IAORION

Informe de investigación IND_MIDPOINT

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "6a00b4ee6d4bd07608ab",
  "engine_version": "3.0.0",
  "entrada": "IND_MIDPOINT",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "rr2",
  "activos": [
    "XRPUSDT-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": 1.0,
  "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "50a292d61ff4e3540d21"
      },
      "train": {
        "n": 180,
        "net_R": -16.50805250186439,
        "expectancy_R": -0.09171140278813551,
        "pf": 0.8710163876207748,
        "max_drawdown_R": 36.237621104226555,
        "win_rate": 0.31666666666666665,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 75,
        "net_R": -9.536875124458213,
        "expectancy_R": -0.12715833499277618,
        "pf": 0.8249710895747777,
        "max_drawdown_R": 23.276454158463768,
        "win_rate": 0.30666666666666664,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 71,
        "net_R": -11.31641695933366,
        "expectancy_R": -0.1593861543568121,
        "pf": 0.7837977731699539,
        "max_drawdown_R": 15.593184644996194,
        "win_rate": 0.29577464788732394,
        "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": null,
        "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": "IND_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "46366fb6dd1b0f630c3c"
      },
      "train": {
        "n": 165,
        "net_R": -9.214700302765527,
        "expectancy_R": -0.055846668501609256,
        "pf": 0.9198926093066062,
        "max_drawdown_R": 18.251292570714906,
        "win_rate": 0.32727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 52,
        "net_R": 9.530765669061877,
        "expectancy_R": 0.18328395517426685,
        "pf": 1.2992441315435201,
        "max_drawdown_R": 9.240947603032756,
        "win_rate": 0.40384615384615385,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 64,
        "net_R": -0.5075095931132998,
        "expectancy_R": -0.00792983739239531,
        "pf": 0.9883642209479556,
        "max_drawdown_R": 8.310100559128959,
        "win_rate": 0.34375,
        "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "b8e0b3f3486e1333906f"
      },
      "train": {
        "n": 150,
        "net_R": -12.737306469521759,
        "expectancy_R": -0.0849153764634784,
        "pf": 0.8792774120187379,
        "max_drawdown_R": 28.037864014668262,
        "win_rate": 0.31333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": -14.80260128843189,
        "expectancy_R": -0.22093434758853567,
        "pf": 0.7055564970648253,
        "max_drawdown_R": 16.104207136008483,
        "win_rate": 0.26865671641791045,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 74,
        "net_R": -7.820753553130272,
        "expectancy_R": -0.10568585882608476,
        "pf": 0.8522459203646688,
        "max_drawdown_R": 12.542646858171121,
        "win_rate": 0.3108108108108108,
        "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": "IND_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "9a6415aa85ec394efe8e"
      },
      "train": {
        "n": 155,
        "net_R": 24.718500351077726,
        "expectancy_R": 0.1594741958134047,
        "pf": 1.2553034995939802,
        "max_drawdown_R": 14.769759777015567,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": -10.45573220106916,
        "expectancy_R": -0.17721580001812137,
        "pf": 0.7608653381399936,
        "max_drawdown_R": 13.277385411791768,
        "win_rate": 0.288135593220339,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": -3.40977698485594,
        "expectancy_R": -0.05166328764933242,
        "pf": 0.9262089266653385,
        "max_drawdown_R": 11.12790119300648,
        "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": "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "79afba91ac956c12405e"
      },
      "train": {
        "n": 163,
        "net_R": 32.71932074736996,
        "expectancy_R": 0.2007320291249691,
        "pf": 1.3299741790444124,
        "max_drawdown_R": 15.094212091181204,
        "win_rate": 0.4110429447852761,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": 28.122275005639093,
        "expectancy_R": 0.4687045834273182,
        "pf": 1.9085778200744163,
        "max_drawdown_R": 5.410994911224261,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 55,
        "net_R": 11.744455979030718,
        "expectancy_R": 0.21353556325510398,
        "pf": 1.3522803386231952,
        "max_drawdown_R": 6.489557684243261,
        "win_rate": 0.41818181818181815,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "fef91870a3f1c812fc07"
      },
      "train": {
        "n": 187,
        "net_R": -32.199721833017286,
        "expectancy_R": -0.17219102584501222,
        "pf": 0.7721346980803696,
        "max_drawdown_R": 42.10433026974208,
        "win_rate": 0.3048128342245989,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": 4.061545606999726,
        "expectancy_R": 0.0688397560508428,
        "pf": 1.1027457116448813,
        "max_drawdown_R": 10.658517682437578,
