IAORION

Informe de investigación PAT_ENGULFING

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "5f2f80be55b2fbc1eae7",
  "engine_version": "3.0.0",
  "entrada": "PAT_ENGULFING",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "opp",
  "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_ENGULFING",
        "exit": "opp",
        "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": "c3ca4d91594364822dc7"
      },
      "train": {
        "n": 246,
        "net_R": 19.359006357129143,
        "expectancy_R": 0.0786951477932079,
        "pf": 1.190978586035353,
        "max_drawdown_R": 20.07448779806422,
        "win_rate": 0.3089430894308943,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": -25.072552603042148,
        "expectancy_R": -0.31340690753802686,
        "pf": 0.3671814880084432,
        "max_drawdown_R": 26.496692260990788,
        "win_rate": 0.2125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 89,
        "net_R": -0.030407452560616582,
        "expectancy_R": -0.00034165677034400654,
        "pf": 0.999139484163575,
        "max_drawdown_R": 13.766870593956689,
        "win_rate": 0.2696629213483146,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 81600.0,
        "rd": 1171.1151229444736,
        "sl": 80428.88487705552,
        "tp": 83942.23024588895,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 5,
        "open_ts": "2026-10-17 20:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": -0.4157842917916909
      },
      "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_ENGULFING",
        "exit": "opp",
        "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": "aee8234faa3adfede0b0"
      },
      "train": {
        "n": 229,
        "net_R": 10.48682981321727,
        "expectancy_R": 0.0457940166516038,
        "pf": 1.109610378616708,
        "max_drawdown_R": 26.47185253078141,
        "win_rate": 0.32751091703056767,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": 11.219887813968459,
        "expectancy_R": 0.13682790017034707,
        "pf": 1.337505914082307,
        "max_drawdown_R": 6.49180667538941,
        "win_rate": 0.36585365853658536,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": -16.324439128096536,
        "expectancy_R": -0.21765918837462048,
        "pf": 0.5474053757908428,
        "max_drawdown_R": 20.22269935373315,
        "win_rate": 0.24,
        "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_ENGULFING",
        "exit": "opp",
        "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": "f7e98c625182c028c151"
      },
      "train": {
        "n": 269,
        "net_R": 2.0241407774309543,
        "expectancy_R": 0.007524686904947786,
        "pf": 1.0164267555702964,
        "max_drawdown_R": 37.15493402380821,
        "win_rate": 0.30111524163568776,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": 5.864992055038389,
        "expectancy_R": 0.07331240068797987,
        "pf": 1.1699193986334817,
        "max_drawdown_R": 14.66320290026,
        "win_rate": 0.375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": -22.572743262553303,
        "expectancy_R": -0.2655616854418036,
        "pf": 0.48481349393962225,
        "max_drawdown_R": 23.98579868589398,
        "win_rate": 0.29411764705882354,
        "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_ENGULFING",
        "exit": "opp",
        "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": "a0c456d1ff93d6f53263"
      },
      "train": {
        "n": 197,
        "net_R": 6.495130797419607,
        "expectancy_R": 0.03297020709350054,
        "pf": 1.0850363494123505,
        "max_drawdown_R": 18.892390109184838,
        "win_rate": 0.36548223350253806,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": -1.585049068282651,
        "expectancy_R": -0.021133987577102012,
        "pf": 0.9514056657879171,
        "max_drawdown_R": 7.218114170902931,
        "win_rate": 0.36,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 70,
        "net_R": 8.686387793436328,
        "expectancy_R": 0.12409125419194754,
        "pf": 1.3207990543189234,
        "max_drawdown_R": 6.209076653945431,
        "win_rate": 0.38571428571428573,
        "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_ENGULFING",
        "exit": "opp",
        "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": "3104101116d276312fa5"
      },
      "train": {
        "n": 237,
        "net_R": 15.248230087831958,
        "expectancy_R": 0.06433852357735004,
        "pf": 1.161320230831782,
        "max_drawdown_R": 22.665134814832406,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -15.656339154462177,
        "expectancy_R": -0.17017759950502367,
        "pf": 0.5944941061705775,
        "max_drawdown_R": 16.961752980875126,
        "win_rate": 0.29347826086956524,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": 26.86204190920643,
        "expectancy_R": 0.3950300280765651,
        "pf": 1.9005211563863997,
        "max_drawdown_R": 11.290585751692355,
        "win_rate": 0.3382352941176471,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2929,
        "rd": 0.03219223803722911,
        "sl": 1.325092238037229,
