IAORION

Informe de investigación PAT_SEPARATINGLINES

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "218e1dde846920ddff1c",
  "engine_version": "3.0.0",
  "entrada": "PAT_SEPARATINGLINES",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "trail",
  "activos": [
    "ETHUSDT-1h"
  ],
  "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": 0.5,
  "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "ce2c0c3d15fdf4f62b71"
      },
      "train": {
        "n": 32,
        "net_R": 8.184265659563529,
        "expectancy_R": 0.2557583018613603,
        "pf": 1.551160433908069,
        "max_drawdown_R": 5.140068945944994,
        "win_rate": 0.4375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 8,
        "net_R": 1.2138888184877734,
        "expectancy_R": 0.15173610231097168,
        "pf": 1.195425091662267,
        "max_drawdown_R": 4.091411746219798,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 0.22985650948147685,
        "expectancy_R": 0.022985650948147685,
        "pf": 1.0465251859261593,
        "max_drawdown_R": 3.2340136573910687,
        "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": "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "6b3a5dc4e4f2ae0dea21"
      },
      "train": {
        "n": 34,
        "net_R": -3.9552923274616534,
        "expectancy_R": -0.11633212727828392,
        "pf": 0.7760877464016707,
        "max_drawdown_R": 9.26648655112085,
        "win_rate": 0.3235294117647059,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -2.244008314875814,
        "expectancy_R": -0.24933425720842375,
        "pf": 0.36517512078465564,
        "max_drawdown_R": 3.0336215886908535,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 9,
        "net_R": 1.5610018251687465,
        "expectancy_R": 0.17344464724097183,
        "pf": 1.3382353205802693,
        "max_drawdown_R": 3.9943494077974586,
        "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": "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "3e897ad2e757b16167b4"
      },
      "train": {
        "n": 27,
        "net_R": 6.769430971584006,
        "expectancy_R": 0.25071966561422243,
        "pf": 1.523231076123716,
        "max_drawdown_R": 5.115124282570688,
        "win_rate": 0.4074074074074074,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 8,
        "net_R": 12.462253170476348,
        "expectancy_R": 1.5577816463095435,
        "pf": 6.542481151690892,
        "max_drawdown_R": 1.0139430519089212,
        "win_rate": 0.625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 11,
        "net_R": 6.039709530311693,
        "expectancy_R": 0.5490645027556085,
        "pf": 2.351443919224452,
        "max_drawdown_R": 3.4297787157953805,
        "win_rate": 0.5454545454545454,
        "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "a822f6e3dd15a6156058"
      },
      "train": {
        "n": 33,
        "net_R": -4.883449871966042,
        "expectancy_R": -0.14798332945351644,
        "pf": 0.7344898124102323,
        "max_drawdown_R": 8.235999592491819,
        "win_rate": 0.30303030303030304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -1.227969258747665,
        "expectancy_R": -0.13644102874974054,
        "pf": 0.8281322706808646,
        "max_drawdown_R": 7.144850657027601,
        "win_rate": 0.2222222222222222,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": 6.557061145611247,
        "expectancy_R": 0.5464217621342705,
        "pf": 1.92562273565719,
        "max_drawdown_R": 3.994096982576255,
        "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": "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "6047bb751716daf7cfad"
      },
      "train": {
        "n": 40,
        "net_R": -10.50838679826592,
        "expectancy_R": -0.262709669956648,
        "pf": 0.5317983199084529,
        "max_drawdown_R": 11.688490087198538,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": -4.903173507300746,
        "expectancy_R": -0.3771671928692882,
        "pf": 0.4623697925368323,
        "max_drawdown_R": 4.993528287533272,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 5.119447741633982,
        "expectancy_R": 0.5119447741633982,
        "pf": 1.9558743206760165,
        "max_drawdown_R": 2.218727491036655,
        "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": "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "98da83b34b7232a55a23"
      },
      "train": {
        "n": 35,
        "net_R": -2.876999830893956,
        "expectancy_R": -0.08219999516839874,
        "pf": 0.8146533183707596,
        "max_drawdown_R": 11.045752196914464,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": 0.5692607254568279,
        "expectancy_R": 0.08132296077954684,
        "pf": 1.0963958448171798,
        "max_drawdown_R": 3.690973319009344,
        "win_rate": 0.14285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 6,
        "net_R": -2.0631681229143455,
        "expectancy_R": -0.3438613538190576,
        "pf": 0.475219300453925,
        "max_drawdown_R": 2.243264140440754,
        "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"
    },
    "ETHUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_SEPARATINGLINES",
        "exit": "trail",
        "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": "055daae6e7d75e76573f"
      },
      "train": {
        "n": 34,
        "net_R": 15.42515138854962,
        "expectancy_R": 0.4536809231926359,
        "pf": 1.777025711926209,
        "max_drawdown_R": 7.33889339696645,
        "win_rate": 0.4117647058823529,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": 1.5895850451468507,
        "expectancy_R": 0.1222757727036039,
        "pf": 1.2673100634729955,
        "max_drawdown_R": 3.748113531351245,
        "win_rate": 0.46153846153846156,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": -4.321748023920026,
        "expectancy_R": -0.3601456686600022,
        "pf": 0.2950537082198971,
        "max_drawdown_R": 4.513097465344882,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "fa6f8d77cfcf49e43077"
      },
      "train": {
        "n": 31,
        "net_R": -12.807671036180304,
        "expectancy_R": -0.41315067858646143,
        "pf": 0.2788352329822592,
        "max_drawdown_R": 12.807671036180304,
        "win_rate": 0.25806451612903225,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -1.3063607256967193,
        "expectancy_R": -0.14515119174407992,
        "pf": 0.7553879680692215,
        "max_drawdown_R": 4.217315902208244,
        "win_rate": 0.2222222222222222,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 7,
        "net_R": 1.1103822961057865,
        "expectancy_R": 0.15862604230082664,
        "pf": 1.2585692928694316,
        "max_drawdown_R": 1.3449792600074808,
        "win_rate": 0.42857142857142855,
        "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "d9e2d2487e9cd21b1b28"
      },
      "train": {
        "n": 29,
        "net_R": -6.6585945535852495,
        "expectancy_R": -0.22960670874431896,
        "pf": 0.6827776863158038,
        "max_drawdown_R": 8.716825993686586,
        "win_rate": 0.20689655172413793,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 19,
        "net_R": 3.1804770207207875,
        "expectancy_R": 0.16739352740635724,
        "pf": 1.322890691944079,
        "max_drawdown_R": 2.3361451777775732,
        "win_rate": 0.47368421052631576,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 14,
        "net_R": -5.6211802238134965,
        "expectancy_R": -0.4015128731295355,
        "pf": 0.47399040583014335,
        "max_drawdown_R": 7.948993760016506,
        "win_rate": 0.21428571428571427,
        "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_SEPARATINGLINES",
        "exit": "trail",
        "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": "9feb72f7ca1a1c96c9ba"
      },
      "train": {
        "n": 29,
        "net_R": -5.91419197424208,
        "expectancy_R": -0.20393765428420965,
        "pf": 0.7043757190200317,
        "max_drawdown_R": 9.247285085807464,
        "win_rate": 0.27586206896551724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 6,
        "net_R": -0.2995940940070327,
        "expectancy_R": -0.04993234900117211,
        "pf": 0.9072032963162173,
        "max_drawdown_R": 1.0948295151808285,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 0.08498333889884901,
        "expectancy_R": 0.008498333889884902,
        "pf": 1.0149669229075775,
        "max_drawdown_R": 3.7005429932581864,
        "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"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo