IAORION

Informe de investigación IND_HT_DCPHASE

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "773b3559f89bfa32cad6",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_DCPHASE",
  "familia": "Cycle 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_HT_DCPHASE",
        "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": "5007cfd5c84446d4bc0e"
      },
      "train": {
        "n": 154,
        "net_R": -10.075989075495787,
        "expectancy_R": -0.06542850049023238,
        "pf": 0.9067572734938275,
        "max_drawdown_R": 24.7405722982927,
        "win_rate": 0.3246753246753247,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 54,
        "net_R": -2.4142870141050405,
        "expectancy_R": -0.04470901877972297,
        "pf": 0.9357979130669362,
        "max_drawdown_R": 6.827040480609936,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 59,
        "net_R": -13.55670473193014,
        "expectancy_R": -0.2297746564733922,
        "pf": 0.6979119208232651,
        "max_drawdown_R": 18.238131581650965,
        "win_rate": 0.2711864406779661,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 80928.0,
        "rd": 1304.59707784785,
        "sl": 79623.40292215215,
        "tp": 83537.1941556957,
        "highest": 82940.81,
        "lowest": 79800.0,
        "bars": 21,
        "open_ts": "2026-10-15 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.14206495717876214
      },
      "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_DCPHASE",
        "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": "b9f03a45c22e54afcde6"
      },
      "train": {
        "n": 159,
        "net_R": -20.766463061960803,
        "expectancy_R": -0.1306066859242818,
        "pf": 0.8192239612392102,
        "max_drawdown_R": 25.938534285593892,
        "win_rate": 0.3018867924528302,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 62,
        "net_R": -0.732296296969875,
        "expectancy_R": -0.011811230596288306,
        "pf": 0.982623147447444,
        "max_drawdown_R": 8.303448448322868,
        "win_rate": 0.3387096774193548,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -9.589885353470745,
        "expectancy_R": -0.20404011390363286,
        "pf": 0.7272432564975181,
        "max_drawdown_R": 14.828863232766983,
        "win_rate": 0.2765957446808511,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2425.54,
        "rd": 55.67255633684592,
        "sl": 2481.212556336846,
        "tp": 2314.194887326308,
        "highest": 2429.43,
        "lowest": 2368.0,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7863423180197413
      },
      "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_DCPHASE",
        "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": "1811f1d563a3ce1e9c76"
      },
      "train": {
        "n": 177,
        "net_R": -40.26706918405592,
        "expectancy_R": -0.22749756601161536,
        "pf": 0.6974938962057141,
        "max_drawdown_R": 47.92573893268716,
        "win_rate": 0.2655367231638418,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 48,
        "net_R": 10.717606139852244,
        "expectancy_R": 0.22328346124692175,
        "pf": 1.3728492721456296,
        "max_drawdown_R": 7.31966248439971,
        "win_rate": 0.4166666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 51,
        "net_R": 1.2690646935286507,
        "expectancy_R": 0.02488362144173825,
        "pf": 1.0372166106986385,
        "max_drawdown_R": 10.34983439844686,
        "win_rate": 0.35294117647058826,
        "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_HT_DCPHASE",
        "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": "47a05bde9e04e08020a0"
      },
      "train": {
        "n": 150,
        "net_R": 18.07939183363905,
        "expectancy_R": 0.120529278890927,
        "pf": 1.189307156389811,
        "max_drawdown_R": 13.804633688410874,
        "win_rate": 0.38666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 61,
        "net_R": -6.433344752506136,
        "expectancy_R": -0.10546466807387107,
        "pf": 0.8526261219976098,
        "max_drawdown_R": 12.719612952693332,
        "win_rate": 0.3114754098360656,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 52,
        "net_R": 11.54130989127835,
        "expectancy_R": 0.2219482671399683,
        "pf": 1.3672102826492802,
        "max_drawdown_R": 5.289456554362558,
        "win_rate": 0.4230769230769231,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 717.72,
        "rd": 10.866629187238175,
        "sl": 728.5866291872383,
        "tp": 695.9867416255237,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 5,
        "open_ts": "2026-10-17 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.3723475265680261
      },
      "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_DCPHASE",
        "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": "18c622dabd97be801962"
      },
      "train": {
        "n": 147,
        "net_R": 7.415194984463347,
        "expectancy_R": 0.050443503295669025,
        "pf": 1.0764000994531964,
        "max_drawdown_R": 13.999435276967358,
        "win_rate": 0.36054421768707484,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 59,
        "net_R": -6.720223701064264,
        "expectancy_R": -0.11390209662820787,
        "pf": 0.8407802964482197,
        "max_drawdown_R": 11.583754908007037,
        "win_rate": 0.3050847457627119,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 49,
        "net_R": -14.844603000271768,
