IAORION

Informe de investigación PAT_MATCHINGLOW

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "60ac6410e60193a47b42",
  "engine_version": "3.0.0",
  "entrada": "PAT_MATCHINGLOW",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "opp",
  "activos": [
    "BTCUSDT-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": 0.4,
  "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_MATCHINGLOW",
        "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": "76409a9d835d559b68e7"
      },
      "train": {
        "n": 30,
        "net_R": 53.330410443217694,
        "expectancy_R": 1.7776803481072565,
        "pf": 3.051830750340896,
        "max_drawdown_R": 7.346900034650664,
        "win_rate": 0.16666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 11,
        "net_R": 10.814642603321486,
        "expectancy_R": 0.9831493275746805,
        "pf": 2.1638322572907303,
        "max_drawdown_R": 6.205675381748691,
        "win_rate": 0.18181818181818182,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 8,
        "net_R": 4.8625625692648535,
        "expectancy_R": 0.6078203211581067,
        "pf": 1.7833346327040132,
        "max_drawdown_R": 3.1024966799213267,
        "win_rate": 0.25,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_MATCHINGLOW",
        "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": "7ede4aade2947425a816"
      },
      "train": {
        "n": 28,
        "net_R": 44.724166179085245,
        "expectancy_R": 1.5972916492530445,
        "pf": 2.733128330520829,
        "max_drawdown_R": 16.465574568437212,
        "win_rate": 0.10714285714285714,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 8,
        "net_R": 6.563898962238361,
        "expectancy_R": 0.8204873702797951,
        "pf": 1.9137014844968472,
        "max_drawdown_R": 6.169063605995228,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 14,
        "net_R": -10.473062958369411,
        "expectancy_R": -0.7480759255978151,
        "pf": 0.2191420390279493,
        "max_drawdown_R": 10.473062958369411,
        "win_rate": 0.07142857142857142,
        "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_MATCHINGLOW",
        "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": "a113569887a00c27efca"
      },
      "train": {
        "n": 29,
        "net_R": 38.732298197580825,
        "expectancy_R": 1.3355964895717525,
        "pf": 2.4526233685676453,
        "max_drawdown_R": 9.257804510604664,
        "win_rate": 0.10344827586206896,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 8,
        "net_R": -8.222869500983485,
        "expectancy_R": -1.0278586876229356,
        "pf": 0.0,
        "max_drawdown_R": 8.222869500983487,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": 1.3787721246243267,
        "expectancy_R": 0.11489767705202723,
        "pf": 1.1479518275148668,
        "max_drawdown_R": 5.0722976654220595,
        "win_rate": 0.25,
        "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_MATCHINGLOW",
        "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": "52517c83ca499e15c665"
      },
      "train": {
        "n": 25,
        "net_R": -0.13184131506428476,
        "expectancy_R": -0.0052736526025713906,
        "pf": 0.9942619157920757,
        "max_drawdown_R": 14.701309024335776,
        "win_rate": 0.12,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": 6.334940895922334,
        "expectancy_R": 0.9049915565603335,
        "pf": 2.0237816598269944,
        "max_drawdown_R": 4.082395266174006,
        "win_rate": 0.14285714285714285,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 7,
        "net_R": -2.28923986017984,
        "expectancy_R": -0.3270342657399771,
        "pf": 0.5611461669211686,
        "max_drawdown_R": 4.58884202132669,
        "win_rate": 0.2857142857142857,
        "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_MATCHINGLOW",
        "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": "f2400bf585d401d407e4"
      },
      "train": {
        "n": 24,
        "net_R": 14.683736836031725,
        "expectancy_R": 0.6118223681679885,
        "pf": 1.7114284399318682,
        "max_drawdown_R": 10.303382663098947,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 8,
        "net_R": 11.02000775742618,
        "expectancy_R": 1.3775009696782725,
        "pf": 2.5364938205725496,
        "max_drawdown_R": 4.100968069068262,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": -16.547766770576487,
        "expectancy_R": -1.0342354231610305,
