IAORION

Informe de investigación IND_BOP

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "73e3a19e53b7215a56d9",
  "engine_version": "3.0.0",
  "entrada": "IND_BOP",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "salida": "rr2",
  "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_BOP",
        "exit": "rr2",
        "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": "24a88d3768ece1b63180"
      },
      "train": {
        "n": 259,
        "net_R": 9.654625937714464,
        "expectancy_R": 0.037276548022063566,
        "pf": 1.0559074656644045,
        "max_drawdown_R": 14.358315322558536,
        "win_rate": 0.3590733590733591,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 105,
        "net_R": -22.653555154934125,
        "expectancy_R": -0.21574814433270595,
        "pf": 0.7147119561239216,
        "max_drawdown_R": 30.111034262431108,
        "win_rate": 0.2761904761904762,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 103,
        "net_R": 0.5228938067220672,
        "expectancy_R": 0.005076638900214245,
        "pf": 1.0074759267582627,
        "max_drawdown_R": 10.293531026898119,
        "win_rate": 0.34951456310679613,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 81589.85,
        "rd": 1429.2224025721057,
        "sl": 80160.6275974279,
        "tp": 84448.29480514422,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 11,
        "open_ts": "2026-10-16 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.3335920365801563
      },
      "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_BOP",
        "exit": "rr2",
        "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": "6c0c80b03113bb41b6b1"
      },
      "train": {
        "n": 245,
        "net_R": 3.9285151420010367,
        "expectancy_R": 0.016034755681636884,
        "pf": 1.0238221207455036,
        "max_drawdown_R": 23.21544502953546,
        "win_rate": 0.3510204081632653,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 106,
        "net_R": -18.96735643883831,
        "expectancy_R": -0.17893732489470102,
        "pf": 0.7572035916145726,
        "max_drawdown_R": 25.640219805749016,
        "win_rate": 0.2830188679245283,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -12.094571933800836,
        "expectancy_R": -0.1439829992119147,
        "pf": 0.8023530658245525,
        "max_drawdown_R": 15.775178000544209,
        "win_rate": 0.2976190476190476,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 2380.06,
        "rd": 60.35728655668204,
        "sl": 2319.702713443318,
        "tp": 2500.774573113364,
        "highest": 2494.0,
        "lowest": 2324.22,
        "bars": 20,
        "open_ts": "2026-10-15 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.04310742162931098
      },
      "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_BOP",
        "exit": "rr2",
        "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": "c1837a54abc77f954b04"
      },
      "train": {
        "n": 284,
        "net_R": -2.968217736797037,
        "expectancy_R": -0.010451470904214919,
        "pf": 0.9845775447655819,
        "max_drawdown_R": 33.472542859529604,
        "win_rate": 0.3380281690140845,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": 0.5343135907181378,
        "expectancy_R": 0.0057453074270767505,
        "pf": 1.0085358937414877,
        "max_drawdown_R": 14.747620206339516,
        "win_rate": 0.34408602150537637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 93,
        "net_R": 8.739159343697683,
        "expectancy_R": 0.09396945530857723,
        "pf": 1.145567821808088,
        "max_drawdown_R": 17.793354713952688,
        "win_rate": 0.3763440860215054,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.46,
        "rd": 2.8708905425351494,
        "sl": 106.33089054253514,
        "tp": 97.7182189149297,
        "highest": 104.79,
        "lowest": 101.75,
        "bars": 4,
        "open_ts": "2026-10-18 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.392615107855924
      },
      "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_BOP",
        "exit": "rr2",
        "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": "fb14e537b2331643c456"
      },
      "train": {
        "n": 249,
        "net_R": 5.173413788183218,
        "expectancy_R": 0.02077676220153903,
        "pf": 1.0309038895328184,
        "max_drawdown_R": 20.596647669127847,
        "win_rate": 0.3534136546184739,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 107,
        "net_R": -3.476852524205185,
        "expectancy_R": -0.03249394882434752,
        "pf": 0.9530536928224784,
        "max_drawdown_R": 14.867375299779614,
        "win_rate": 0.3364485981308411,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": 3.8813157504701596,
        "expectancy_R": 0.044105860800797266,
        "pf": 1.0661596583444617,
        "max_drawdown_R": 8.689073226379863,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 733.1,
        "rd": 13.303400580396424,
        "sl": 746.4034005803965,
        "tp": 706.4931988392071,
        "highest": 736.13,
        "lowest": 710.15,
        "bars": 17,
        "open_ts": "2026-10-15 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.459720120629592
      },
      "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_BOP",
        "exit": "rr2",
        "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": "20db5b7e343c7c6931a4"
      },
      "train": {
        "n": 247,
        "net_R": 9.554857081936717,
        "expectancy_R": 0.03868363191067497,
        "pf": 1.058300869997028,
        "max_drawdown_R": 17.45767893425936,
        "win_rate": 0.3562753036437247,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": -8.955957935387396,
        "expectancy_R": -0.09046422156956965,
        "pf": 0.8720876272740028,
        "max_drawdown_R": 18.062105977022,
