IAORION

Informe de investigación PAT_ENGULFING

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "32b89592d221a767b8ec",
  "engine_version": "3.0.0",
  "entrada": "PAT_ENGULFING",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "rr2",
  "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": "PAT_ENGULFING",
        "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": "8726662ffab2b1579f4c"
      },
      "train": {
        "n": 288,
        "net_R": 3.323288589868068,
        "expectancy_R": 0.011539196492597457,
        "pf": 1.0170894619334219,
        "max_drawdown_R": 16.93695811643919,
        "win_rate": 0.3506944444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 104,
        "net_R": -27.738460390366,
        "expectancy_R": -0.26671596529198077,
        "pf": 0.6556567619950043,
        "max_drawdown_R": 32.643649566934414,
        "win_rate": 0.25961538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": 1.8503397027876165,
        "expectancy_R": 0.01637468763528864,
        "pf": 1.024209497008401,
        "max_drawdown_R": 13.41396480466749,
        "win_rate": 0.35398230088495575,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 81573.58,
        "rd": 1330.6704808213253,
        "sl": 82904.25048082133,
        "tp": 78912.23903835735,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 9,
        "open_ts": "2026-10-17 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.2482202023420097
      },
      "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_ENGULFING",
        "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": "8090f3eba9705209696c"
      },
      "train": {
        "n": 269,
        "net_R": -9.26630854967878,
        "expectancy_R": -0.03444724367910327,
        "pf": 0.9500737213746112,
        "max_drawdown_R": 29.112375144530724,
        "win_rate": 0.3345724907063197,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 97,
        "net_R": 11.349513980302481,
        "expectancy_R": 0.11700529876600496,
        "pf": 1.1843300455142562,
        "max_drawdown_R": 9.353317956186947,
        "win_rate": 0.38144329896907214,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 109,
        "net_R": -29.259950565469868,
        "expectancy_R": -0.2684399134446777,
        "pf": 0.6523418511271405,
        "max_drawdown_R": 38.74113744690608,
        "win_rate": 0.25688073394495414,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2402.81,
        "rd": 56.091375091416765,
        "sl": 2458.901375091417,
        "tp": 2290.6272498171666,
        "highest": 2430.0,
        "lowest": 2368.0,
        "bars": 4,
        "open_ts": "2026-10-18 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3754216306104139
      },
      "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_ENGULFING",
        "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": "252e5f10e9013f1ac1eb"
      },
      "train": {
        "n": 269,
        "net_R": 0.46464557728967115,
        "expectancy_R": 0.0017273069787720116,
        "pf": 1.0025637421364078,
        "max_drawdown_R": 41.725513907616474,
        "win_rate": 0.3420074349442379,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": -11.645730394288153,
        "expectancy_R": -0.11763364034634498,
        "pf": 0.8356191018905272,
        "max_drawdown_R": 18.44387749905498,
        "win_rate": 0.30303030303030304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": -32.9244344336513,
        "expectancy_R": -0.3165811003235702,
        "pf": 0.5984982047459688,
        "max_drawdown_R": 33.83166726284248,
        "win_rate": 0.2403846153846154,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 106.19,
        "rd": 3.0754361090256026,
        "sl": 109.2654361090256,
        "tp": 100.03912778194879,
        "highest": 108.67,
        "lowest": 100.62,
        "bars": 31,
        "open_ts": "2026-10-13 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.2537376369758606
      },
      "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_ENGULFING",
        "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": "7e3570c554be69201842"
      },
      "train": {
        "n": 271,
        "net_R": 42.45933213869655,
        "expectancy_R": 0.15667650235681385,
        "pf": 1.2511428584182018,
        "max_drawdown_R": 18.115349376474867,
        "win_rate": 0.3985239852398524,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": -2.3206771994959148,
        "expectancy_R": -0.022530846597047717,
        "pf": 0.9672577512561432,
        "max_drawdown_R": 14.566532359827645,
        "win_rate": 0.33980582524271846,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 109,
        "net_R": 2.538126013003524,
        "expectancy_R": 0.02328555975232591,
        "pf": 1.034518610216116,
        "max_drawdown_R": 15.965950741431717,
        "win_rate": 0.3577981651376147,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 721.1,
        "rd": 10.811168074502131,
        "sl": 731.9111680745021,
        "tp": 699.4776638509958,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 7,
        "open_ts": "2026-10-17 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.6867566435777537
      },
      "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_ENGULFING",
        "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": "5e0b6f0ace8f86a79be9"
      },
      "train": {
        "n": 294,
        "net_R": 32.4429839810688,
        "expectancy_R": 0.11035028564989388,
        "pf": 1.172767360034979,
        "max_drawdown_R": 15.562404581437082,
        "win_rate": 0.38095238095238093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 111,
        "net_R": -15.351998891080783,
        "expectancy_R": -0.13830629631604308,
        "pf": 0.8087534806283507,
        "max_drawdown_R": 19.3729635264974,
        "win_rate": 0.2972972972972973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -0.23637141271547724,
        "expectancy_R": -0.002813945389469967,