        "win_rate": 0.3898305084745763,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": -8.332134410523498,
        "expectancy_R": -0.14365748983661203,
        "pf": 0.8106346885581011,
        "max_drawdown_R": 11.973803936863996,
        "win_rate": 0.3275862068965517,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 81103.26,
        "rd": 440.2928848180677,
        "sl": 81543.55288481807,
        "tp": 80222.67423036386,
        "highest": 81243.24,
        "lowest": 81003.88,
        "bars": 1,
        "open_ts": "2026-10-18 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.3175899062229409
      },
      "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "3a57f8723295d04f3304"
      },
      "train": {
        "n": 181,
        "net_R": -7.63006056670878,
        "expectancy_R": -0.042155030755297127,
        "pf": 0.9400920402505525,
        "max_drawdown_R": 30.33849900594727,
        "win_rate": 0.3425414364640884,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": -13.115270216817315,
        "expectancy_R": -0.21153661640027926,
        "pf": 0.724903661562086,
        "max_drawdown_R": 18.95803737209586,
        "win_rate": 0.2903225806451613,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 60,
        "net_R": -21.694215403444154,
        "expectancy_R": -0.36157025672406923,
        "pf": 0.5677337872322027,
        "max_drawdown_R": 21.694215403444154,
        "win_rate": 0.25,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2411.91,
        "rd": 32.360074159153015,
        "sl": 2444.270074159153,
        "tp": 2347.1898516816937,
        "highest": 2441.66,
        "lowest": 2356.79,
        "bars": 46,
        "open_ts": "2026-10-16 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.931821736615859
      },
      "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "3066ceeb26a1923f306a"
      },
      "train": {
        "n": 186,
        "net_R": -21.883202263814844,
        "expectancy_R": -0.11765162507427336,
        "pf": 0.8388669041421704,
        "max_drawdown_R": 36.152887284293854,
        "win_rate": 0.3172043010752688,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 71,
        "net_R": -7.811972551984335,
        "expectancy_R": -0.11002778242231458,
        "pf": 0.8497387299932924,
        "max_drawdown_R": 17.421126702667372,
        "win_rate": 0.323943661971831,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 56,
        "net_R": 17.206723605813615,
        "expectancy_R": 0.307262921532386,
        "pf": 1.5298268398528734,
        "max_drawdown_R": 7.286375264644587,
        "win_rate": 0.4642857142857143,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 102.13,
        "rd": 1.1877498968311213,
        "sl": 103.31774989683112,
        "tp": 99.75450020633775,
        "highest": 102.55,
        "lowest": 101.75,
        "bars": 1,
        "open_ts": "2026-10-18 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.17022102088951413
      },
      "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "326a7114854d04f43200"
      },
      "train": {
        "n": 176,
        "net_R": -26.81615149129628,
        "expectancy_R": -0.15236449710963795,
        "pf": 0.7962564088606865,
        "max_drawdown_R": 40.3330961243422,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": -5.286069468362303,
        "expectancy_R": -0.07889655922928811,
        "pf": 0.8917123265975739,
        "max_drawdown_R": 11.175295796489213,
        "win_rate": 0.34328358208955223,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 57,
        "net_R": 7.880208768016475,
        "expectancy_R": 0.13824927663186798,
        "pf": 1.2119069670634754,
        "max_drawdown_R": 10.268574980115252,
        "win_rate": 0.42105263157894735,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 713.86,
        "rd": 4.607139155106585,
        "sl": 718.4671391551066,
        "tp": 704.6457216897868,
        "highest": 715.21,
        "lowest": 711.36,
        "bars": 1,
        "open_ts": "2026-10-18 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.040784420368933705
      },
      "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_MIDPOINT",
        "exit": "rr2",
        "regime": "todo",
        "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": "a015cc30681d120add37"
      },
      "train": {
        "n": 177,
        "net_R": -5.015160956727442,
        "expectancy_R": -0.028334242693375377,
        "pf": 0.959583485235046,
        "max_drawdown_R": 17.56699462383779,
        "win_rate": 0.3502824858757062,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -6.63085576619466,
        "expectancy_R": -0.11432509941714931,
        "pf": 0.8448889390901942,
        "max_drawdown_R": 11.88486312505374,
        "win_rate": 0.3275862068965517,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 41,
        "net_R": -5.4946391035809174,
        "expectancy_R": -0.13401558789221749,
        "pf": 0.8204990224163695,
        "max_drawdown_R": 12.331655515317898,
        "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"
    }
  },
  "selection_bias": "Repeated rolling search; not independent final validation"
}

Registro completo