IAORION

Informe de investigación IND_VAR

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

trend/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "8ca96a52ed7b5b97c55f",
  "engine_version": "3.0.0",
  "entrada": "IND_VAR",
  "familia": "Statistic Functions",
  "regimen": "trend",
  "salida": "trail",
  "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_VAR",
        "exit": "trail",
        "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": "37fd84f01c4eff2ee3bf"
      },
      "train": {
        "n": 201,
        "net_R": 35.540304941525896,
        "expectancy_R": 0.17681743752002935,
        "pf": 1.3367731225831418,
        "max_drawdown_R": 13.318285071981535,
        "win_rate": 0.3482587064676617,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": 0.8093851661113691,
        "expectancy_R": 0.011730219798715495,
        "pf": 1.0224254513171012,
        "max_drawdown_R": 9.705726784926132,
        "win_rate": 0.36231884057971014,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": -7.737512004207115,
        "expectancy_R": -0.09794318992667235,
        "pf": 0.8315927819444153,
        "max_drawdown_R": 17.38160387059017,
        "win_rate": 0.34177215189873417,
        "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": 80414.86116117451,
        "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_VAR",
        "exit": "trail",
        "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": "10a4383cce4f5d03f2b6"
      },
      "train": {
        "n": 212,
        "net_R": -23.887469068390306,
        "expectancy_R": -0.11267674088863353,
        "pf": 0.8072627014853544,
        "max_drawdown_R": 25.125414659283337,
        "win_rate": 0.2830188679245283,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": -6.995049077133053,
        "expectancy_R": -0.09204011943596122,
        "pf": 0.8468668418840951,
        "max_drawdown_R": 13.12474390063805,
        "win_rate": 0.2894736842105263,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 79,
        "net_R": -18.552139321520304,
        "expectancy_R": -0.23483720660152282,
        "pf": 0.6007560793783673,
        "max_drawdown_R": 21.159235543768364,
        "win_rate": 0.3037974683544304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "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": "IND_VAR",
        "exit": "trail",
        "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": "8e0505377782374db623"
      },
      "train": {
        "n": 238,
        "net_R": -0.10694909510015904,
        "expectancy_R": -0.0004493659457989876,
        "pf": 0.9991829046949345,
        "max_drawdown_R": 25.68519165620309,
        "win_rate": 0.3319327731092437,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 69,
        "net_R": -7.499129988968367,
        "expectancy_R": -0.10868304331838212,
        "pf": 0.787174553896193,
        "max_drawdown_R": 16.826668950082098,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 78,
        "net_R": -20.886723445380504,
        "expectancy_R": -0.26777850571000644,
        "pf": 0.5882395573455614,
        "max_drawdown_R": 29.546957091168412,
        "win_rate": 0.2692307692307692,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 103.52,
        "rd": 3.236869988184056,
        "sl": 100.66187016015654,
        "tp": 109.9937399763681,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 11,
        "open_ts": "2026-10-16 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.4303153988527728
      },
      "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_VAR",
        "exit": "trail",
        "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": "61eff47fad6215515e4c"
      },
      "train": {
        "n": 190,
        "net_R": -8.982334352454163,
        "expectancy_R": -0.047275443960285074,
        "pf": 0.9179692900117029,
        "max_drawdown_R": 21.17895068110613,
        "win_rate": 0.3263157894736842,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 84,
        "net_R": -6.042353814988144,
        "expectancy_R": -0.07193278351176362,
        "pf": 0.8820564667367052,
        "max_drawdown_R": 23.363410970703093,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 78,
        "net_R": -14.975157020918429,
        "expectancy_R": -0.1919891925758773,
        "pf": 0.6707083582169567,
        "max_drawdown_R": 15.999247575758552,
        "win_rate": 0.34615384615384615,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 729.66,
        "rd": 13.105480551376594,
        "sl": 727.9312349719798,
        "tp": 703.4490388972467,
        "highest": 736.13,
        "lowest": 710.15,
        "bars": 16,
        "open_ts": "2026-10-16 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.219397445011765
      },
      "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_VAR",
        "exit": "trail",
        "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": "d2da86273028f241056b"
      },
      "train": {
        "n": 216,
        "net_R": -8.715442315713382,
        "expectancy_R": -0.04034926998015455,
        "pf": 0.9261670945259978,
        "max_drawdown_R": 28.291254671768225,
        "win_rate": 0.3425925925925926,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 76,
        "net_R": 5.62663113304826,
        "expectancy_R": 0.07403462017168763,
        "pf": 1.1393601622166485,
