IAORION

Informe de investigación IND_WILLR

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "28e60fab4c13b954bc3d",
  "engine_version": "3.0.0",
  "entrada": "IND_WILLR",
  "familia": "Momentum Indicators",
  "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_WILLR",
        "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": "a001079311dfad7d95b1"
      },
      "train": {
        "n": 207,
        "net_R": 26.60379700907222,
        "expectancy_R": 0.12852075849793343,
        "pf": 1.2364952421310718,
        "max_drawdown_R": 16.10687727650658,
        "win_rate": 0.3188405797101449,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": -14.197434503278526,
        "expectancy_R": -0.1820183910676734,
        "pf": 0.702107939840221,
        "max_drawdown_R": 19.86444202413183,
        "win_rate": 0.32051282051282054,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -5.202156710014634,
        "expectancy_R": -0.07225217652798104,
        "pf": 0.8713097592632343,
        "max_drawdown_R": 17.720078395363323,
        "win_rate": 0.3194444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 81615.91,
        "rd": 1380.0310324435,
        "sl": 80414.86116117451,
        "tp": 84375.972064887,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 10,
        "open_ts": "2026-10-17 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.364374151144748
      },
      "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_WILLR",
        "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": "35d604556a9883c7b3a2"
      },
      "train": {
        "n": 199,
        "net_R": -21.972967855812065,
        "expectancy_R": -0.1104169238985531,
        "pf": 0.8008850069545888,
        "max_drawdown_R": 41.83176409038861,
        "win_rate": 0.3165829145728643,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": -9.003017424137202,
        "expectancy_R": -0.11846075558075266,
        "pf": 0.8186991109014957,
        "max_drawdown_R": 18.599178152845095,
        "win_rate": 0.2894736842105263,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 73,
        "net_R": -18.337034539202865,
        "expectancy_R": -0.2511922539616831,
        "pf": 0.5574161688297649,
        "max_drawdown_R": 18.337034539202865,
        "win_rate": 0.2602739726027397,
        "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_WILLR",
        "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": "2207965128d30fc12e61"
      },
      "train": {
        "n": 215,
        "net_R": 6.434373056732441,
        "expectancy_R": 0.029927316542941586,
        "pf": 1.055391032602599,
        "max_drawdown_R": 27.493322172467963,
        "win_rate": 0.3209302325581395,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": -16.691729594473955,
        "expectancy_R": -0.24190912455759356,
        "pf": 0.5910506867990001,
        "max_drawdown_R": 20.704891573679436,
        "win_rate": 0.30434782608695654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": 19.9496230035971,
        "expectancy_R": 0.3022670152060167,
        "pf": 1.7031969327239274,
        "max_drawdown_R": 6.2250678052461,
        "win_rate": 0.4393939393939394,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 104.53,
        "rd": 2.846596015408392,
        "sl": 101.6834039845916,
        "tp": 110.22319203081679,
        "highest": 104.59,
        "lowest": 101.75,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.844299643149466
      },
      "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_WILLR",
        "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": "54a55745f66642fba667"
      },
      "train": {
        "n": 189,
        "net_R": -18.794239525149294,
        "expectancy_R": -0.09944042076798568,
        "pf": 0.8213268277239109,
        "max_drawdown_R": 36.262319092294504,
        "win_rate": 0.31216931216931215,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 72,
        "net_R": 7.470010535325574,
        "expectancy_R": 0.10375014632396631,
        "pf": 1.1956697648230548,
        "max_drawdown_R": 12.484992671015972,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": -17.11058989955773,
        "expectancy_R": -0.2553819387993691,
        "pf": 0.5587845572888621,
        "max_drawdown_R": 23.062204101563516,
        "win_rate": 0.3283582089552239,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 722.52,
        "rd": 11.176070341482461,
        "sl": 711.3439296585175,
        "tp": 744.8721406829649,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.9069375183133922
      },
      "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_WILLR",
        "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": "eddb1cd687c3a6739b30"
      },
      "train": {
        "n": 206,
        "net_R": -25.06735714524447,
        "expectancy_R": -0.12168619973419645,
        "pf": 0.7811115766588465,
        "max_drawdown_R": 36.98918282289858,
        "win_rate": 0.3155339805825243,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 74,
        "net_R": -6.642952588444517,
        "expectancy_R": -0.08976962957357455,
        "pf": 0.8487521114389665,
        "max_drawdown_R": 15.188369806009252,
        "win_rate": 0.2702702702702703,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": 19.779316842404707,
