IAORION

Informe de investigación IND_DX

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "248b79c34af68268f1d9",
  "engine_version": "3.0.0",
  "entrada": "IND_DX",
  "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_DX",
        "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": "1ff751857e4edc85b4f3"
      },
      "train": {
        "n": 560,
        "net_R": 35.468171018909764,
        "expectancy_R": 0.06333601967662458,
        "pf": 1.1815353027380413,
        "max_drawdown_R": 25.444255919954536,
        "win_rate": 0.45357142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 210,
        "net_R": 10.511728444895233,
        "expectancy_R": 0.05005584973759635,
        "pf": 1.1448398944685503,
        "max_drawdown_R": 11.974058393581869,
        "win_rate": 0.5047619047619047,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 188,
        "net_R": -3.579973165470266,
        "expectancy_R": -0.019042410454629073,
        "pf": 0.9501040679444692,
        "max_drawdown_R": 12.557566993330955,
        "win_rate": 0.4574468085106383,
        "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": null,
        "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_DX",
        "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": "f340a1141009ab404d1b"
      },
      "train": {
        "n": 563,
        "net_R": 2.304924444798555,
        "expectancy_R": 0.004094004342448588,
        "pf": 1.0115527903875026,
        "max_drawdown_R": 25.835743804665,
        "win_rate": 0.4706927175843694,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 185,
        "net_R": 18.835768584315435,
        "expectancy_R": 0.10181496532062398,
        "pf": 1.312000710984622,
        "max_drawdown_R": 8.675199314429877,
        "win_rate": 0.4756756756756757,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 196,
        "net_R": 12.670619642790792,
        "expectancy_R": 0.0646460185856673,
        "pf": 1.1963580031161813,
        "max_drawdown_R": 12.485800607165984,
        "win_rate": 0.46938775510204084,
        "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": "IND_DX",
        "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": "0f7d2d3f91c8f58f93c8"
      },
      "train": {
        "n": 550,
        "net_R": 10.644814350031181,
        "expectancy_R": 0.019354207909147603,
        "pf": 1.053781497695519,
        "max_drawdown_R": 22.13457372124294,
        "win_rate": 0.4763636363636364,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 197,
        "net_R": 7.789177228556935,
        "expectancy_R": 0.039538970703334696,
        "pf": 1.1181818841366435,
        "max_drawdown_R": 11.261053878424661,
        "win_rate": 0.49238578680203043,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 187,
        "net_R": 2.1363857826112547,
        "expectancy_R": 0.011424522901664463,
        "pf": 1.0302283985012042,
        "max_drawdown_R": 20.593106608520607,
        "win_rate": 0.41711229946524064,
        "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_DX",
        "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": "c438d1ffc85613c9eca9"
      },
      "train": {
        "n": 571,
        "net_R": -25.838763432187918,
        "expectancy_R": -0.045251774837456946,
        "pf": 0.8722727862440244,
        "max_drawdown_R": 36.46147553026317,
        "win_rate": 0.44833625218914186,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 184,
        "net_R": 21.794981086747097,
        "expectancy_R": 0.11845098416710378,
        "pf": 1.3921197683417708,
        "max_drawdown_R": 8.140053721005401,
        "win_rate": 0.5706521739130435,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 209,
        "net_R": -32.81225431629229,
        "expectancy_R": -0.15699643213536982,
        "pf": 0.6335559256067751,
        "max_drawdown_R": 37.06338810540784,
        "win_rate": 0.37799043062200954,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 718.03,
        "rd": 11.24954772787627,
        "sl": 729.2795477278762,
        "tp": 695.5309045442474,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 4,
        "open_ts": "2026-10-18 00:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.38721761135390514
      },
      "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_DX",
        "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": "017b8ba9fcca70f8e226"
      },
      "train": {
        "n": 561,
        "net_R": -25.0057581590079,
        "expectancy_R": -0.0445735439554508,
        "pf": 0.8723535178150906,
        "max_drawdown_R": 51.91366550274207,
        "win_rate": 0.4741532976827095,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 189,
        "net_R": -4.851924579018629,
        "expectancy_R": -0.025671558619146186,
        "pf": 0.9340269682524815,
        "max_drawdown_R": 17.12297052464365,
