547229143,
        "win_rate": 0.06060606060606061,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": -14.020659972936807,
        "expectancy_R": -1.0785123056105237,
        "pf": 0.0,
        "max_drawdown_R": 14.020659972936805,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 8,
        "net_R": 32.51060406935416,
        "expectancy_R": 4.06382550866927,
        "pf": 6.026378628762111,
        "max_drawdown_R": 3.2071427309833638,
        "win_rate": 0.25,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "6a8c6ef83958ef493266"
      },
      "train": {
        "n": 34,
        "net_R": -34.572331263077174,
        "expectancy_R": -1.0168332724434463,
        "pf": 0.033459849652331355,
        "max_drawdown_R": 35.76916204737213,
        "win_rate": 0.029411764705882353,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -9.996739886843446,
        "expectancy_R": -1.1107488763159385,
        "pf": 0.0,
        "max_drawdown_R": 9.996739886843446,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": -10.359712551490166,
        "expectancy_R": -0.6474820344681353,
        "pf": 0.3748379153430101,
        "max_drawdown_R": 10.359712551490164,
        "win_rate": 0.0625,
        "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": "PAT_DRAGONFLYDOJI",
        "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": "0a165815c95edeb02f90"
      },
      "train": {
        "n": 29,
        "net_R": -12.642885872480615,
        "expectancy_R": -0.43596158180967637,
        "pf": 0.5096485910129503,
        "max_drawdown_R": 17.62682070920252,
        "win_rate": 0.13793103448275862,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -10.837108343564418,
        "expectancy_R": -1.0837108343564419,
        "pf": 0.0,
        "max_drawdown_R": 10.837108343564418,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 7,
        "net_R": 7.829997576129446,
        "expectancy_R": 1.1185710823042065,
        "pf": 2.2228448580549727,
        "max_drawdown_R": 5.299310946078614,
        "win_rate": 0.14285714285714285,
        "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