IAORION

Informe de investigación IND_SAREXT

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "4c988438cdbb30a699b6",
  "engine_version": "3.0.0",
  "entrada": "IND_SAREXT",
  "familia": "Overlap Studies",
  "regimen": "trend",
  "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_SAREXT",
        "exit": "trail",
        "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": "583bff9ef061ea5f04b6"
      },
      "train": {
        "n": 158,
        "net_R": -12.683073672807478,
        "expectancy_R": -0.08027261818232581,
        "pf": 0.8604881303256163,
        "max_drawdown_R": 29.84027928121745,
        "win_rate": 0.3037974683544304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -17.389159242337055,
        "expectancy_R": -0.3220214674506862,
        "pf": 0.4708323456519853,
        "max_drawdown_R": 21.867797278221325,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": 20.69798682748745,
        "expectancy_R": 0.41395973654974905,
        "pf": 1.9995646896079153,
        "max_drawdown_R": 6.860320560441366,
        "win_rate": 0.38,
        "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_SAREXT",
        "exit": "trail",
        "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": "dfbc6a2489ee7eae7eac"
      },
      "train": {
        "n": 139,
        "net_R": -19.69910827506243,
        "expectancy_R": -0.14172020341771532,
        "pf": 0.7766764623151512,
        "max_drawdown_R": 33.96966176024743,
        "win_rate": 0.22302158273381295,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -1.489490812643035,
        "expectancy_R": -0.02810360023854783,
        "pf": 0.9570757467545987,
        "max_drawdown_R": 11.452227880812552,
        "win_rate": 0.32075471698113206,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -14.677615878101154,
        "expectancy_R": -0.3122896995340671,
        "pf": 0.5048886577442077,
        "max_drawdown_R": 14.677615878101156,
        "win_rate": 0.2765957446808511,
        "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_SAREXT",
        "exit": "trail",
        "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": "b922e64ce9930644211d"
      },
      "train": {
        "n": 157,
        "net_R": 15.516931491010833,
        "expectancy_R": 0.09883395854147027,
        "pf": 1.179466271633938,
        "max_drawdown_R": 13.37169755192049,
        "win_rate": 0.3184713375796178,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": -30.93517585734964,
        "expectancy_R": -0.498954449312091,
        "pf": 0.29379014056496744,
        "max_drawdown_R": 34.477717666309985,
        "win_rate": 0.1935483870967742,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 46,
        "net_R": -2.6854919856935062,
        "expectancy_R": -0.058380260558554484,
        "pf": 0.8918780996054211,
        "max_drawdown_R": 13.164212058107342,
        "win_rate": 0.391304347826087,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 103.77,
        "rd": 3.229599987562165,
        "sl": 100.66187016015654,
        "tp": 110.22919997512433,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 12,
        "open_ts": "2026-10-16 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5087317334430002
      },
      "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_SAREXT",
        "exit": "trail",
        "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": "fd606aa0f307e5bdd8fc"
      },
      "train": {
        "n": 123,
        "net_R": -16.89963880332113,
        "expectancy_R": -0.13739543742537505,
        "pf": 0.7601122351130759,
        "max_drawdown_R": 27.850044808975724,
        "win_rate": 0.3170731707317073,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": -0.5174965724282801,
        "expectancy_R": -0.010349931448565601,
        "pf": 0.9816024630016554,
        "max_drawdown_R": 11.927121223920937,
        "win_rate": 0.32,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 45,
        "net_R": -6.2744838393595925,
        "expectancy_R": -0.13943297420799095,
        "pf": 0.7508838885663885,
        "max_drawdown_R": 13.711079217882322,
        "win_rate": 0.3111111111111111,
        "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_SAREXT",
        "exit": "trail",
        "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": "7a154a01ff7291d6a305"
      },
      "train": {
        "n": 121,
        "net_R": -24.121114951092494,
        "expectancy_R": -0.1993480574470454,
        "pf": 0.6648149699466567,
        "max_drawdown_R": 26.183820937998522,
        "win_rate": 0.2892561983471074,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -1.0703318351293207,
        "expectancy_R": -0.02019494028545888,
        "pf": 0.964019329122956,
        "max_drawdown_R": 9.291621713632114,
        "win_rate": 0.3018867924528302,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -0.8998567293187202,
        "expectancy_R": -0.01914588785784511,
        "pf": 0.9653065282112944,
        "max_drawdown_R": 9.144435726036725,
        "win_rate": 0.3617021276595745,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2931,
        "rd": 0.03316836914968929,
        "sl": 1.3229493663809988,
        "tp": 1.2267632617006212,
