IAORION

Informe de investigación PAT_HIGHWAVE

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

todo/trail

Filtros históricos aprobados; forward insuficiente

{
  "id": "7af49d9208fe700eb26f",
  "engine_version": "3.0.0",
  "entrada": "PAT_HIGHWAVE",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "trail",
  "activos": [
    "BTCUSDT-4h",
    "ETHUSDT-4h"
  ],
  "discovery_assets": [
    "BTCUSDT-4h",
    "ETHUSDT-4h"
  ],
  "descubierto": "2026-10-13T08:39:15.136458+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": 0.75,
  "forward": {
    "n": 2,
    "net_R": 0.8846212017850248,
    "expectancy_R": 0.4423106008925124,
    "pf": 1.8380160640179473,
    "max_drawdown_R": 1.0556136567879437,
    "win_rate": 0.5,
    "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": "PAT_HIGHWAVE",
        "exit": "trail",
        "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": "fe63927d067371d38246"
      },
      "train": {
        "n": 277,
        "net_R": 40.7746627229808,
        "expectancy_R": 0.14720094845841444,
        "pf": 1.3012812874471056,
        "max_drawdown_R": 14.497574453245504,
        "win_rate": 0.38267148014440433,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": 19.421431714744674,
        "expectancy_R": 0.23120752041362708,
        "pf": 1.4588976331860453,
        "max_drawdown_R": 6.739915422269613,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -22.136726992083346,
        "expectancy_R": -0.2170267352165034,
        "pf": 0.6317095657805019,
        "max_drawdown_R": 29.73313677090091,
        "win_rate": 0.28431372549019607,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "open_position": {
        "side": -1,
        "entry": 82384.74,
        "rd": 1445.7369155138108,
        "sl": 82689.85883882549,
        "tp": 79493.26616897239,
        "highest": 82940.81,
        "lowest": 80809.25,
        "bars": 17,
        "open_ts": "2026-10-15 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7893101571626232
      },
      "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_HIGHWAVE",
        "exit": "trail",
        "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": "84c352ac92ba424385b6"
      },
      "train": {
        "n": 285,
        "net_R": 23.52214486517629,
        "expectancy_R": 0.08253384163219751,
        "pf": 1.1534765348498899,
        "max_drawdown_R": 20.393920307242233,
        "win_rate": 0.3263157894736842,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": 22.363875504574,
        "expectancy_R": 0.2404717796190753,
        "pf": 1.4432195980715012,
        "max_drawdown_R": 7.537456230881329,
        "win_rate": 0.3225806451612903,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 92,
        "net_R": 31.405449831358357,
        "expectancy_R": 0.3413635851234604,
        "pf": 1.8145132457176074,
        "max_drawdown_R": 8.638532427688329,
        "win_rate": 0.45652173913043476,
        "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": 2445.699615990006,
        "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": "PAT_HIGHWAVE",
        "exit": "trail",
        "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": "1eeab3138c20c3f6b350"
      },
      "train": {
        "n": 270,
        "net_R": 3.9208023217044943,
        "expectancy_R": 0.014521490080387016,
        "pf": 1.026804691328129,
        "max_drawdown_R": 26.353136000815603,
        "win_rate": 0.3111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": 9.581934594609695,
        "expectancy_R": 0.10646593994010772,
        "pf": 1.2017799324883147,
        "max_drawdown_R": 10.339212940267387,
        "win_rate": 0.36666666666666664,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 100,
        "net_R": -17.09831052886545,
        "expectancy_R": -0.1709831052886545,
        "pf": 0.6964722174411376,
        "max_drawdown_R": 27.74321291811831,
        "win_rate": 0.31,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 106.03,
        "rd": 3.405697021887625,
        "sl": 105.86812983984346,
        "tp": 99.21860595622475,
        "highest": 107.44,
        "lowest": 101.25,
        "bars": 17,
        "open_ts": "2026-10-15 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.0852022291611667
      },
      "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_HIGHWAVE",
        "exit": "trail",
        "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": "b7476293b5708882d2e8"
      },
      "train": {
        "n": 270,
        "net_R": -0.28465199340768166,
        "expectancy_R": -0.0010542666422506729,
        "pf": 0.9980981215241516,
        "max_drawdown_R": 42.405285068639174,
        "win_rate": 0.3074074074074074,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": -16.92455804765038,
        "expectancy_R": -0.19016357356910538,
        "pf": 0.6977910059360075,
        "max_drawdown_R": 31.01488886342308,
        "win_rate": 0.2808988764044944,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 106,
        "net_R": -21.33435093320947,
        "expectancy_R": -0.20126746163405163,
        "pf": 0.6589185549628337,
        "max_drawdown_R": 28.76687270040552,
        "win_rate": 0.3113207547169811,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 721.59,
        "rd": 12.0197047085606,
        "sl": 709.5702952914394,
        "tp": 745.6294094171212,
        "highest": 724.25,
        "lowest": 710.15,
        "bars": 10,
        "open_ts": "2026-10-17 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.7658739730472511
      },
      "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_HIGHWAVE",
        "exit": "trail",
        "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": "0db73ef289dedaadce23"
      },
      "train": {
        "n": 268,
        "net_R": -24.23003883970983,
        "expectancy_R": -0.09041059268548444,
        "pf": 0.8312282288565744,
