IAORION

Informe de investigación IND_EMA

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "279a993a90466dcba924",
  "engine_version": "3.0.0",
  "entrada": "IND_EMA",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "rr2",
  "activos": [
    "XRPUSDT-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": 1.0,
  "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_EMA",
        "exit": "rr2",
        "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": "2d614f8300bcdf0cd5ad"
      },
      "train": {
        "n": 141,
        "net_R": 11.969279713911178,
        "expectancy_R": 0.08488850860929913,
        "pf": 1.1305986542211517,
        "max_drawdown_R": 9.405176558315292,
        "win_rate": 0.375886524822695,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": 5.54847079941624,
        "expectancy_R": 0.10088128726211346,
        "pf": 1.156572025665152,
        "max_drawdown_R": 6.324122290535581,
        "win_rate": 0.38181818181818183,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 57,
        "net_R": -5.699648337431581,
        "expectancy_R": -0.0999938304812558,
        "pf": 0.8604185242512385,
        "max_drawdown_R": 8.500084543102613,
        "win_rate": 0.3157894736842105,
        "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": "IND_EMA",
        "exit": "rr2",
        "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": "8cd16dec0c62c5830406"
      },
      "train": {
        "n": 159,
        "net_R": -18.086287885322697,
        "expectancy_R": -0.1137502382724698,
        "pf": 0.8413434219685674,
        "max_drawdown_R": 20.05983681907565,
        "win_rate": 0.3081761006289308,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 55,
        "net_R": -2.5625880365662796,
        "expectancy_R": -0.046592509755750536,
        "pf": 0.9325978658422327,
        "max_drawdown_R": 6.403942392185272,
        "win_rate": 0.32727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -9.20241710661047,
        "expectancy_R": -0.16731667466564493,
        "pf": 0.7730069289978924,
        "max_drawdown_R": 15.163631348595015,
        "win_rate": 0.2909090909090909,
        "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_EMA",
        "exit": "rr2",
        "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": "869b18222db8ab8ef544"
      },
      "train": {
        "n": 137,
        "net_R": -2.3736247237154777,
        "expectancy_R": -0.017325727910331955,
        "pf": 0.9745267719993986,
        "max_drawdown_R": 17.658822044177988,
        "win_rate": 0.3357664233576642,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": -4.5816997775867065,
        "expectancy_R": -0.07636166295977845,
        "pf": 0.8911307142774142,
        "max_drawdown_R": 8.540060900444734,
        "win_rate": 0.31666666666666665,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 45,
        "net_R": -13.716065546068936,
        "expectancy_R": -0.3048014565793097,
        "pf": 0.6114251016421346,
        "max_drawdown_R": 19.46395071741762,
        "win_rate": 0.24444444444444444,
        "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_EMA",
        "exit": "rr2",
        "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": "7e30e8a22170a3fb1d30"
      },
      "train": {
        "n": 118,
        "net_R": 33.21775757471532,
        "expectancy_R": 0.2815064201247061,
        "pf": 1.4838635355242709,
        "max_drawdown_R": 12.883616055221939,
        "win_rate": 0.4406779661016949,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 44,
        "net_R": -6.843093539536042,
        "expectancy_R": -0.15552485317127368,
        "pf": 0.7880331091820543,
        "max_drawdown_R": 12.894316147545084,
        "win_rate": 0.29545454545454547,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 54,
        "net_R": 3.149198326428773,
        "expectancy_R": 0.05831848752645876,
        "pf": 1.088020917758079,
        "max_drawdown_R": 7.577919842725139,
        "win_rate": 0.37037037037037035,
        "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": "IND_EMA",
        "exit": "rr2",
        "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": "101e91c70751909e5fe2"
      },
      "train": {
        "n": 133,
        "net_R": 33.4351963426074,
        "expectancy_R": 0.251392453703815,
        "pf": 1.4258439936089793,
        "max_drawdown_R": 7.26463802708755,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": 18.36556238450833,
        "expectancy_R": 0.35318389200977557,
        "pf": 1.6358647697019912,
        "max_drawdown_R": 4.646683791431627,
        "win_rate": 0.46153846153846156,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -3.204676407291533,
        "expectancy_R": -0.05826684376893696,
        "pf": 0.9165577731181519,
        "max_drawdown_R": 7.765610646636473,
        "win_rate": 0.32727272727272727,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_EMA",
        "exit": "rr2",
        "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": "94d56cff768019c1a73d"
      },
