IAORION

Informe de investigación IND_MAMA

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "1da5db7bd4475b23596a",
  "engine_version": "3.0.0",
  "entrada": "IND_MAMA",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "salida": "trail",
  "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_MAMA",
        "exit": "trail",
        "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": "e9d0688f5f74ec4ce0be"
      },
      "train": {
        "n": 121,
        "net_R": -2.8604441732505936,
        "expectancy_R": -0.023640034489674326,
        "pf": 0.9592447963564136,
        "max_drawdown_R": 19.927354649670708,
        "win_rate": 0.34710743801652894,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 41,
        "net_R": -7.8718855801747125,
        "expectancy_R": -0.19199720927255395,
        "pf": 0.6938472988111536,
        "max_drawdown_R": 13.70697257960894,
        "win_rate": 0.2682926829268293,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 40,
        "net_R": 11.48527917598775,
        "expectancy_R": 0.28713197939969376,
        "pf": 1.558947991435817,
        "max_drawdown_R": 7.548987970222317,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 81738.87,
        "rd": 1282.9349567802592,
        "sl": 82700.26883882549,
        "tp": 79173.00008643948,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 8,
        "open_ts": "2026-10-17 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3862418569087875
      },
      "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_MAMA",
        "exit": "trail",
        "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": "79ec0a5f9676a4609925"
      },
      "train": {
        "n": 104,
        "net_R": -20.097433398835854,
        "expectancy_R": -0.19324455191188322,
        "pf": 0.6558695879296701,
        "max_drawdown_R": 30.09410087664028,
        "win_rate": 0.2403846153846154,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 36,
        "net_R": 9.509312705435642,
        "expectancy_R": 0.2641475751509901,
        "pf": 1.6613840575100176,
        "max_drawdown_R": 6.091087495089248,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": -10.283309872314318,
        "expectancy_R": -0.2856474964531755,
        "pf": 0.41872998269453787,
        "max_drawdown_R": 11.21709660255376,
        "win_rate": 0.2222222222222222,
        "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": 2445.699615990006,
        "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_MAMA",
        "exit": "trail",
        "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": "62a22c409c13c1c128ae"
      },
      "train": {
        "n": 130,
        "net_R": -12.34476527811333,
        "expectancy_R": -0.09495973290856408,
        "pf": 0.8407421518402906,
        "max_drawdown_R": 23.672807291822313,
        "win_rate": 0.27692307692307694,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 38,
        "net_R": -7.766713918411405,
        "expectancy_R": -0.2043872083792475,
        "pf": 0.5951860942130918,
        "max_drawdown_R": 12.004190375727235,
        "win_rate": 0.2631578947368421,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": 1.7865731550221466,
        "expectancy_R": 0.04253745607195587,
        "pf": 1.079191843946375,
        "max_drawdown_R": 7.3855043559048354,
        "win_rate": 0.30952380952380953,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 104.67,
        "rd": 2.8770971483133385,
        "sl": 105.86812983984346,
        "tp": 98.91580570337332,
        "highest": 104.79,
        "lowest": 101.25,
        "bars": 7,
        "open_ts": "2026-10-17 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8121206478445715
      },
      "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_MAMA",
        "exit": "trail",
        "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": "29fe1926db6b4565cad0"
      },
      "train": {
        "n": 84,
        "net_R": 14.617844257339822,
        "expectancy_R": 0.1740219554445217,
        "pf": 1.3513940155442652,
        "max_drawdown_R": 9.821955475802486,
        "win_rate": 0.34523809523809523,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": -1.7907882404870574,
        "expectancy_R": -0.04476970601217643,
        "pf": 0.9042511288188084,
        "max_drawdown_R": 6.904726476182665,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": -1.0893739734675583,
        "expectancy_R": -0.025937475558751387,
        "pf": 0.9503421578483502,
        "max_drawdown_R": 6.3882798807824965,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 722.54,
        "rd": 11.678219473132561,
        "sl": 727.9312349719798,
        "tp": 699.1835610537348,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 9,
        "open_ts": "2026-10-17 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7590192597761066
      },
      "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_MAMA",
        "exit": "trail",
        "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": "ca000684dd6e93554c9b"
      },
      "train": {
        "n": 128,
        "net_R": -29.752237798701152,
        "expectancy_R": -0.23243935780235275,
        "pf": 0.5952113617936601,
        "max_drawdown_R": 30.31483002672664,
        "win_rate": 0.2890625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -8.452726654637756,
        "expectancy_R": -0.2167365808881476,
        "pf": 0.6552419178545196,
        "max_drawdown_R": 12.267368311725875,
