IAORION

Informe de investigación IND_HT_TRENDMODE

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "29939e365d1eb2db85b6",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_TRENDMODE",
  "familia": "Cycle Indicators",
  "regimen": "trend",
  "salida": "trail",
  "activos": [
    "SOLUSDT-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": 0.6666666666666666,
  "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_HT_TRENDMODE",
        "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": "3d32e6067a9c39da675b"
      },
      "train": {
        "n": 120,
        "net_R": 6.065302269141515,
        "expectancy_R": 0.0505441855761793,
        "pf": 1.0990959138409742,
        "max_drawdown_R": 12.441267040315028,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 49,
        "net_R": -10.64458793072045,
        "expectancy_R": -0.21723648838204998,
        "pf": 0.6822561251270883,
        "max_drawdown_R": 11.069076728704548,
        "win_rate": 0.20408163265306123,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": -11.404047300379215,
        "expectancy_R": -0.27152493572331465,
        "pf": 0.5574027668948279,
        "max_drawdown_R": 12.846919376633926,
        "win_rate": 0.23809523809523808,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 82418.0,
        "rd": 1467.3183321198003,
        "sl": 82689.85883882549,
        "tp": 79483.3633357604,
        "highest": 82940.81,
        "lowest": 80809.25,
        "bars": 18,
        "open_ts": "2026-10-15 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8003590647595915
      },
      "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_HT_TRENDMODE",
        "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": "8d24f7537fb420fbc37f"
      },
      "train": {
        "n": 109,
        "net_R": -6.034783539226407,
        "expectancy_R": -0.0553649865984074,
        "pf": 0.9010447483794486,
        "max_drawdown_R": 14.100811646358295,
        "win_rate": 0.28440366972477066,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 37,
        "net_R": 2.5664847489485387,
        "expectancy_R": 0.06936445267428483,
        "pf": 1.1165942855783886,
        "max_drawdown_R": 11.442191602026675,
        "win_rate": 0.2972972972972973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 40,
        "net_R": -5.554629158946743,
        "expectancy_R": -0.13886572897366858,
        "pf": 0.719567627645778,
        "max_drawdown_R": 8.424101494086809,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2440.22,
        "rd": 62.37610938303557,
        "sl": 2445.699615990006,
        "tp": 2315.4677812339287,
        "highest": 2494.0,
        "lowest": 2356.79,
        "bars": 15,
        "open_ts": "2026-10-16 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9370748124264516
      },
      "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_HT_TRENDMODE",
        "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": "e7b95bbbbc14cc65aa13"
      },
      "train": {
        "n": 96,
        "net_R": 8.389030302478531,
        "expectancy_R": 0.0873857323174847,
        "pf": 1.1768429583411792,
        "max_drawdown_R": 13.830379230989356,
        "win_rate": 0.40625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 32,
        "net_R": 3.1504173194708485,
        "expectancy_R": 0.09845054123346401,
        "pf": 1.2017832173847154,
        "max_drawdown_R": 8.544033958392905,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 5.475865939838688,
        "expectancy_R": 0.147996376752397,
        "pf": 1.2993104634435821,
        "max_drawdown_R": 8.402650885896968,
        "win_rate": 0.40540540540540543,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 106.39,
        "rd": 3.199930734140902,
        "sl": 105.86812983984346,
        "tp": 99.9901385317182,
        "highest": 107.44,
        "lowest": 101.25,
        "bars": 14,
        "open_ts": "2026-10-16 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.267430559270791
      },
      "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_HT_TRENDMODE",
        "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": "8f5e74d72c4aa90fb015"
      },
      "train": {
        "n": 101,
        "net_R": -5.021843550919259,
        "expectancy_R": -0.049721223276428306,
        "pf": 0.9064855933920193,
        "max_drawdown_R": 9.664582646731304,
        "win_rate": 0.32673267326732675,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 35,
        "net_R": 7.725187570667128,
        "expectancy_R": 0.22071964487620366,
        "pf": 1.4579367147939613,
        "max_drawdown_R": 6.506283181256691,
        "win_rate": 0.3142857142857143,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": 3.318118383294266,
        "expectancy_R": 0.07716554379754106,
        "pf": 1.1302493784511178,
        "max_drawdown_R": 11.985832169768354,
        "win_rate": 0.32558139534883723,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 733.1,
        "rd": 13.303400580396424,
        "sl": 727.9312349719798,
        "tp": 706.4931988392071,
        "highest": 736.13,
        "lowest": 710.15,
        "bars": 17,
        "open_ts": "2026-10-15 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.459720120629592
      },
      "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_HT_TRENDMODE",
        "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": "0ae8af9b79a0b20c1289"
      },
      "train": {
        "n": 107,
        "net_R": -34.58426629853618,