        "pf": 0.9958670853537485,
        "max_drawdown_R": 10.782647950589489,
        "win_rate": 0.34523809523809523,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3274,
        "rd": 0.03575615165188699,
        "sl": 1.3631561516518869,
        "tp": 1.255887696696226,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 24,
        "open_ts": "2026-10-14 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.4626685922236218
      },
      "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_ENGULFING",
        "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": "710c62f7c4b939d69901"
      },
      "train": {
        "n": 315,
        "net_R": -13.716754199928388,
        "expectancy_R": -0.04354525142834409,
        "pf": 0.938412655412743,
        "max_drawdown_R": 39.18051287151401,
        "win_rate": 0.346031746031746,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 97,
        "net_R": 15.955798523210682,
        "expectancy_R": 0.16449276828052248,
        "pf": 1.2572365769664338,
        "max_drawdown_R": 9.749841164136372,
        "win_rate": 0.422680412371134,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 96,
        "net_R": -2.0835957267983733,
        "expectancy_R": -0.021704122154149724,
        "pf": 0.9693097190504394,
        "max_drawdown_R": 15.67083397023995,
        "win_rate": 0.3645833333333333,
        "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_ENGULFING",
        "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": "905d3947996b4c528ba6"
      },
      "train": {
        "n": 299,
        "net_R": -31.849045800553753,
        "expectancy_R": -0.10651854782793897,
        "pf": 0.853342680415273,
        "max_drawdown_R": 37.026742027545694,
        "win_rate": 0.3210702341137124,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 103,
        "net_R": 5.8243000180808115,
        "expectancy_R": 0.05654660211728943,
        "pf": 1.084366593627872,
        "max_drawdown_R": 8.534031915875463,
        "win_rate": 0.3786407766990291,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 94,
        "net_R": 10.555867922543447,
        "expectancy_R": 0.1122964672611005,
        "pf": 1.1711792640545686,
        "max_drawdown_R": 13.633000814233355,
        "win_rate": 0.40425531914893614,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2411.91,
        "rd": 32.360074159153015,
        "sl": 2444.270074159153,
        "tp": 2347.1898516816937,
        "highest": 2441.66,
        "lowest": 2356.79,
        "bars": 46,
        "open_ts": "2026-10-16 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.931821736615859
      },
      "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_ENGULFING",
        "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": "6bd7ae201cbe6a688ee8"
      },
      "train": {
        "n": 296,
        "net_R": -48.844778476802944,
        "expectancy_R": -0.16501614350271265,
        "pf": 0.77904884550229,
        "max_drawdown_R": 52.269710440614645,
        "win_rate": 0.30067567567567566,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 97,
        "net_R": 0.0539752118794361,
        "expectancy_R": 0.0005564454832931557,
        "pf": 1.0008031745910906,
        "max_drawdown_R": 11.816844598213596,
        "win_rate": 0.36082474226804123,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 100,
        "net_R": -18.42447129509424,
        "expectancy_R": -0.18424471295094239,
        "pf": 0.7568601229996261,
        "max_drawdown_R": 21.7324136387015,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.7,
        "rd": 1.6354839089982474,
        "sl": 105.33548390899826,
        "tp": 100.42903218200351,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 46,
        "open_ts": "2026-10-16 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8358596452577289
      },
      "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_ENGULFING",
        "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": "77bfdb81a0453be35ad2"
      },
      "train": {
        "n": 304,
        "net_R": -47.96002060326242,
        "expectancy_R": -0.15776322566862638,
        "pf": 0.7905432533101449,
        "max_drawdown_R": 57.7028809136625,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 100,
        "net_R": -3.2669325064392813,
        "expectancy_R": -0.032669325064392817,
        "pf": 0.9543271585988318,
        "max_drawdown_R": 24.631508135680413,
        "win_rate": 0.36,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 96,
        "net_R": -26.119503045641853,
        "expectancy_R": -0.27207815672543595,
        "pf": 0.6601160014371128,
        "max_drawdown_R": 33.307155416918086,
        "win_rate": 0.28125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 721.61,
        "rd": 5.953109058944843,
        "sl": 727.5631090589449,
        "tp": 709.7037818821103,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 46,
        "open_ts": "2026-10-16 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.3328181831438466
      },
      "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_ENGULFING",
        "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": "f91ba0d20608d3ab2528"
      },
      "train": {
        "n": 271,
        "net_R": -33.883562608539535,
        "expectancy_R": -0.1250315963414743,
        "pf": 0.8300219719301934,
        "max_drawdown_R": 44.615749160960114,
        "win_rate": 0.3173431734317343,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": -8.719671743190181,
        "expectancy_R": -0.09375991121709873,
        "pf": 0.8716461697836431,
        "max_drawdown_R": 15.727406164004906,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": 2.409024717357535,
        "expectancy_R": 0.0286788656828278,
        "pf": 1.0422523000856911,
        "max_drawdown_R": 12.967221991074139,
        "win_rate": 0.36904761904761907,
        "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