        "win_rate": 0.28205128205128205,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 34,
        "net_R": -0.40638227562595897,
        "expectancy_R": -0.011952419871351734,
        "pf": 0.9817488897570651,
        "max_drawdown_R": 9.818682526832468,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3087,
        "rd": 0.036156663245008644,
        "sl": 1.3229493663809988,
        "tp": 1.2363866735099827,
        "highest": 1.3126,
        "lowest": 1.2687,
        "bars": 9,
        "open_ts": "2026-10-17 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9295312947507552
      },
      "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_MAMA",
        "exit": "trail",
        "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": "1ba8523b7058e3a1b922"
      },
      "train": {
        "n": 118,
        "net_R": -14.626044281514396,
        "expectancy_R": -0.12394952780944403,
        "pf": 0.7946997430125213,
        "max_drawdown_R": 29.05574554478039,
        "win_rate": 0.288135593220339,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -0.29111143455352595,
        "expectancy_R": -0.007464395757782716,
        "pf": 0.9875719657245174,
        "max_drawdown_R": 11.541847665006424,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 35,
        "net_R": 7.436238637753332,
        "expectancy_R": 0.21246396107866664,
        "pf": 1.3848683948703029,
        "max_drawdown_R": 5.818743871062996,
        "win_rate": 0.4,
        "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_MAMA",
        "exit": "trail",
        "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": "a5821da6b0daa6c14af4"
      },
      "train": {
        "n": 127,
        "net_R": -22.890449562763365,
        "expectancy_R": -0.1802397603367194,
        "pf": 0.6961972285204862,
        "max_drawdown_R": 29.379279187756044,
        "win_rate": 0.29133858267716534,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": 2.916770432712447,
        "expectancy_R": 0.06205894537686057,
        "pf": 1.1070566311242056,
        "max_drawdown_R": 10.251078787896262,
        "win_rate": 0.3829787234042553,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 33,
        "net_R": 2.006530172295931,
        "expectancy_R": 0.060803944615028215,
        "pf": 1.113055467638158,
        "max_drawdown_R": 8.244326186206461,
        "win_rate": 0.3333333333333333,
        "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_MAMA",
        "exit": "trail",
        "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": "7e16cd3f7b502a03780d"
      },
      "train": {
        "n": 104,
        "net_R": -14.792904162626865,
        "expectancy_R": -0.14223946310218138,
        "pf": 0.7661748431515283,
        "max_drawdown_R": 26.46565849531171,
        "win_rate": 0.2980769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 44,
        "net_R": -4.193181506949101,
        "expectancy_R": -0.09529957970338866,
        "pf": 0.8474704516996137,
        "max_drawdown_R": 14.807719696419031,
        "win_rate": 0.29545454545454547,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 32,
        "net_R": 4.71506295245835,
        "expectancy_R": 0.14734571726432344,
        "pf": 1.244456924423241,
        "max_drawdown_R": 8.15995301344692,
        "win_rate": 0.3125,
        "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_MAMA",
        "exit": "trail",
        "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": "5edb03123d19d0f46069"
      },
      "train": {
        "n": 114,
        "net_R": -17.918058078359003,
        "expectancy_R": -0.15717594805578072,
        "pf": 0.7511423832123584,
        "max_drawdown_R": 21.38650728101177,
        "win_rate": 0.2807017543859649,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 49,
        "net_R": -25.665709555919907,
        "expectancy_R": -0.523789990937141,
        "pf": 0.27378380085352455,
        "max_drawdown_R": 26.769167466021166,
        "win_rate": 0.1836734693877551,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 38,
        "net_R": 0.14431013126146808,
        "expectancy_R": 0.003797635033196528,
        "pf": 1.0062431122915918,
        "max_drawdown_R": 9.425243379100216,
        "win_rate": 0.34210526315789475,
        "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_MAMA",
        "exit": "trail",
        "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": "62a3166a14a6d188e722"
      },
      "train": {
        "n": 94,
        "net_R": -8.832643692722126,
        "expectancy_R": -0.09396429460342687,
        "pf": 0.8369242951330056,
        "max_drawdown_R": 16.102218340793232,
        "win_rate": 0.2872340425531915,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 36,
        "net_R": 3.061916139773844,
        "expectancy_R": 0.085053226104829,
        "pf": 1.1767670697159995,
        "max_drawdown_R": 4.127105957750661,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 26,
        "net_R": -4.665533102684688,
        "expectancy_R": -0.17944358087248802,
        "pf": 0.6753115366712991,
        "max_drawdown_R": 6.537960381264432,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2828,
        "rd": 0.013055496650417215,
        "sl": 1.2911270178783358,
        "tp": 1.2566890066991656,
        "highest": 1.2838,
        "lowest": 1.2687,
        "bars": 2,
        "open_ts": "2026-10-18 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.591452030264443
      },
      "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