        "expectancy_R": 0.35320208647151263,
        "pf": 1.8080243155919247,
        "max_drawdown_R": 6.577441420128443,
        "win_rate": 0.39285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3088,
        "rd": 0.03805902550810164,
        "sl": 1.3229493663809988,
        "tp": 1.2326819489837968,
        "highest": 1.3154,
        "lowest": 1.2687,
        "bars": 12,
        "open_ts": "2026-10-16 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.885695299603095
      },
      "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_WILLR",
        "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": "844c57167bda9ee45422"
      },
      "train": {
        "n": 220,
        "net_R": -39.072491530552384,
        "expectancy_R": -0.17760223422978355,
        "pf": 0.703972133228386,
        "max_drawdown_R": 41.33325416525129,
        "win_rate": 0.31363636363636366,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": -16.8119795962135,
        "expectancy_R": -0.24365187820599277,
        "pf": 0.6502644559901968,
        "max_drawdown_R": 19.128846004832678,
        "win_rate": 0.2898550724637681,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": 4.9236229399276645,
        "expectancy_R": 0.0724062197048186,
        "pf": 1.1180477526617205,
        "max_drawdown_R": 13.917877193415716,
        "win_rate": 0.27941176470588236,
        "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_WILLR",
        "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": "9a69c244799570c1b573"
      },
      "train": {
        "n": 204,
        "net_R": -8.577583412580566,
        "expectancy_R": -0.04204697751264983,
        "pf": 0.9248695785059353,
        "max_drawdown_R": 24.243660786958483,
        "win_rate": 0.3088235294117647,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": -1.2051180228223144,
        "expectancy_R": -0.017465478591627746,
        "pf": 0.9698365393883912,
        "max_drawdown_R": 10.465362280600388,
        "win_rate": 0.3188405797101449,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": 19.3705401224073,
        "expectancy_R": 0.3521916385892236,
        "pf": 1.7127989908685455,
        "max_drawdown_R": 6.521371811935736,
        "win_rate": 0.43636363636363634,
        "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_WILLR",
        "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": "0ae57045cabf827c3ec7"
      },
      "train": {
        "n": 175,
        "net_R": -15.556417766334489,
        "expectancy_R": -0.08889381580762565,
        "pf": 0.8451647123966831,
        "max_drawdown_R": 20.410052356143964,
        "win_rate": 0.30857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": 1.8205118765947208,
        "expectancy_R": 0.03138813580335725,
        "pf": 1.0560282482457342,
        "max_drawdown_R": 10.506912392076096,
        "win_rate": 0.3103448275862069,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": -9.057596491510196,
        "expectancy_R": -0.1393476383309261,
        "pf": 0.787990667124073,
        "max_drawdown_R": 9.691038311264084,
        "win_rate": 0.26153846153846155,
        "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_WILLR",
        "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": "661d5608b1136513a4bd"
      },
      "train": {
        "n": 173,
        "net_R": 14.037907077716874,
        "expectancy_R": 0.08114397154749638,
        "pf": 1.1506167637194704,
        "max_drawdown_R": 19.93965294889761,
        "win_rate": 0.35260115606936415,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": -23.453370557924593,
        "expectancy_R": -0.30859698102532357,
        "pf": 0.5315622439306645,
        "max_drawdown_R": 24.982780453054627,
        "win_rate": 0.2236842105263158,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 59,
        "net_R": 1.1340489228612503,
        "expectancy_R": 0.019221168184088987,
        "pf": 1.036381048534623,
        "max_drawdown_R": 9.204762324269032,
        "win_rate": 0.3898305084745763,
        "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_WILLR",
        "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": "9835cb7733248a2e5f21"
      },
      "train": {
        "n": 192,
        "net_R": -14.755786206415998,
        "expectancy_R": -0.07685305315841666,
        "pf": 0.8703737143269188,
        "max_drawdown_R": 23.248283267369878,
        "win_rate": 0.3020833333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": -11.882064334187952,
        "expectancy_R": -0.19164619893851534,
        "pf": 0.6867599747941581,
        "max_drawdown_R": 17.668501041279377,
        "win_rate": 0.3225806451612903,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": 18.871695218199566,
        "expectancy_R": 0.3369945574678494,
        "pf": 1.7254523824731456,
        "max_drawdown_R": 5.413902689115886,
        "win_rate": 0.39285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2948,
        "rd": 0.0129958423749069,
        "sl": 1.2911270178783358,
        "tp": 1.2688083152501861,
        "highest": 1.3041,
        "lowest": 1.2687,
        "bars": 10,
        "open_ts": "2026-10-18 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.5170774953432866
      },
      "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