IAORION

Informe de investigación IND_HT_TRENDMODE

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

todo/opp

Filtros históricos aprobados; forward insuficiente

{
  "id": "6fdcf443d2da4341c403",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_TRENDMODE",
  "familia": "Cycle Indicators",
  "regimen": "todo",
  "salida": "opp",
  "activos": [
    "BTCUSDT-4h",
    "ETHUSDT-4h",
    "SOLUSDT-4h"
  ],
  "discovery_assets": [],
  "descubierto": "2026-10-13T16:00:01.920754+00:00",
  "first_seen": "2026-10-13T08:39:15.136458+00:00",
  "evaluated_at": "2026-10-18T16:00:02.050343+00:00",
  "categoria": "OBSERVACION",
  "base_passed": true,
  "walk_forward": 0.7222222222222222,
  "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": "Filtros históricos aprobados; forward insuficiente",
  "markets": {
    "BTCUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_HT_TRENDMODE",
        "exit": "opp",
        "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": "9e46a6a9995899b55b78"
      },
      "train": {
        "n": 324,
        "net_R": 81.06482775838813,
        "expectancy_R": 0.25020008567403745,
        "pf": 1.6175541041278798,
        "max_drawdown_R": 10.872524543535846,
        "win_rate": 0.42901234567901236,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 120,
        "net_R": 7.988051961129321,
        "expectancy_R": 0.06656709967607767,
        "pf": 1.1558496161349696,
        "max_drawdown_R": 8.869710743768072,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 122,
        "net_R": 10.504006191263006,
        "expectancy_R": 0.08609841140379514,
        "pf": 1.2036180449686538,
        "max_drawdown_R": 17.840633450636485,
        "win_rate": 0.36885245901639346,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 82418.0,
        "rd": 1467.3183321198003,
        "sl": 83885.3183321198,
        "tp": 79483.3633357604,
        "highest": 82940.81,
        "lowest": 80809.25,
        "bars": 18,
        "open_ts": "2026-10-15 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.8003590647595915
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "bae2f48bf058c8a2282b"
      },
      "train": {
        "n": 366,
        "net_R": 28.511789223980266,
        "expectancy_R": 0.077901063453498,
        "pf": 1.196822496785423,
        "max_drawdown_R": 17.56730509903021,
        "win_rate": 0.4426229508196721,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 124,
        "net_R": 10.101558877648317,
        "expectancy_R": 0.08146418449716385,
        "pf": 1.1867504983713855,
        "max_drawdown_R": 18.31265989431769,
        "win_rate": 0.4032258064516129,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 133,
        "net_R": 8.038945583845145,
        "expectancy_R": 0.06044319987853492,
        "pf": 1.1465677081663581,
        "max_drawdown_R": 17.81396782535025,
        "win_rate": 0.39097744360902253,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 2440.22,
        "rd": 62.37610938303557,
        "sl": 2502.5961093830356,
        "tp": 2315.4677812339287,
        "highest": 2494.0,
        "lowest": 2356.79,
        "bars": 15,
        "open_ts": "2026-10-16 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9370748124264516
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "ad72acb73cb433ddc3fa"
      },
      "train": {
        "n": 294,
        "net_R": 23.96820930089878,
        "expectancy_R": 0.08152452143162851,
        "pf": 1.2239512193534092,
        "max_drawdown_R": 10.373729813421136,
        "win_rate": 0.47619047619047616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 109,
        "net_R": 9.400611815218257,
        "expectancy_R": 0.08624414509374548,
        "pf": 1.2288640537043813,
        "max_drawdown_R": 6.236665471639457,
        "win_rate": 0.48623853211009177,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 127,
        "net_R": 5.234416569261178,
        "expectancy_R": 0.041215878498119515,
        "pf": 1.0921462253595011,
        "max_drawdown_R": 25.850610155889704,
        "win_rate": 0.3700787401574803,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 106.39,
        "rd": 3.199930734140902,
        "sl": 109.5899307341409,
        "tp": 99.9901385317182,
        "highest": 107.44,
        "lowest": 101.25,
        "bars": 14,
        "open_ts": "2026-10-16 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.267430559270791
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "468ce69b447c58790e76"
      },
      "train": {
        "n": 340,
        "net_R": -2.196103670424497,
        "expectancy_R": -0.006459128442424991,
        "pf": 0.9845349136921324,
        "max_drawdown_R": 27.190905033403514,
        "win_rate": 0.42058823529411765,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 106,
        "net_R": 27.19100999396648,
        "expectancy_R": 0.25651896220723097,
        "pf": 1.7094081650901285,
        "max_drawdown_R": 9.385871030035117,
        "win_rate": 0.44339622641509435,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 129,
        "net_R": -18.185545345000307,
        "expectancy_R": -0.14097321972868454,
        "pf": 0.7091582526053902,
        "max_drawdown_R": 24.401386492757148,
        "win_rate": 0.3178294573643411,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 721.15,
        "rd": 12.39337337743221,
        "sl": 733.5433733774322,
        "tp": 696.3632532451355,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 11,
        "open_ts": "2026-10-16 20:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": 0.6031141620901181
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "2571bb2480d68ea9ff70"
      },
      "train": {
        "n": 368,
        "net_R": 0.11712571596242327,
        "expectancy_R": 0.0003182764020718024,
        "pf": 1.0007117386126267,
        "max_drawdown_R": 57.25448322981276,
        "win_rate": 0.39945652173913043,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 123,
        "net_R": 10.095857085107744,
        "expectancy_R": 0.08208013890331499,
        "pf": 1.2520072994041465,
