IAORION

Informe de investigación PAT_MORNINGSTAR

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "4a5ed8c2fad0ceea3c5b",
  "engine_version": "3.0.0",
  "entrada": "PAT_MORNINGSTAR",
  "familia": "Velas",
  "regimen": "trend",
  "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_MORNINGSTAR",
        "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": "1aebaa52612eef8c03d1"
      },
      "train": {
        "n": 5,
        "net_R": 0.8160814522463353,
        "expectancy_R": 0.16321629044926705,
        "pf": 1.2629553424215985,
        "max_drawdown_R": 3.103498277429578,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 3,
        "net_R": -0.16180688394365172,
        "expectancy_R": -0.05393562798121724,
        "pf": 0.9227737461805898,
        "max_drawdown_R": 1.0502551739639887,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 1,
        "net_R": 1.9641133482989528,
        "expectancy_R": 1.9641133482989528,
        "pf": null,
        "max_drawdown_R": 0.0,
        "win_rate": 1.0,
        "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_MORNINGSTAR",
        "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": "de93c56d48a61c1b542f"
      },
      "train": {
        "n": 2,
        "net_R": 0.9260809868603876,
        "expectancy_R": 0.4630404934301938,
        "pf": 1.8950071161979494,
        "max_drawdown_R": 1.034719132507507,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": 3.9467117143420127,
        "expectancy_R": 1.9733558571710064,
        "pf": null,
        "max_drawdown_R": 0.0,
        "win_rate": 1.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "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
      },
      "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_MORNINGSTAR",
        "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": "d9f31e1d3a2944e7a36d"
      },
      "train": {
        "n": 3,
        "net_R": -0.09660123566973078,
        "expectancy_R": -0.03220041188991026,
        "pf": 0.9532694950271734,
        "max_drawdown_R": 2.067198625949014,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 1,
        "net_R": 1.9768739588883275,
        "expectancy_R": 1.9768739588883275,
        "pf": null,
        "max_drawdown_R": 0.0,
        "win_rate": 1.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": 0.9516832787922995,
        "expectancy_R": 0.47584163939614976,
        "pf": 1.9191267985949683,
        "max_drawdown_R": 1.0354210977713836,
        "win_rate": 0.5,
        "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": "PAT_MORNINGSTAR",
        "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": "b4b874dfddc3f30ed77f"
      },
      "train": {
        "n": 3,
        "net_R": -0.0734682231627033,
        "expectancy_R": -0.024489407720901097,
        "pf": 0.9641707077303396,
        "max_drawdown_R": 1.030837183251987,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 4,
        "net_R": -1.1849339104090186,
        "expectancy_R": -0.29623347760225466,
        "pf": 0.6234994249310083,
        "max_drawdown_R": 3.1472300147002055,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": 0.9251986947220769,
        "expectancy_R": 0.46259934736103847,
        "pf": 1.8868535771119253,
        "max_drawdown_R": 1.0432372587761602,
        "win_rate": 0.5,
        "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": "PAT_MORNINGSTAR",
        "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": "7e8f813d55b32d162b53"
      },
      "train": {
        "n": 4,
        "net_R": -1.1251891305910193,
        "expectancy_R": -0.28129728264775483,
        "pf": 0.6361197124395283,
        "max_drawdown_R": 3.0921958925956616,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": 0.9527679488946885,
        "expectancy_R": 0.47638397444734426,
        "pf": 1.9307037217623384,
        "max_drawdown_R": 1.0237070365320666,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 3,
        "net_R": -3.0747549931856155,
        "expectancy_R": -1.024918331061872,
        "pf": 0.0,
        "max_drawdown_R": 3.0747549931856155,
        "win_rate": 0.0,
        "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": "PAT_MORNINGSTAR",
        "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": "f1de53b33d8acdd3d96c"
      },
      "train": {
        "n": 3,
        "net_R": 2.7243719869245533,
        "expectancy_R": 0.9081239956415178,
        "pf": 3.5756156908962597,
        "max_drawdown_R": 1.0577556257923437,
        "win_rate": 0.6666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 2,
        "net_R": -2.2996621377930513,
        "expectancy_R": -1.1498310688965256,
        "pf": 0.0,
        "max_drawdown_R": 2.2996621377930513,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 5,
        "net_R": 3.406294229064085,
        "expectancy_R": 0.681258845812817,
        "pf": 2.5654851666018543,
        "max_drawdown_R": 2.1758712900857526,
        "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": "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_MORNINGSTAR",
        "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": "079bbd969d969044ae57"
      },
      "train": {
        "n": 12,
        "net_R": -3.6449888224774716,
        "expectancy_R": -0.3037490685397893,
        "pf": 0.6141579462589856,
        "max_drawdown_R": 6.417815678014935,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "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
      },
      "last_20_percent": {
        "n": 1,
        "net_R": -1.0482905808468892,
        "expectancy_R": -1.0482905808468892,
        "pf": 0.0,
        "max_drawdown_R": 1.0482905808468892,
        "win_rate": 0.0,
        "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": "PAT_MORNINGSTAR",
        "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": "d077d56216365e06e693"
      },
      "train": {
        "n": 3,
        "net_R": -0.2096841298944514,
        "expectancy_R": -0.06989470996481713,
        "pf": 0.9019511546696948,
        "max_drawdown_R": 1.087707220455038,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 3,
        "net_R": -3.2223227453099286,
        "expectancy_R": -1.0741075817699761,
        "pf": 0.0,
        "max_drawdown_R": 3.2223227453099286,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": -2.158918998324198,
        "expectancy_R": -1.079459499162099,
        "pf": 0.0,
        "max_drawdown_R": 2.158918998324198,
        "win_rate": 0.0,
        "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_MORNINGSTAR",
        "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": "1cc205a6430b94545d6a"
      },
      "train": {
        "n": 1,
        "net_R": -1.0445221000184313,
        "expectancy_R": -1.0445221000184313,
        "pf": 0.0,
        "max_drawdown_R": 1.0445221000184313,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "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
      },
      "last_20_percent": {
        "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
      },
      "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": "PAT_MORNINGSTAR",
        "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": "e9684382238f3f1ffa59"
      },
      "train": {
        "n": 2,
        "net_R": 0.859948331019901,
        "expectancy_R": 0.4299741655099505,
        "pf": 1.7947864576547803,
        "max_drawdown_R": 1.0819866427485407,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "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
      },
      "last_20_percent": {
        "n": 1,
        "net_R": -1.0454283922084329,
        "expectancy_R": -1.0454283922084329,
        "pf": 0.0,
        "max_drawdown_R": 1.0454283922084329,
        "win_rate": 0.0,
        "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