        "highest": 1.3063,
        "lowest": 1.2687,
        "bars": 6,
        "open_ts": "2026-10-17 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5431846805217025
      },
      "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_SAREXT",
        "exit": "trail",
        "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": "f5195723fb0a1373d184"
      },
      "train": {
        "n": 146,
        "net_R": -20.68612995784509,
        "expectancy_R": -0.14168582162907595,
        "pf": 0.7616563835602634,
        "max_drawdown_R": 23.154734589465523,
        "win_rate": 0.3013698630136986,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 50,
        "net_R": -4.931213336680178,
        "expectancy_R": -0.09862426673360356,
        "pf": 0.8552876028746004,
        "max_drawdown_R": 7.85415419739509,
        "win_rate": 0.24,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 44,
        "net_R": 8.981983831152913,
        "expectancy_R": 0.2041359961625662,
        "pf": 1.3889438423707148,
        "max_drawdown_R": 6.410088981686117,
        "win_rate": 0.29545454545454547,
        "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_SAREXT",
        "exit": "trail",
        "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": "1007712ccf75c3301492"
      },
      "train": {
        "n": 146,
        "net_R": -22.578192192834734,
        "expectancy_R": -0.15464515200571735,
        "pf": 0.7471432631841374,
        "max_drawdown_R": 32.24358329560703,
        "win_rate": 0.2876712328767123,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 43,
        "net_R": 2.4255868917384245,
        "expectancy_R": 0.05640899748228894,
        "pf": 1.107167536892071,
        "max_drawdown_R": 6.8108731968045815,
        "win_rate": 0.4186046511627907,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 39,
        "net_R": 9.216130376555345,
        "expectancy_R": 0.23631103529629088,
        "pf": 1.4835389679545106,
        "max_drawdown_R": 5.706316005681559,
        "win_rate": 0.41025641025641024,
        "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_SAREXT",
        "exit": "trail",
        "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": "dcfe5db60511496e21b3"
      },
      "train": {
        "n": 126,
        "net_R": -5.407450180990991,
        "expectancy_R": -0.04291627127770628,
        "pf": 0.9239818858493116,
        "max_drawdown_R": 25.180152535575196,
        "win_rate": 0.35714285714285715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -16.59729333883008,
        "expectancy_R": -0.286160229979829,
        "pf": 0.5571837577411495,
        "max_drawdown_R": 22.717322307468436,
        "win_rate": 0.29310344827586204,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 37,
        "net_R": 14.54756817233286,
        "expectancy_R": 0.39317751817115837,
        "pf": 1.7448237029139184,
        "max_drawdown_R": 5.696339816607024,
        "win_rate": 0.3783783783783784,
        "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_SAREXT",
        "exit": "trail",
        "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": "72594a8e01f716b7fd5f"
      },
      "train": {
        "n": 131,
        "net_R": 13.185366570171478,
        "expectancy_R": 0.10065165320741587,
        "pf": 1.191211210246931,
        "max_drawdown_R": 11.741398175553256,
        "win_rate": 0.32061068702290074,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -13.752203078761646,
        "expectancy_R": -0.25467042738447493,
        "pf": 0.6107613171582386,
        "max_drawdown_R": 15.149993177480834,
        "win_rate": 0.25925925925925924,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -2.5267327764887972,
        "expectancy_R": -0.06162762869484871,
        "pf": 0.8924771431630483,
        "max_drawdown_R": 6.399081738419633,
        "win_rate": 0.3170731707317073,
        "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_SAREXT",
        "exit": "trail",
        "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": "36596f9c3c34cd33069d"
      },
      "train": {
        "n": 139,
        "net_R": -41.34699928399421,
        "expectancy_R": -0.2974604265035555,
        "pf": 0.5307421994918939,
        "max_drawdown_R": 48.583622953976736,
        "win_rate": 0.2949640287769784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 38,
        "net_R": 2.3956628791557453,
        "expectancy_R": 0.06304375997778278,
        "pf": 1.1305133067375333,
        "max_drawdown_R": 6.397685528678652,
        "win_rate": 0.42105263157894735,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": 8.101548650739243,
        "expectancy_R": 0.1884081081567266,
        "pf": 1.3905972137633216,
        "max_drawdown_R": 6.200797161716158,
        "win_rate": 0.3953488372093023,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2828,
        "rd": 0.013055496650417215,
        "sl": 1.2911270178783358,
        "tp": 1.2566890066991656,
        "highest": 1.2838,
        "lowest": 1.2687,
        "bars": 2,
        "open_ts": "2026-10-18 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.591452030264443
      },
      "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