IAORION

Informe de investigación IND_DEMA

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "3d34d878ed28ef089b33",
  "engine_version": "3.0.0",
  "entrada": "IND_DEMA",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "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_DEMA",
        "exit": "trail",
        "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": "fbd0715dd80fe974b5ce"
      },
      "train": {
        "n": 220,
        "net_R": 29.224897616043005,
        "expectancy_R": 0.13284044370928638,
        "pf": 1.2477562179858137,
        "max_drawdown_R": 13.590943587179165,
        "win_rate": 0.36818181818181817,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -3.501298003398424,
        "expectancy_R": -0.04168211908807647,
        "pf": 0.9312120710169478,
        "max_drawdown_R": 8.475250352993577,
        "win_rate": 0.32142857142857145,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 78,
        "net_R": -11.185597756591529,
        "expectancy_R": -0.14340509944348115,
        "pf": 0.7494507770325003,
        "max_drawdown_R": 19.76337067664648,
        "win_rate": 0.23076923076923078,
        "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_DEMA",
        "exit": "trail",
        "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": "2cd9c4e09addaa87ac2f"
      },
      "train": {
        "n": 221,
        "net_R": 23.74097705321897,
        "expectancy_R": 0.10742523553492747,
        "pf": 1.2058618171731101,
        "max_drawdown_R": 11.240413065499407,
        "win_rate": 0.3665158371040724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": 1.4964442706186798,
        "expectancy_R": 0.021687598124908402,
        "pf": 1.0422069731504104,
        "max_drawdown_R": 12.267356318860852,
        "win_rate": 0.391304347826087,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 81,
        "net_R": 10.83117394980271,
        "expectancy_R": 0.1337181969111446,
        "pf": 1.2380460343489963,
        "max_drawdown_R": 14.899699021071019,
        "win_rate": 0.2716049382716049,
        "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_DEMA",
        "exit": "trail",
        "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": "e832bc0553a045f8e1f0"
      },
      "train": {
        "n": 211,
        "net_R": 20.13402782390883,
        "expectancy_R": 0.0954219328147338,
        "pf": 1.1796129743791959,
        "max_drawdown_R": 19.7109440549686,
        "win_rate": 0.36018957345971564,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -10.536506776618646,
        "expectancy_R": -0.123958903254337,
        "pf": 0.792948111447402,
        "max_drawdown_R": 13.60149225739421,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 86,
        "net_R": -4.32943210167404,
        "expectancy_R": -0.05034223374039581,
        "pf": 0.9076724475488552,
        "max_drawdown_R": 11.360342599677638,
        "win_rate": 0.3372093023255814,
        "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_DEMA",
        "exit": "trail",
        "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": "a48fd9f86789fed82c18"
      },
      "train": {
        "n": 213,
        "net_R": 5.754572350031744,
        "expectancy_R": 0.027016771596393162,
        "pf": 1.0510240632285461,
        "max_drawdown_R": 19.180167634335064,
        "win_rate": 0.352112676056338,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": -10.018465583397985,
        "expectancy_R": -0.13182191557102613,
        "pf": 0.7817398009155624,
        "max_drawdown_R": 12.898774905496868,
        "win_rate": 0.27631578947368424,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": 6.1080789605165124,
        "expectancy_R": 0.08144105280688684,
        "pf": 1.1687288019959523,
        "max_drawdown_R": 9.827649218808094,
        "win_rate": 0.4266666666666667,
        "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_DEMA",
        "exit": "trail",
        "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": "bc6b909c48d3c3bd03ad"
      },
      "train": {
        "n": 222,
        "net_R": 29.457051897498385,
        "expectancy_R": 0.13268942296170444,
        "pf": 1.260865860515384,
        "max_drawdown_R": 19.36257766686589,
        "win_rate": 0.33783783783783783,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 74,
        "net_R": 0.047571734755575745,
        "expectancy_R": 0.0006428612804807533,
        "pf": 1.0012758264358703,
        "max_drawdown_R": 15.497431887504396,
        "win_rate": 0.3783783783783784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 78,
        "net_R": -0.10949518106125769,
        "expectancy_R": -0.0014037843725802268,
        "pf": 0.9976360402074519,
        "max_drawdown_R": 24.681706051820253,
        "win_rate": 0.3076923076923077,
        "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_DEMA",
        "exit": "trail",
        "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": "7afa68346351881b968a"
      },
      "train": {