        "max_drawdown_R": 43.98607794140158,
        "win_rate": 0.33955223880597013,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": 4.3170437722605115,
        "expectancy_R": 0.04744004145341221,
        "pf": 1.080558142553179,
        "max_drawdown_R": 10.49400757029535,
        "win_rate": 0.31868131868131866,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 90,
        "net_R": -9.608493290844514,
        "expectancy_R": -0.10676103656493904,
        "pf": 0.8097179268542677,
        "max_drawdown_R": 20.002426195050738,
        "win_rate": 0.3111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3337,
        "rd": 0.037920163881733984,
        "sl": 1.3229493663809988,
        "tp": 1.257859672236532,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 15,
        "open_ts": "2026-10-16 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.545253079146783
      },
      "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_HIGHWAVE",
        "exit": "trail",
        "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": "de03517cfdaaebb16888"
      },
      "train": {
        "n": 259,
        "net_R": -42.99053141289553,
        "expectancy_R": -0.1659866077717974,
        "pf": 0.7236653219221042,
        "max_drawdown_R": 45.09069456099853,
        "win_rate": 0.30115830115830117,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": -26.680817375125667,
        "expectancy_R": -0.29645352639028516,
        "pf": 0.5553569504250365,
        "max_drawdown_R": 32.18334759999917,
        "win_rate": 0.26666666666666666,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -14.593753927152337,
        "expectancy_R": -0.17373516579943257,
        "pf": 0.7184228045155419,
        "max_drawdown_R": 22.878988963589315,
        "win_rate": 0.2857142857142857,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 82069.73,
        "rd": 395.3711850917843,
        "sl": 81730.93040096195,
        "tp": 81278.98762981643,
        "highest": 82127.68,
        "lowest": 81003.88,
        "bars": 4,
        "open_ts": "2026-10-18 12:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.0898104544674676
      },
      "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_HIGHWAVE",
        "exit": "trail",
        "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": "d7d666e0b2da3335f781"
      },
      "train": {
        "n": 250,
        "net_R": 15.193931077522201,
        "expectancy_R": 0.060775724310088805,
        "pf": 1.1067107969863808,
        "max_drawdown_R": 31.153589691563056,
        "win_rate": 0.352,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": 10.495163332634194,
        "expectancy_R": 0.12798979673944139,
        "pf": 1.236626339071363,
        "max_drawdown_R": 13.15780683561017,
        "win_rate": 0.34146341463414637,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": 6.507213118914201,
        "expectancy_R": 0.07840015805920725,
        "pf": 1.143611386988948,
        "max_drawdown_R": 12.89125306877845,
        "win_rate": 0.3373493975903614,
        "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_HIGHWAVE",
        "exit": "trail",
        "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": "871a6e30ee2549a9e3fb"
      },
      "train": {
        "n": 245,
        "net_R": -13.224618303218602,
        "expectancy_R": -0.05397803389068817,
        "pf": 0.9008008344738331,
        "max_drawdown_R": 33.05901209638765,
        "win_rate": 0.3510204081632653,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 87,
        "net_R": -6.323777053863706,
        "expectancy_R": -0.07268709257314605,
        "pf": 0.8768489124379414,
        "max_drawdown_R": 16.90246739438827,
        "win_rate": 0.3563218390804598,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": 18.83652167931233,
        "expectancy_R": 0.22160613740367446,
        "pf": 1.4256522493460486,
        "max_drawdown_R": 9.461845259713076,
        "win_rate": 0.32941176470588235,
        "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_HIGHWAVE",
        "exit": "trail",
        "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": "3a5fbc1ee26cb0830208"
      },
      "train": {
        "n": 252,
        "net_R": 20.7328258837794,
        "expectancy_R": 0.08227311858642619,
        "pf": 1.155157630858705,
        "max_drawdown_R": 11.846800404627112,
        "win_rate": 0.376984126984127,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 88,
        "net_R": -1.0262539082839943,
        "expectancy_R": -0.011661976230499936,
        "pf": 0.9785058133063423,
        "max_drawdown_R": 17.402906930562665,
        "win_rate": 0.3409090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 91,
        "net_R": 1.851615898359073,
        "expectancy_R": 0.020347427454495307,
        "pf": 1.0349546501971818,
        "max_drawdown_R": 11.944821779689029,
        "win_rate": 0.32967032967032966,
        "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_HIGHWAVE",
        "exit": "trail",
        "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": "ca154624616f9fb71297"
      },
      "train": {
        "n": 255,
        "net_R": -5.919709156832743,
        "expectancy_R": -0.023214545713069582,
        "pf": 0.9568695986265879,
        "max_drawdown_R": 23.559425533292053,
        "win_rate": 0.3176470588235294,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 86,
        "net_R": -10.446819620873232,
        "expectancy_R": -0.1214746467543399,
        "pf": 0.794889053771769,
        "max_drawdown_R": 17.276571980338392,
        "win_rate": 0.27906976744186046,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 89,
        "net_R": 5.742919746767246,
        "expectancy_R": 0.06452718816592411,
        "pf": 1.1158449128052186,
        "max_drawdown_R": 12.49295772363235,
        "win_rate": 0.3258426966292135,
        "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