        "max_drawdown_R": 8.430356356532648,
        "win_rate": 0.43902439024390244,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 115,
        "net_R": 31.402365360259342,
        "expectancy_R": 0.2730640466109508,
        "pf": 1.7685101341209384,
        "max_drawdown_R": 9.465375457518489,
        "win_rate": 0.46956521739130436,
        "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": "IND_HT_TRENDMODE",
        "exit": "opp",
        "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": "5afa4adb2622c272fd5b"
      },
      "train": {
        "n": 296,
        "net_R": -7.965354909813496,
        "expectancy_R": -0.026909982803423972,
        "pf": 0.9395523916850727,
        "max_drawdown_R": 16.84169136115451,
        "win_rate": 0.4155405405405405,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 94,
        "net_R": 8.778919758963383,
        "expectancy_R": 0.09339276339322748,
        "pf": 1.2252653320928362,
        "max_drawdown_R": 9.079304602509517,
        "win_rate": 0.4574468085106383,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 108,
        "net_R": -0.4317352488829297,
        "expectancy_R": -0.003997548600767868,
        "pf": 0.9906405872509466,
        "max_drawdown_R": 13.620634956696982,
        "win_rate": 0.3611111111111111,
        "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "a2283d3c02ca327f5d9f"
      },
      "train": {
        "n": 347,
        "net_R": -34.245422762481425,
        "expectancy_R": -0.09868997914259776,
        "pf": 0.7809799521567882,
        "max_drawdown_R": 35.541858047021,
        "win_rate": 0.34293948126801155,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 106,
        "net_R": -2.563092669276833,
        "expectancy_R": -0.024180119521479557,
        "pf": 0.9397073414222534,
        "max_drawdown_R": 10.303636453192071,
        "win_rate": 0.3584905660377358,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": 12.038952144638179,
        "expectancy_R": 0.11688303053046775,
        "pf": 1.2517137377990775,
        "max_drawdown_R": 17.830373157605028,
        "win_rate": 0.30097087378640774,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2424.83,
        "rd": 20.55884401081039,
        "sl": 2445.3888440108103,
        "tp": 2383.712311978379,
        "highest": 2426.87,
        "lowest": 2368.0,
        "bars": 6,
        "open_ts": "2026-10-18 10:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.0948651819797703
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "299e37c6368087895e35"
      },
      "train": {
        "n": 321,
        "net_R": -52.85141103771069,
        "expectancy_R": -0.16464614030439467,
        "pf": 0.6772861577536545,
        "max_drawdown_R": 53.20142517642891,
        "win_rate": 0.3364485981308411,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 117,
        "net_R": -8.038005056611057,
        "expectancy_R": -0.06870089791975263,
        "pf": 0.8415628207019462,
        "max_drawdown_R": 15.047375712209675,
        "win_rate": 0.39316239316239315,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 111,
        "net_R": 10.584170765537213,
        "expectancy_R": 0.09535288977961452,
        "pf": 1.2152126467925575,
        "max_drawdown_R": 9.69095754386655,
        "win_rate": 0.42342342342342343,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 104.01,
        "rd": 1.132424463386405,
        "sl": 105.1424244633864,
        "tp": 101.74515107322719,
        "highest": 104.32,
        "lowest": 101.75,
        "bars": 5,
        "open_ts": "2026-10-18 11:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.4807875087627966
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "453cae6d130f49dfec30"
      },
      "train": {
        "n": 314,
        "net_R": -33.3626096826667,
        "expectancy_R": -0.10625034930785573,
        "pf": 0.779494830181891,
        "max_drawdown_R": 39.20474467668374,
        "win_rate": 0.34076433121019106,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 113,
        "net_R": -4.298043358179439,
        "expectancy_R": -0.0380357819307915,
        "pf": 0.9273481600078095,
        "max_drawdown_R": 24.01342214205864,
        "win_rate": 0.35398230088495575,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 111,
        "net_R": -28.480494018393237,
        "expectancy_R": -0.25658102719273185,
        "pf": 0.5452299509083944,
        "max_drawdown_R": 31.7357134606593,
        "win_rate": 0.25225225225225223,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 722.52,
        "rd": 4.754934830623837,
        "sl": 727.2749348306238,
        "tp": 713.0101303387523,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 12,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.8599629258934964
      },
      "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_HT_TRENDMODE",
        "exit": "opp",
        "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": "fdb8074b627bbc1ceae1"
      },
      "train": {
        "n": 333,
        "net_R": -2.3208900122868146,
        "expectancy_R": -0.006969639676536981,
        "pf": 0.983600211650191,
        "max_drawdown_R": 16.69631252193905,
        "win_rate": 0.3993993993993994,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 119,
        "net_R": 5.453393356681659,
        "expectancy_R": 0.045826834930097975,
        "pf": 1.1118625339482173,
        "max_drawdown_R": 9.407100404280804,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 108,
        "net_R": 40.04201753650814,
        "expectancy_R": 0.3707594216343346,
        "pf": 1.7672992824760245,
        "max_drawdown_R": 20.11874563056957,
        "win_rate": 0.3611111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2948,
        "rd": 0.0129958423749069,
        "sl": 1.3077958423749068,
        "tp": 1.2688083152501861,
        "highest": 1.3041,
        "lowest": 1.2687,
        "bars": 10,
        "open_ts": "2026-10-18 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.5170774953432866
      },
      "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