        "expectancy_R": -0.32321744204239417,
        "pf": 0.4222873003841622,
        "max_drawdown_R": 37.05382766284491,
        "win_rate": 0.2336448598130841,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 38,
        "net_R": -13.43539754069605,
        "expectancy_R": -0.3535630931762118,
        "pf": 0.47242047450073865,
        "max_drawdown_R": 17.130786036103718,
        "win_rate": 0.18421052631578946,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 30,
        "net_R": 12.341674260244085,
        "expectancy_R": 0.4113891420081362,
        "pf": 2.5576009240254645,
        "max_drawdown_R": 3.463910844233176,
        "win_rate": 0.6,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3442,
        "rd": 0.03950627576923432,
        "sl": 1.3229493663809988,
        "tp": 1.2651874484615315,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 17,
        "open_ts": "2026-10-15 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.7488613810012668
      },
      "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_HT_TRENDMODE",
        "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": "40544a7b3e7d61987c75"
      },
      "train": {
        "n": 128,
        "net_R": -1.0961738536292058,
        "expectancy_R": -0.00856385823147817,
        "pf": 0.9838702296335076,
        "max_drawdown_R": 20.48977209321413,
        "win_rate": 0.3515625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": -10.6487566419962,
        "expectancy_R": -0.23149470960861307,
        "pf": 0.6003673769228866,
        "max_drawdown_R": 18.370533279463572,
        "win_rate": 0.2826086956521739,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": -1.662839703663593,
        "expectancy_R": -0.046189991768433136,
        "pf": 0.9075670922693698,
        "max_drawdown_R": 6.183976717663451,
        "win_rate": 0.3611111111111111,
        "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_HT_TRENDMODE",
        "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": "69a18421250bdaabd0fb"
      },
      "train": {
        "n": 133,
        "net_R": 8.97044114264612,
        "expectancy_R": 0.0674469258845573,
        "pf": 1.1169237737207285,
        "max_drawdown_R": 26.555423811557674,
        "win_rate": 0.3458646616541353,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 47,
        "net_R": -11.29085434724788,
        "expectancy_R": -0.24023094355846553,
        "pf": 0.650844536459844,
        "max_drawdown_R": 16.83745489998983,
        "win_rate": 0.2127659574468085,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 32,
        "net_R": 5.664426744537097,
        "expectancy_R": 0.17701333576678427,
        "pf": 1.3027024422909255,
        "max_drawdown_R": 4.466360080656065,
        "win_rate": 0.34375,
        "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_HT_TRENDMODE",
        "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": "0caf18b40fc3a918cd4e"
      },
      "train": {
        "n": 103,
        "net_R": -10.250705962917333,
        "expectancy_R": -0.09952141711570227,
        "pf": 0.8417655234148004,
        "max_drawdown_R": 19.967234653162585,
        "win_rate": 0.27184466019417475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 44,
        "net_R": -12.285346905119788,
        "expectancy_R": -0.27921242966181337,
        "pf": 0.5420660775553033,
        "max_drawdown_R": 16.925767231934344,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 31,
        "net_R": -16.737374476399,
        "expectancy_R": -0.5399153056902903,
        "pf": 0.26940972403784463,
        "max_drawdown_R": 16.737374476399005,
        "win_rate": 0.1935483870967742,
        "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_HT_TRENDMODE",
        "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": "25a801521f7d4307889e"
      },
      "train": {
        "n": 111,
        "net_R": 4.311705422005528,
        "expectancy_R": 0.0388441929910408,
        "pf": 1.0664158018954049,
        "max_drawdown_R": 17.40556756864017,
        "win_rate": 0.2702702702702703,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 42,
        "net_R": -4.727482600641867,
        "expectancy_R": -0.11255910953909207,
        "pf": 0.7894136559753375,
        "max_drawdown_R": 8.552150750112153,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 42,
        "net_R": -7.6658131535593,
        "expectancy_R": -0.18251936079903097,
        "pf": 0.6863330828658767,
        "max_drawdown_R": 9.500106122585665,
        "win_rate": 0.2857142857142857,
        "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_HT_TRENDMODE",
        "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": "f7de28da204ef950408c"
      },
      "train": {
        "n": 108,
        "net_R": -16.66903563726524,
        "expectancy_R": -0.15434292256727072,
        "pf": 0.7087339941026451,
        "max_drawdown_R": 20.73962354831748,
        "win_rate": 0.35185185185185186,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 42,
        "net_R": -1.8053689324783537,
        "expectancy_R": -0.04298497458281795,
        "pf": 0.9249602543593595,
        "max_drawdown_R": 7.745502669559189,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 30,
        "net_R": -3.7810816056737604,
        "expectancy_R": -0.12603605352245867,
        "pf": 0.7789211170830639,
        "max_drawdown_R": 6.615673098469263,
        "win_rate": 0.26666666666666666,
        "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