        "n": 221,
        "net_R": -21.75616235149623,
        "expectancy_R": -0.09844417353618204,
        "pf": 0.8401670506897932,
        "max_drawdown_R": 38.50530586433195,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": -8.971333174034228,
        "expectancy_R": -0.11961777565378971,
        "pf": 0.7883838326709611,
        "max_drawdown_R": 17.56161769424088,
        "win_rate": 0.38666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 74,
        "net_R": -0.5408715764901335,
        "expectancy_R": -0.007309075357974777,
        "pf": 0.9873563721556972,
        "max_drawdown_R": 15.191162719531613,
        "win_rate": 0.3108108108108108,
        "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_DEMA",
        "exit": "trail",
        "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": "4d30f05dfaffa2de2369"
      },
      "train": {
        "n": 224,
        "net_R": -6.040719096141093,
        "expectancy_R": -0.026967495964915593,
        "pf": 0.9512294645084696,
        "max_drawdown_R": 26.32382771396334,
        "win_rate": 0.3169642857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": -1.8849689694208926,
        "expectancy_R": -0.023562112117761158,
        "pf": 0.9603362159140074,
        "max_drawdown_R": 11.511567033916622,
        "win_rate": 0.35,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": -3.9773064024202065,
        "expectancy_R": -0.04850373661488057,
        "pf": 0.9197358171321067,
        "max_drawdown_R": 13.44940611380661,
        "win_rate": 0.32926829268292684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2396.04,
        "rd": 21.01329931458013,
        "sl": 2404.806504385681,
        "tp": 2354.01340137084,
        "highest": 2397.96,
        "lowest": 2368.0,
        "bars": 2,
        "open_ts": "2026-10-18 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.6800912977089816
      },
      "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_DEMA",
        "exit": "trail",
        "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": "5c69f0ef25a6371b07f4"
      },
      "train": {
        "n": 228,
        "net_R": 6.452773008806087,
        "expectancy_R": 0.02830163600353547,
        "pf": 1.0517438975294837,
        "max_drawdown_R": 25.124535565895698,
        "win_rate": 0.32456140350877194,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 74,
        "net_R": 2.768652731389186,
        "expectancy_R": 0.03741422609985386,
        "pf": 1.0667213871462424,
        "max_drawdown_R": 7.318821920978346,
        "win_rate": 0.32432432432432434,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 73,
        "net_R": 5.670432053002106,
        "expectancy_R": 0.07767715141098774,
        "pf": 1.1231170966567734,
        "max_drawdown_R": 14.18260867402755,
        "win_rate": 0.2876712328767123,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 102.95,
        "rd": 1.1602630492959172,
        "sl": 103.73060400331595,
        "tp": 100.62947390140818,
        "highest": 103.05,
        "lowest": 101.75,
        "bars": 2,
        "open_ts": "2026-10-18 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5321293308225767
      },
      "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_DEMA",
        "exit": "trail",
        "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": "388afe29e3f699750e45"
      },
      "train": {
        "n": 245,
        "net_R": -24.223588324835916,
        "expectancy_R": -0.09887178908096292,
        "pf": 0.8254356187444215,
        "max_drawdown_R": 27.64020220144512,
        "win_rate": 0.3224489795918367,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": 1.2121843784222623,
        "expectancy_R": 0.013468715315802914,
        "pf": 1.0231566849587495,
        "max_drawdown_R": 14.588849966809466,
        "win_rate": 0.34444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": 16.233469165153267,
        "expectancy_R": 0.22546484951601758,
        "pf": 1.4085776539579578,
        "max_drawdown_R": 7.927661426400773,
        "win_rate": 0.4166666666666667,
        "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_DEMA",
        "exit": "trail",
        "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": "12d7ad025cd28d6e4baf"
      },
      "train": {
        "n": 222,
        "net_R": -11.027375271514266,
        "expectancy_R": -0.04967286158339759,
        "pf": 0.9127744372883253,
        "max_drawdown_R": 25.806715126867275,
        "win_rate": 0.32882882882882886,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 68,
        "net_R": -9.843569977431436,
        "expectancy_R": -0.1447583820210505,
        "pf": 0.7460166862700832,
        "max_drawdown_R": 11.655731704026978,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": 8.665906175971415,
        "expectancy_R": 0.12035980799960298,
        "pf": 1.198332331530891,
        "max_drawdown_R": 12.148474514999474,
        "win_rate": 0.3333333333333333,
        "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