      "train": {
        "n": 151,
        "net_R": -28.226548012343194,
        "expectancy_R": -0.18693078153869666,
        "pf": 0.7534254145368964,
        "max_drawdown_R": 32.46868795191057,
        "win_rate": 0.2980132450331126,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 56,
        "net_R": 4.122209787217776,
        "expectancy_R": 0.07361088905746029,
        "pf": 1.1092308566346394,
        "max_drawdown_R": 5.76570258197316,
        "win_rate": 0.39285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -13.601822833014461,
        "expectancy_R": -0.24730586969117202,
        "pf": 0.6884309670057842,
        "max_drawdown_R": 17.88594998941357,
        "win_rate": 0.2909090909090909,
        "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_EMA",
        "exit": "rr2",
        "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": "9f5a23a3f6ea6d66d39f"
      },
      "train": {
        "n": 148,
        "net_R": -13.967920884322663,
        "expectancy_R": -0.09437784381299097,
        "pf": 0.8690345246566711,
        "max_drawdown_R": 24.027354752945328,
        "win_rate": 0.32432432432432434,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -0.5684307437832494,
        "expectancy_R": -0.010725108373268857,
        "pf": 0.9846134162261071,
        "max_drawdown_R": 11.196245423886467,
        "win_rate": 0.3584905660377358,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": -10.139730914850805,
        "expectancy_R": -0.1748229468077725,
        "pf": 0.7699958297063378,
        "max_drawdown_R": 16.086997004478476,
        "win_rate": 0.3103448275862069,
        "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_EMA",
        "exit": "rr2",
        "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": "17564c9cb33c1f415080"
      },
      "train": {
        "n": 141,
        "net_R": -3.1560109034082924,
        "expectancy_R": -0.02238305605254108,
        "pf": 0.9677356102977773,
        "max_drawdown_R": 24.914039601765204,
        "win_rate": 0.3475177304964539,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": 2.620572108959685,
        "expectancy_R": 0.04944475677282424,
        "pf": 1.0732170242351344,
        "max_drawdown_R": 7.9193034029096525,
        "win_rate": 0.37735849056603776,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": 9.139832625005182,
        "expectancy_R": 0.17576601201933043,
        "pf": 1.2771936884259825,
        "max_drawdown_R": 7.417354998674835,
        "win_rate": 0.4230769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 104.04,
        "rd": 1.5684041147349976,
        "sl": 105.60840411473501,
        "tp": 100.90319177053001,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 47,
        "open_ts": "2026-10-16 17:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.0882813835823169
      },
      "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_EMA",
        "exit": "rr2",
        "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": "b019d70ee1771df90f74"
      },
      "train": {
        "n": 154,
        "net_R": -12.191370846732447,
        "expectancy_R": -0.0791647457580029,
        "pf": 0.8903214396702168,
        "max_drawdown_R": 25.776433695514495,
        "win_rate": 0.33766233766233766,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 65,
        "net_R": -0.45726432818464935,
        "expectancy_R": -0.007034835818225374,
        "pf": 0.9900343787072245,
        "max_drawdown_R": 19.91993428022954,
        "win_rate": 0.36923076923076925,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": -1.3911349920178868,
        "expectancy_R": -0.025293363491234306,
        "pf": 0.9641250684224542,
        "max_drawdown_R": 9.892301604055788,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 713.86,
        "rd": 4.607139155106585,
        "sl": 718.4671391551066,
        "tp": 704.6457216897868,
        "highest": 715.21,
        "lowest": 711.36,
        "bars": 1,
        "open_ts": "2026-10-18 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.040784420368933705
      },
      "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_EMA",
        "exit": "rr2",
        "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": "c18ce5fdadcd8d6d3fce"
      },
      "train": {
        "n": 159,
        "net_R": -6.464430581510706,
        "expectancy_R": -0.040656796110130226,
        "pf": 0.9423353464186631,
        "max_drawdown_R": 16.608107898540116,
        "win_rate": 0.34591194968553457,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 49,
        "net_R": 6.197244699778468,
        "expectancy_R": 0.126474381628132,
        "pf": 1.1944813640058027,
        "max_drawdown_R": 5.112303036348388,
        "win_rate": 0.40816326530612246,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": -14.536972266819815,
        "expectancy_R": -0.27955715897730415,
        "pf": 0.6481127896257953,
        "max_drawdown_R": 17.32958323214748,
        "win_rate": 0.2692307692307692,
        "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