        "win_rate": 0.31313131313131315,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": 19.040228320970975,
        "expectancy_R": 0.2380028540121372,
        "pf": 1.399060405806477,
        "max_drawdown_R": 13.863934432332538,
        "win_rate": 0.425,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3274,
        "rd": 0.03575615165188699,
        "sl": 1.3631561516518869,
        "tp": 1.255887696696226,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 24,
        "open_ts": "2026-10-14 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.4626685922236218
      },
      "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_BOP",
        "exit": "rr2",
        "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": "42b6ba8e980af4870c73"
      },
      "train": {
        "n": 278,
        "net_R": -45.96658633781104,
        "expectancy_R": -0.16534743286982387,
        "pf": 0.7801979825866372,
        "max_drawdown_R": 52.55973522659556,
        "win_rate": 0.3057553956834532,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 87,
        "net_R": -23.246306193710936,
        "expectancy_R": -0.2671989217667924,
        "pf": 0.6624282375152187,
        "max_drawdown_R": 27.182254296787033,
        "win_rate": 0.27586206896551724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 88,
        "net_R": -17.149810375749517,
        "expectancy_R": -0.1948842088153354,
        "pf": 0.7489503543868293,
        "max_drawdown_R": 17.325235854387007,
        "win_rate": 0.3068181818181818,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 82108.01,
        "rd": 950.3264210247205,
        "sl": 83058.33642102471,
        "tp": 80207.35715795055,
        "highest": 82940.81,
        "lowest": 80809.25,
        "bars": 71,
        "open_ts": "2026-10-15 17:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9097037658574301
      },
      "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_BOP",
        "exit": "rr2",
        "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": "ff845a10950f604d1ea5"
      },
      "train": {
        "n": 278,
        "net_R": -47.5607236247017,
        "expectancy_R": -0.17108173965720036,
        "pf": 0.7712160524661383,
        "max_drawdown_R": 47.56072362470168,
        "win_rate": 0.29856115107913667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -3.2868259304375615,
        "expectancy_R": -0.03572636880910393,
        "pf": 0.9492585298093077,
        "max_drawdown_R": 12.116189994492895,
        "win_rate": 0.34782608695652173,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 81,
        "net_R": 13.583490245929369,
        "expectancy_R": 0.16769741044357245,
        "pf": 1.2642838776446694,
        "max_drawdown_R": 9.244957368750411,
        "win_rate": 0.41975308641975306,
        "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_BOP",
        "exit": "rr2",
        "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": "31f08430fcdde5fc4ab2"
      },
      "train": {
        "n": 230,
        "net_R": -10.672607685063607,
        "expectancy_R": -0.04640264210897221,
        "pf": 0.9338801568292464,
        "max_drawdown_R": 32.274632592637545,
        "win_rate": 0.3391304347826087,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": -16.27338497819741,
        "expectancy_R": -0.1984559143682611,
        "pf": 0.7395595355976062,
        "max_drawdown_R": 23.156043255020162,
        "win_rate": 0.2926829268292683,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": -13.175814295683058,
        "expectancy_R": -0.1606806621424763,
        "pf": 0.784295357496434,
        "max_drawdown_R": 20.080083344191742,
        "win_rate": 0.3048780487804878,
        "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_BOP",
        "exit": "rr2",
        "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": "6350d8404026c794a01c"
      },
      "train": {
        "n": 235,
        "net_R": -34.00462443094334,
        "expectancy_R": -0.14470052949337592,
        "pf": 0.806087102309869,
        "max_drawdown_R": 38.788331073744736,
        "win_rate": 0.3148936170212766,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": 5.845942502144505,
        "expectancy_R": 0.07129198173346957,
        "pf": 1.106493493875413,
        "max_drawdown_R": 7.660334443138833,
        "win_rate": 0.3902439024390244,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": -11.223546776632041,
        "expectancy_R": -0.1402943347079005,
        "pf": 0.8127476393794036,
        "max_drawdown_R": 19.071647214725456,
        "win_rate": 0.325,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 719.57,
        "rd": 4.861423635040264,
        "sl": 724.4314236350403,
        "tp": 709.8471527299196,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 14,
        "open_ts": "2026-10-18 02:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.2126756363110598
      },
      "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_BOP",
        "exit": "rr2",
        "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": "db727dd2d799a8a86a0b"
      },
      "train": {
        "n": 256,
        "net_R": -58.71736121152176,
        "expectancy_R": -0.22936469223250688,
        "pf": 0.7023612962818994,
        "max_drawdown_R": 62.84605139166945,
        "win_rate": 0.28125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": -11.583264912184156,
        "expectancy_R": -0.15043201184654748,
        "pf": 0.798276494294652,
        "max_drawdown_R": 15.912226997819703,
        "win_rate": 0.3116883116883117,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": 11.24878128039324,
        "expectancy_R": 0.13718025951699073,
        "pf": 1.2148264882166913,
        "max_drawdown_R": 7.782240548017338,
        "win_rate": 0.4024390243902439,
        "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