        "expectancy_R": -0.30295108163819934,
        "pf": 0.6144810765859172,
        "max_drawdown_R": 26.423023093931878,
        "win_rate": 0.24489795918367346,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3003,
        "rd": 0.032507450692204815,
        "sl": 1.3328074506922047,
        "tp": 1.2352850986155903,
        "highest": 1.3063,
        "lowest": 1.2687,
        "bars": 5,
        "open_ts": "2026-10-17 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7756052678116021
      },
      "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_DCPHASE",
        "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": "607b43963fb45f387223"
      },
      "train": {
        "n": 155,
        "net_R": 2.8188962574790803,
        "expectancy_R": 0.01818642746760697,
        "pf": 1.0264107936657527,
        "max_drawdown_R": 21.12568483244253,
        "win_rate": 0.36774193548387096,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -12.063988579166724,
        "expectancy_R": -0.20799980308908145,
        "pf": 0.7293612723573073,
        "max_drawdown_R": 14.861597784520104,
        "win_rate": 0.29310344827586204,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 59,
        "net_R": -17.319417056360674,
        "expectancy_R": -0.29354944163323177,
        "pf": 0.634597291026365,
        "max_drawdown_R": 18.161165876111156,
        "win_rate": 0.2711864406779661,
        "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": "IND_HT_DCPHASE",
        "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": "6f55b949b5621709bf0c"
      },
      "train": {
        "n": 169,
        "net_R": 8.57840366135181,
        "expectancy_R": 0.05075978497841308,
        "pf": 1.0756534499143608,
        "max_drawdown_R": 17.828433088269655,
        "win_rate": 0.3727810650887574,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": -9.080394033286346,
        "expectancy_R": -0.17132818930728955,
        "pf": 0.7725221134420337,
        "max_drawdown_R": 10.601541424712307,
        "win_rate": 0.3018867924528302,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 45,
        "net_R": 4.718782825286439,
        "expectancy_R": 0.10486184056192087,
        "pf": 1.1606237543947255,
        "max_drawdown_R": 5.600412800733762,
        "win_rate": 0.4,
        "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_HT_DCPHASE",
        "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": "881ed62b51a2e6072864"
      },
      "train": {
        "n": 134,
        "net_R": -1.814053482917006,
        "expectancy_R": -0.013537712559082135,
        "pf": 0.9804627536850169,
        "max_drawdown_R": 20.53774412507081,
        "win_rate": 0.35074626865671643,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 60,
        "net_R": 1.2948375559256466,
        "expectancy_R": 0.02158062593209411,
        "pf": 1.0317355086650888,
        "max_drawdown_R": 8.465292732137817,
        "win_rate": 0.36666666666666664,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 45,
        "net_R": -3.5719357618683563,
        "expectancy_R": -0.07937635026374125,
        "pf": 0.8898950722902645,
        "max_drawdown_R": 8.336168201700534,
        "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": "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_DCPHASE",
        "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": "4e33ac12e4d4f4d37680"
      },
      "train": {
        "n": 145,
        "net_R": -53.38621485188939,
        "expectancy_R": -0.3681807920819958,
        "pf": 0.5562842831446496,
        "max_drawdown_R": 57.289451481997624,
        "win_rate": 0.2413793103448276,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 58,
        "net_R": -15.888503980406885,
        "expectancy_R": -0.2739397238001187,
        "pf": 0.6562320846489333,
        "max_drawdown_R": 21.255996393830998,
        "win_rate": 0.27586206896551724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 43,
        "net_R": 6.057616115881321,
        "expectancy_R": 0.14087479339258885,
        "pf": 1.2161704499710764,
        "max_drawdown_R": 4.62948646800129,
        "win_rate": 0.4186046511627907,
        "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": "IND_HT_DCPHASE",
        "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": "034a03a6238aacf3307d"
      },
      "train": {
        "n": 160,
        "net_R": -6.301096141062432,
        "expectancy_R": -0.0393818508816402,
        "pf": 0.9439104674234707,
        "max_drawdown_R": 25.057649864108107,
        "win_rate": 0.34375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 53,
        "net_R": 2.247862034710045,
        "expectancy_R": 0.042412491220944246,
        "pf": 1.062424730107037,
        "max_drawdown_R": 15.976992683514101,
        "win_rate": 0.37735849056603776,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 47,
        "net_R": -5.443900271188392,
        "expectancy_R": -0.11582766534443387,
        "pf": 0.841302915033153,
        "max_drawdown_R": 12.094245443344956,
        "win_rate": 0.3191489361702128,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2936,
        "rd": 0.012715301818311372,
        "sl": 1.3063153018183113,
        "tp": 1.2681693963633773,
        "highest": 1.3063,
        "lowest": 1.2687,
        "bars": 22,
        "open_ts": "2026-10-17 18:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.4562218234831534
      },
      "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