        "pf": 0.0,
        "max_drawdown_R": 16.547766770576487,
        "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_MATCHINGLOW",
        "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": "7739abbee3ed97658a2b"
      },
      "train": {
        "n": 33,
        "net_R": -4.0601861457549235,
        "expectancy_R": -0.12303594381075526,
        "pf": 0.8718671590486085,
        "max_drawdown_R": 17.086537082118713,
        "win_rate": 0.12121212121212122,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 11,
        "net_R": -1.6229393925862692,
        "expectancy_R": -0.14753994478056992,
        "pf": 0.8350010603933836,
        "max_drawdown_R": 4.567842821671999,
        "win_rate": 0.18181818181818182,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": -2.771722720769654,
        "expectancy_R": -0.23097689339747118,
        "pf": 0.7740152136302393,
        "max_drawdown_R": 6.709200436699364,
        "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": "PAT_MATCHINGLOW",
        "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": "a1451869ec5b63bf3497"
      },
      "train": {
        "n": 43,
        "net_R": -27.402799788862698,
        "expectancy_R": -0.6372744136944813,
        "pf": 0.3593480572634861,
        "max_drawdown_R": 27.4027997888627,
        "win_rate": 0.06976744186046512,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": -10.680650796082398,
        "expectancy_R": -0.7629036282915999,
        "pf": 0.23626063025212585,
        "max_drawdown_R": 12.893721767062395,
        "win_rate": 0.07142857142857142,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": -5.292910563540969,
        "expectancy_R": -0.5292910563540969,
        "pf": 0.46590550292141547,
        "max_drawdown_R": 7.5636613676468105,
        "win_rate": 0.1,
        "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_MATCHINGLOW",
        "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": "e52ba2c84a9583af3a61"
      },
      "train": {
        "n": 31,
        "net_R": -6.0879091261607705,
        "expectancy_R": -0.19638416536002484,
        "pf": 0.789711709670944,
        "max_drawdown_R": 16.01946752322472,
        "win_rate": 0.12903225806451613,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 7,
        "net_R": -7.538178677009787,
        "expectancy_R": -1.0768826681442554,
        "pf": 0.0,
        "max_drawdown_R": 7.538178677009787,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": -6.247438060925073,
        "expectancy_R": -0.6247438060925072,
        "pf": 0.3676023663247578,
        "max_drawdown_R": 7.608028217062037,
        "win_rate": 0.1,
        "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_MATCHINGLOW",
        "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": "c00e7d319c7dd4fca9a8"
      },
      "train": {
        "n": 25,
        "net_R": -5.887725179077838,
        "expectancy_R": -0.23550900716311354,
        "pf": 0.7632886011174311,
        "max_drawdown_R": 19.10510669343839,
        "win_rate": 0.08,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 9,
        "net_R": -8.676743540852303,
        "expectancy_R": -0.964082615650256,
        "pf": 0.014461245977248913,
        "max_drawdown_R": 8.676743540852303,
        "win_rate": 0.1111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 8,
        "net_R": 18.657080261987858,
        "expectancy_R": 2.332135032748482,
        "pf": 3.4161804800745865,
        "max_drawdown_R": 7.721724604534479,
        "win_rate": 0.125,
        "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_MATCHINGLOW",
        "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": "49872978c15a18b5d89d"
      },
      "train": {
        "n": 24,
        "net_R": -16.099566464879693,
        "expectancy_R": -0.6708152693699873,
        "pf": 0.29009866975377074,
        "max_drawdown_R": 19.91747336049227,
        "win_rate": 0.125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 10,
        "net_R": -10.762205570985158,
        "expectancy_R": -1.0762205570985157,
        "pf": 0.0,
        "max_drawdown_R": 10.762205570985158,
        "win_rate": 0.0,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 2,
        "net_R": 2.9383397066316492,
        "expectancy_R": 1.4691698533158246,
        "pf": 3.7211299685153496,
        "max_drawdown_R": 1.079823360379515,
        "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": "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