IAORION

Informe de investigación PAT_3OUTSIDE

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "3dc64ad5fc1abc4f225b",
  "engine_version": "3.0.0",
  "entrada": "PAT_3OUTSIDE",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "rr2",
  "activos": [
    "BNBUSDT-4h",
    "ETHUSDT-1h"
  ],
  "discovery_assets": [],
  "descubierto": "2026-10-16T08:00:02.176583+00:00",
  "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": 0.5833333333333334,
  "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_3OUTSIDE",
        "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": "9ab1bdd40686290b6698"
      },
      "train": {
        "n": 106,
        "net_R": -5.480061476341181,
        "expectancy_R": -0.05169869317303001,
        "pf": 0.9258999585787845,
        "max_drawdown_R": 31.213273808427843,
        "win_rate": 0.330188679245283,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 40,
        "net_R": 3.23671644228906,
        "expectancy_R": 0.0809179110572265,
        "pf": 1.1241654981785223,
        "max_drawdown_R": 4.221638087919836,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": -6.063803906321687,
        "expectancy_R": -0.1410186954958532,
        "pf": 0.8069958245563127,
        "max_drawdown_R": 11.547382250633149,
        "win_rate": 0.3023255813953488,
        "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": "PAT_3OUTSIDE",
        "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": "1116d22e1ac8bc8587fa"
      },
      "train": {
        "n": 116,
        "net_R": -24.520336719031206,
        "expectancy_R": -0.2113822130950966,
        "pf": 0.718974082271424,
        "max_drawdown_R": 34.09654053270399,
        "win_rate": 0.27586206896551724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -4.101486387936966,
        "expectancy_R": -0.10516631763940938,
        "pf": 0.8522075976462716,
        "max_drawdown_R": 7.531778878958003,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 32,
        "net_R": 11.755813012693125,
        "expectancy_R": 0.36736915664666014,
        "pf": 1.6668297060622335,
        "max_drawdown_R": 5.134985318561332,
        "win_rate": 0.46875,
        "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": "PAT_3OUTSIDE",
        "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": "0fc041c9df12ccc10cab"
      },
      "train": {
        "n": 87,
        "net_R": -17.17148488976151,
        "expectancy_R": -0.1973733895374886,
        "pf": 0.7338841668222883,
        "max_drawdown_R": 26.530463433448627,
        "win_rate": 0.27586206896551724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 38,
        "net_R": -3.092883412216209,
        "expectancy_R": -0.08139166874253183,
        "pf": 0.8842990658735321,
        "max_drawdown_R": 7.727351104588608,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 30,
        "net_R": -7.038662099016031,
        "expectancy_R": -0.23462206996720106,
        "pf": 0.6909729019021937,
        "max_drawdown_R": 9.591428192193451,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.52,
        "rd": 3.236869988184056,
        "sl": 106.75686998818405,
        "tp": 97.04626002363189,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 11,
        "open_ts": "2026-10-16 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3667509057618935
      },
      "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_3OUTSIDE",
        "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": "5bbb0b87c92ebcfe92d0"
      },
      "train": {
        "n": 102,
        "net_R": 13.904373064146938,
        "expectancy_R": 0.1363173829818327,
        "pf": 1.2162320301231662,
        "max_drawdown_R": 9.38487518268419,
        "win_rate": 0.39215686274509803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 30,
        "net_R": 10.689358357924773,
        "expectancy_R": 0.3563119452641591,
        "pf": 1.6405349264204772,
        "max_drawdown_R": 4.169118135887397,
        "win_rate": 0.4666666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 32,
        "net_R": 2.246942594958832,
        "expectancy_R": 0.0702169560924635,
        "pf": 1.1061256970449662,
        "max_drawdown_R": 9.633643259582065,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 721.15,
        "rd": 12.39337337743221,
        "sl": 733.5433733774322,
        "tp": 696.3632532451355,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 11,
        "open_ts": "2026-10-16 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.6031141620901181
      },
      "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_3OUTSIDE",
        "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": "0439e12931658c8b7fa1"
      },
      "train": {
        "n": 109,
        "net_R": 4.4289827034256515,
        "expectancy_R": 0.04063286883876745,
        "pf": 1.0613370253930374,
        "max_drawdown_R": 13.850317679381792,
        "win_rate": 0.3577981651376147,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 46,
        "net_R": 21.573648681850997,
        "expectancy_R": 0.46899236264893474,
        "pf": 1.90917216903744,
        "max_drawdown_R": 6.326273084857948,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 45,
        "net_R": -1.7263602966300602,
        "expectancy_R": -0.03836356214733467,
        "pf": 0.9445405343245481,
        "max_drawdown_R": 8.687716076938134,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3337,
        "rd": 0.037920163881733984,
        "sl": 1.371620163881734,
        "tp": 1.257859672236532,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 15,
        "open_ts": "2026-10-16 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.545253079146783
