IAORION

Informe de investigación IND_HT_TRENDLINE

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "43a05ef128df5e8906ad",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_TRENDLINE",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "salida": "rr2",
  "activos": [
    "ETHUSDT-4h",
    "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": 0.5,
  "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_TRENDLINE",
        "exit": "rr2",
        "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": "c25f47263e8cd985e2b9"
      },
      "train": {
        "n": 50,
        "net_R": 8.01488925104933,
        "expectancy_R": 0.16029778502098663,
        "pf": 1.25721142748686,
        "max_drawdown_R": 5.482691570178,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": -4.723331829432087,
        "expectancy_R": -0.29520823933950546,
        "pf": 0.6224540004157793,
        "max_drawdown_R": 5.531431401327301,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 18,
        "net_R": -3.787721429974935,
        "expectancy_R": -0.21042896833194083,
        "pf": 0.7215263336516302,
        "max_drawdown_R": 5.4967566698449,
        "win_rate": 0.2777777777777778,
        "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_HT_TRENDLINE",
        "exit": "rr2",
        "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": "404e7bdfd0d5a033b45e"
      },
      "train": {
        "n": 42,
        "net_R": 4.613240384933526,
        "expectancy_R": 0.10983905678413157,
        "pf": 1.1725100529832124,
        "max_drawdown_R": 6.165961057027423,
        "win_rate": 0.38095238095238093,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": 1.6130828413514822,
        "expectancy_R": 0.10081767758446764,
        "pf": 1.1576849368723012,
        "max_drawdown_R": 4.096574034692372,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": -8.60063033236807,
        "expectancy_R": -0.5059194313157688,
        "pf": 0.4078298459119427,
        "max_drawdown_R": 9.536071264809875,
        "win_rate": 0.17647058823529413,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_HT_TRENDLINE",
        "exit": "rr2",
        "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": "f813d68386ab09282c5a"
      },
      "train": {
        "n": 58,
        "net_R": 6.5770999308092275,
        "expectancy_R": 0.11339827466912461,
        "pf": 1.178778047620336,
        "max_drawdown_R": 5.287436239592963,
        "win_rate": 0.3793103448275862,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": 1.6794686730649653,
        "expectancy_R": 0.12918989792807425,
        "pf": 1.2048973162100067,
        "max_drawdown_R": 5.1221916874588755,
        "win_rate": 0.38461538461538464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": -7.517225677020178,
        "expectancy_R": -0.46982660481376115,
        "pf": 0.4401475730612259,
        "max_drawdown_R": 11.360143464454568,
        "win_rate": 0.1875,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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_HT_TRENDLINE",
        "exit": "rr2",
        "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": "55dd624f8cbf6a6b0e7f"
      },
      "train": {
        "n": 44,
        "net_R": 5.3530598889614005,
        "expectancy_R": 0.12166045202185001,
        "pf": 1.1908090306321397,
        "max_drawdown_R": 10.71309642084383,
        "win_rate": 0.38636363636363635,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 16,
        "net_R": 1.4667580158999904,
        "expectancy_R": 0.0916723759937494,
        "pf": 1.1418015273611997,
        "max_drawdown_R": 2.3109467281922793,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 15,
        "net_R": 8.337207983593906,
        "expectancy_R": 0.5558138655729271,
        "pf": 2.1435071876321348,
        "max_drawdown_R": 4.289458376688309,
        "win_rate": 0.5333333333333333,
        "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_HT_TRENDLINE",
        "exit": "rr2",
        "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": "abe988b7c05b3a2577f5"
      },
      "train": {
        "n": 49,
        "net_R": -11.559642287420205,
        "expectancy_R": -0.23591106709020826,
        "pf": 0.6888850474876542,
        "max_drawdown_R": 19.13195819393706,
        "win_rate": 0.2653061224489796,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": 4.738626201755769,
        "expectancy_R": 0.47386262017557695,
        "pf": 1.9201589129912706,
        "max_drawdown_R": 2.136582377256907,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 7.631947522803616,