        "win_rate": 0.43915343915343913,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 180,
        "net_R": 30.844921653138677,
        "expectancy_R": 0.17136067585077042,
        "pf": 1.5541015322097045,
        "max_drawdown_R": 13.944707844821775,
        "win_rate": 0.4777777777777778,
        "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": "IND_DX",
        "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": "56ee213bf375b4802862"
      },
      "train": {
        "n": 567,
        "net_R": -32.20705597947695,
        "expectancy_R": -0.056802567865038706,
        "pf": 0.8536294290430011,
        "max_drawdown_R": 36.830602558207495,
        "win_rate": 0.43915343915343913,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 208,
        "net_R": -15.50730730748857,
        "expectancy_R": -0.07455436205523351,
        "pf": 0.8036310226127301,
        "max_drawdown_R": 19.33437882300297,
        "win_rate": 0.4519230769230769,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 225,
        "net_R": -3.7951771283130444,
        "expectancy_R": -0.016867453903613532,
        "pf": 0.9587735202047839,
        "max_drawdown_R": 22.26314133078891,
        "win_rate": 0.40444444444444444,
        "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_DX",
        "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": "498596b6471f45f74c11"
      },
      "train": {
        "n": 564,
        "net_R": -8.433527681593283,
        "expectancy_R": -0.014953063265236318,
        "pf": 0.9581704410444143,
        "max_drawdown_R": 29.06392232921516,
        "win_rate": 0.4308510638297872,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 199,
        "net_R": -9.292395481263046,
        "expectancy_R": -0.0466954546797138,
        "pf": 0.8780832525163943,
        "max_drawdown_R": 22.519268228666455,
        "win_rate": 0.4321608040201005,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 200,
        "net_R": -3.3902273630925794,
        "expectancy_R": -0.016951136815462897,
        "pf": 0.9569634550901094,
        "max_drawdown_R": 21.742196504615272,
        "win_rate": 0.415,
        "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_DX",
        "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": "98a6c207131534772466"
      },
      "train": {
        "n": 584,
        "net_R": -25.130348714849852,
        "expectancy_R": -0.04303141903227714,
        "pf": 0.8825671616036549,
        "max_drawdown_R": 27.6734117102949,
        "win_rate": 0.4486301369863014,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 205,
        "net_R": -33.487624544650345,
        "expectancy_R": -0.1633542660714651,
        "pf": 0.6329592115116478,
        "max_drawdown_R": 37.20030710419822,
        "win_rate": 0.3853658536585366,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 198,
        "net_R": -3.347866918771791,
        "expectancy_R": -0.01690841878167571,
        "pf": 0.9553401561009616,
        "max_drawdown_R": 16.4867399245336,
        "win_rate": 0.43434343434343436,
        "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_DX",
        "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": "952ed7b3c174b78a5d53"
      },
      "train": {
        "n": 598,
        "net_R": -45.934108138437466,
        "expectancy_R": -0.0768128898636078,
        "pf": 0.7964574246056023,
        "max_drawdown_R": 51.70977945085612,
        "win_rate": 0.44816053511705684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 192,
        "net_R": -37.81768076071808,
        "expectancy_R": -0.19696708729540668,
        "pf": 0.6071738003092152,
        "max_drawdown_R": 47.3886238521584,
        "win_rate": 0.390625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 194,
        "net_R": -14.50796152258909,
        "expectancy_R": -0.07478330681746953,
        "pf": 0.8050396950175256,
        "max_drawdown_R": 22.825886247770214,
        "win_rate": 0.422680412371134,
        "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_DX",
        "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": "30c60a8ce2a4dc7d7edc"
      },
      "train": {
        "n": 617,
        "net_R": -9.699452593808036,
        "expectancy_R": -0.015720344560466833,
        "pf": 0.9561746113533609,
        "max_drawdown_R": 26.998694758096907,
        "win_rate": 0.4538087520259319,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 211,
        "net_R": -19.74576875158776,
        "expectancy_R": -0.09358184242458654,
        "pf": 0.7577294231369385,
        "max_drawdown_R": 21.85904957689065,
        "win_rate": 0.4028436018957346,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 217,
        "net_R": -7.4573581929452395,
        "expectancy_R": -0.03436570595827299,
        "pf": 0.9103855270202363,
        "max_drawdown_R": 18.993124268074613,
        "win_rate": 0.4608294930875576,
        "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