      },
      "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_3OUTSIDE",
        "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": "cb212792f7e5f41c0445"
      },
      "train": {
        "n": 119,
        "net_R": -15.497143130666219,
        "expectancy_R": -0.13022809353501025,
        "pf": 0.8237865421919955,
        "max_drawdown_R": 17.293704001128635,
        "win_rate": 0.31932773109243695,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 42,
        "net_R": 1.7914194856088186,
        "expectancy_R": 0.04265284489544806,
        "pf": 1.0627765752007892,
        "max_drawdown_R": 9.958560992686929,
        "win_rate": 0.38095238095238093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -13.247241565169187,
        "expectancy_R": -0.32310345280900454,
        "pf": 0.6105233347792137,
        "max_drawdown_R": 18.058286270510497,
        "win_rate": 0.2682926829268293,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 82032.01,
        "rd": 714.4553218561398,
        "sl": 82746.46532185613,
        "tp": 80603.09935628771,
        "highest": 82488.01,
        "lowest": 80809.25,
        "bars": 50,
        "open_ts": "2026-10-16 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.1037022188474657
      },
      "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_3OUTSIDE",
        "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": "d0867aaba6d8b7d25b89"
      },
      "train": {
        "n": 117,
        "net_R": 13.058268792464343,
        "expectancy_R": 0.11160913497832772,
        "pf": 1.1722735314891868,
        "max_drawdown_R": 7.864501855265335,
        "win_rate": 0.39316239316239315,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 4.400365037776838,
        "expectancy_R": 0.10233407064597298,
        "pf": 1.1561326948615465,
        "max_drawdown_R": 8.44533765403797,
        "win_rate": 0.3953488372093023,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 36,
        "net_R": -0.6964191041009002,
        "expectancy_R": -0.019344975113913896,
        "pf": 0.97277627416353,
        "max_drawdown_R": 12.244273911556835,
        "win_rate": 0.3611111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 2411.43,
        "rd": 21.723624640155208,
        "sl": 2433.153624640155,
        "tp": 2367.9827507196896,
        "highest": 2429.43,
        "lowest": 2368.0,
        "bars": 10,
        "open_ts": "2026-10-18 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.3659799868364837
      },
      "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_3OUTSIDE",
        "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": "64a46a216e438f960f1f"
      },
      "train": {
        "n": 111,
        "net_R": -19.699026255258428,
        "expectancy_R": -0.17746870500232817,
        "pf": 0.7637740601669123,
        "max_drawdown_R": 24.325224746951925,
        "win_rate": 0.2972972972972973,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": -11.832778758340465,
        "expectancy_R": -0.3034045835471914,
        "pf": 0.6202136800723692,
        "max_drawdown_R": 20.417958561664086,
        "win_rate": 0.2564102564102564,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": -0.533788128100309,
        "expectancy_R": -0.0136868750794951,
        "pf": 0.9804373034367322,
        "max_drawdown_R": 8.579553993827403,
        "win_rate": 0.358974358974359,
        "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": "PAT_3OUTSIDE",
        "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": "36e8295c1a7c2255338f"
      },
      "train": {
        "n": 114,
        "net_R": -7.694225986576207,
        "expectancy_R": -0.06749321040856322,
        "pf": 0.9065749553792849,
        "max_drawdown_R": 16.365193267485903,
        "win_rate": 0.34210526315789475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 41,
        "net_R": -3.3902933986819743,
        "expectancy_R": -0.0826900828946823,
        "pf": 0.8862476806922005,
        "max_drawdown_R": 14.691004559324787,
        "win_rate": 0.34146341463414637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 34,
        "net_R": -10.975495461530466,
        "expectancy_R": -0.3228086900450137,
        "pf": 0.6079961405480557,
        "max_drawdown_R": 15.431586969451423,
        "win_rate": 0.2647058823529412,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 720.23,
        "rd": 5.982453605997602,
        "sl": 726.2124536059977,
        "tp": 708.2650927880048,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 45,
        "open_ts": "2026-10-16 19:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.0957097926222803
      },
      "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_3OUTSIDE",
        "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": "fc34b6111a0aad9430ba"
      },
      "train": {
        "n": 124,
        "net_R": -16.40149411082782,
        "expectancy_R": -0.13227011379699855,
        "pf": 0.8202252087939119,
        "max_drawdown_R": 18.126174728277814,
        "win_rate": 0.31451612903225806,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 39,
        "net_R": 20.289877090652908,
        "expectancy_R": 0.52025325873469,
        "pf": 2.02673064970149,
        "max_drawdown_R": 6.500369351048139,
        "win_rate": 0.5384615384615384,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 33,
        "net_R": -11.652756545438976,
        "expectancy_R": -0.353113834710272,
        "pf": 0.5676321436302637,
        "max_drawdown_R": 16.18564417783397,
        "win_rate": 0.24242424242424243,
        "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