        "expectancy_R": 0.7631947522803616,
        "pf": 2.8450180056521246,
        "max_drawdown_R": 3.111684387947402,
        "win_rate": 0.6,
        "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_HT_TRENDLINE",
        "exit": "rr2",
        "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": "f72be1b272bfefe86e76"
      },
      "train": {
        "n": 58,
        "net_R": -17.937346024774726,
        "expectancy_R": -0.309264586634047,
        "pf": 0.6168916742784972,
        "max_drawdown_R": 19.872460255990262,
        "win_rate": 0.25862068965517243,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": 5.596508186127938,
        "expectancy_R": 0.3997505847234241,
        "pf": 1.73264502455242,
        "max_drawdown_R": 4.646810441798549,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": -10.187263368741169,
        "expectancy_R": -0.8489386140617641,
        "pf": 0.15642164317498783,
        "max_drawdown_R": 10.187263368741169,
        "win_rate": 0.08333333333333333,
        "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_TRENDLINE",
        "exit": "rr2",
        "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": "9c62447717a4f0f4204d"
      },
      "train": {
        "n": 46,
        "net_R": -0.8745397847624741,
        "expectancy_R": -0.01901173445135813,
        "pf": 0.9726150162704106,
        "max_drawdown_R": 7.390264906107301,
        "win_rate": 0.34782608695652173,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 21,
        "net_R": 4.173229756122362,
        "expectancy_R": 0.19872522648201724,
        "pf": 1.3185311824331505,
        "max_drawdown_R": 4.336763523434064,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": -2.842794778136245,
        "expectancy_R": -0.1776746736335153,
        "pf": 0.7686395673368923,
        "max_drawdown_R": 3.8198802469824695,
        "win_rate": 0.3125,
        "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_TRENDLINE",
        "exit": "rr2",
        "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": "775995bbe5f9e640bc18"
      },
      "train": {
        "n": 38,
        "net_R": -1.3745197481086873,
        "expectancy_R": -0.03617157231864967,
        "pf": 0.9483272209810181,
        "max_drawdown_R": 8.038356958894223,
        "win_rate": 0.34210526315789475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 15,
        "net_R": 1.7017796278255344,
        "expectancy_R": 0.11345197518836896,
        "pf": 1.174364398710623,
        "max_drawdown_R": 4.285887035440909,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 9,
        "net_R": 5.354915966267383,
        "expectancy_R": 0.594990662918598,
        "pf": 2.2605835155719567,
        "max_drawdown_R": 2.126437183613347,
        "win_rate": 0.5555555555555556,
        "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_TRENDLINE",
        "exit": "rr2",
        "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": "657f9ea054ea80a3ee8f"
      },
      "train": {
        "n": 45,
        "net_R": 2.090338985360504,
        "expectancy_R": 0.04645197745245564,
        "pf": 1.068941759590232,
        "max_drawdown_R": 7.009474604529802,
        "win_rate": 0.37777777777777777,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 15,
        "net_R": 1.3867469192180464,
        "expectancy_R": 0.09244979461453642,
        "pf": 1.1374968779968315,
        "max_drawdown_R": 3.3798966960423544,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 15,
        "net_R": 1.0630511878977031,
        "expectancy_R": 0.07087007919318021,
        "pf": 1.1044022078086793,
        "max_drawdown_R": 3.9285062874812735,
        "win_rate": 0.4,
        "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_TRENDLINE",
        "exit": "rr2",
        "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": "4e1fe9f458b274e4c51a"
      },
      "train": {
        "n": 45,
        "net_R": -3.255077914286849,
        "expectancy_R": -0.07233506476192998,
        "pf": 0.8990750843998212,
        "max_drawdown_R": 14.152155179492482,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 13,
        "net_R": -2.3422554288344397,
        "expectancy_R": -0.18017349452572612,
        "pf": 0.7652508711513304,
        "max_drawdown_R": 3.4088565754846885,
        "win_rate": 0.3076923076923077,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 9,
        "net_R": -0.5989316893399266,
        "expectancy_R": -0.06654796548221406,
        "pf": 0.9062584740881452,
        "max_drawdown_R": 3.2280763822878296,
        "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