        "tp": 1.2285155239255416,
        "highest": 1.3041,
        "lowest": 1.2687,
        "bars": 2,
        "open_ts": "2026-10-18 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5534455224702182
      },
      "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_ENGULFING",
        "exit": "opp",
        "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": "aee80aa3598e6f916373"
      },
      "train": {
        "n": 261,
        "net_R": -6.268793450415076,
        "expectancy_R": -0.02401836571040259,
        "pf": 0.9429440269243833,
        "max_drawdown_R": 14.419117787284423,
        "win_rate": 0.32950191570881227,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": 0.8896680111932915,
        "expectancy_R": 0.011862240149243888,
        "pf": 1.027052842562792,
        "max_drawdown_R": 11.140274319047917,
        "win_rate": 0.29333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 81,
        "net_R": -8.820907282804438,
        "expectancy_R": -0.1089000899111659,
        "pf": 0.7949894071283026,
        "max_drawdown_R": 22.670764537462716,
        "win_rate": 0.1728395061728395,
        "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_ENGULFING",
        "exit": "opp",
        "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": "7b9dc6b192005ff26e15"
      },
      "train": {
        "n": 261,
        "net_R": -48.32533004515153,
        "expectancy_R": -0.18515452124579132,
        "pf": 0.6062079297839303,
        "max_drawdown_R": 49.33452359206951,
        "win_rate": 0.2796934865900383,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": -2.3199347493497724,
        "expectancy_R": -0.024945534939244864,
        "pf": 0.9434212336746356,
        "max_drawdown_R": 8.234820601677619,
        "win_rate": 0.3225806451612903,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 62,
        "net_R": 1.5501940691290519,
        "expectancy_R": 0.025003130147242772,
        "pf": 1.057223562225982,
        "max_drawdown_R": 7.74410675304099,
        "win_rate": 0.3548387096774194,
        "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_ENGULFING",
        "exit": "opp",
        "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": "54fea129f6867e229dcc"
      },
      "train": {
        "n": 231,
        "net_R": -8.94048574442171,
        "expectancy_R": -0.03870340149100308,
        "pf": 0.9161711331074929,
        "max_drawdown_R": 23.210384766850975,
        "win_rate": 0.30735930735930733,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -12.890841476745951,
        "expectancy_R": -0.15165695854995237,
        "pf": 0.6711560674238399,
        "max_drawdown_R": 20.30406991311046,
        "win_rate": 0.24705882352941178,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 71,
        "net_R": -11.968853021853887,
        "expectancy_R": -0.1685753946739984,
        "pf": 0.6299528884647588,
        "max_drawdown_R": 13.758999067697026,
        "win_rate": 0.323943661971831,
        "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_ENGULFING",
        "exit": "opp",
        "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": "ae4d83ab3aaf4edceda4"
      },
      "train": {
        "n": 230,
        "net_R": -24.44682463196782,
        "expectancy_R": -0.10629054187812097,
        "pf": 0.7708763934135572,
        "max_drawdown_R": 32.78524260691517,
        "win_rate": 0.3,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": -16.645428950933894,
        "expectancy_R": -0.21617440196018045,
        "pf": 0.5812941925755308,
        "max_drawdown_R": 26.605565570100218,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": 7.713683584048327,
        "expectancy_R": 0.11687399369770192,
        "pf": 1.2774483754082673,
        "max_drawdown_R": 7.041218912380755,
        "win_rate": 0.36363636363636365,
        "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_ENGULFING",
        "exit": "opp",
        "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": "c10a2dafd7b63fed50db"
      },
      "train": {
        "n": 221,
        "net_R": -9.622092886755008,
        "expectancy_R": -0.0435388818405204,
        "pf": 0.8986059662106254,
        "max_drawdown_R": 22.478745232340884,
        "win_rate": 0.34841628959276016,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 79,
        "net_R": -21.57727766495411,
        "expectancy_R": -0.27313009702473556,
        "pf": 0.38878233172801946,
        "max_drawdown_R": 23.21304910018698,
        "win_rate": 0.24050632911392406,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": 1.5948594510462537,
        "expectancy_R": 0.026145236902397603,
        "pf": 1.0569594126392357,
        "max_drawdown_R": 12.280965280190497,
        "win_rate": 0.3770491803278688,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3064,
        "rd": 0.017055389405084755,
        "sl": 1.3234553894050847,
        "tp": 1.2722892211898305,
        "highest": 1.3126,
        "lowest": 1.2687,
        "bars": 39,
        "open_ts": "2026-10-17 01:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.8357774927534334
      },
      "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