        "max_drawdown_R": 16.610849703710375,
        "win_rate": 0.34210526315789475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": 10.153993082575466,
        "expectancy_R": 0.15155213556082786,
        "pf": 1.2921179901588529,
        "max_drawdown_R": 7.046824081030012,
        "win_rate": 0.40298507462686567,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 1.2983,
        "rd": 0.038128574232696555,
        "sl": 1.2601714257673033,
        "tp": 1.3745571484653931,
        "highest": 1.3126,
        "lowest": 1.2687,
        "bars": 11,
        "open_ts": "2026-10-16 20:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.6762920072129932
      },
      "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_VAR",
        "exit": "trail",
        "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": "e550f05d158e773ddf0a"
      },
      "train": {
        "n": 216,
        "net_R": -21.38495381117003,
        "expectancy_R": -0.09900441579245384,
        "pf": 0.8312197450753825,
        "max_drawdown_R": 30.97474047114378,
        "win_rate": 0.3055555555555556,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 72,
        "net_R": -6.495027101069965,
        "expectancy_R": -0.09020870973708285,
        "pf": 0.8441598348785382,
        "max_drawdown_R": 16.244534817348434,
        "win_rate": 0.2916666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 59,
        "net_R": 17.386059190246925,
        "expectancy_R": 0.29467896932621906,
        "pf": 1.5105390808234775,
        "max_drawdown_R": 9.724402820776325,
        "win_rate": 0.3389830508474576,
        "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_VAR",
        "exit": "trail",
        "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": "01ca9c46be53ddcda120"
      },
      "train": {
        "n": 209,
        "net_R": 1.360400192120066,
        "expectancy_R": 0.006509091828325674,
        "pf": 1.011441812768472,
        "max_drawdown_R": 25.687800720395796,
        "win_rate": 0.31100478468899523,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 73,
        "net_R": 0.8400328688084451,
        "expectancy_R": 0.011507299572718425,
        "pf": 1.0222019249803382,
        "max_drawdown_R": 12.728967300587795,
        "win_rate": 0.3561643835616438,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 61,
        "net_R": 20.334496307528518,
        "expectancy_R": 0.33335239848407405,
        "pf": 1.5805425036208773,
        "max_drawdown_R": 7.1069020803149865,
        "win_rate": 0.4262295081967213,
        "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_VAR",
        "exit": "trail",
        "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": "9a22649998b1fd6c7a8e"
      },
      "train": {
        "n": 168,
        "net_R": 38.14703876579598,
        "expectancy_R": 0.2270657069392618,
        "pf": 1.450554608088192,
        "max_drawdown_R": 9.234398856592417,
        "win_rate": 0.40476190476190477,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 73,
        "net_R": -17.360762957009445,
        "expectancy_R": -0.237818670643965,
        "pf": 0.6256129767791789,
        "max_drawdown_R": 27.72963059436959,
        "win_rate": 0.2465753424657534,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 58,
        "net_R": 2.038168639351269,
        "expectancy_R": 0.035140838609504635,
        "pf": 1.0612087757352993,
        "max_drawdown_R": 12.562084216097935,
        "win_rate": 0.3793103448275862,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.65,
        "rd": 1.1890318678367457,
        "sl": 103.73060400331595,
        "tp": 101.27193626432651,
        "highest": 104.79,
        "lowest": 101.75,
        "bars": 14,
        "open_ts": "2026-10-18 02:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.107674264774907
      },
      "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_VAR",
        "exit": "trail",
        "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": "f2ce1545d016fc8b6af0"
      },
      "train": {
        "n": 185,
        "net_R": -31.13133467463464,
        "expectancy_R": -0.1682774847277548,
        "pf": 0.7234674687275916,
        "max_drawdown_R": 39.40509887767529,
        "win_rate": 0.2756756756756757,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 71,
        "net_R": -21.022964712262333,
        "expectancy_R": -0.2960980945389061,
        "pf": 0.528860842698163,
        "max_drawdown_R": 21.058260301617597,
        "win_rate": 0.2676056338028169,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 69,
        "net_R": -15.71472001627829,
        "expectancy_R": -0.22774956545330854,
        "pf": 0.6811312422962964,
        "max_drawdown_R": 21.70854577179045,
        "win_rate": 0.2463768115942029,
        "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_VAR",
        "exit": "trail",
        "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": "737803d4c351c0190027"
      },
      "train": {
        "n": 201,
        "net_R": 7.536901342168423,
        "expectancy_R": 0.037497021602827973,
        "pf": 1.0663362318025955,
        "max_drawdown_R": 32.36889816919249,
        "win_rate": 0.3283582089552239,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 61,
        "net_R": 7.130056321183735,
        "expectancy_R": 0.11688616919973337,
        "pf": 1.2387518428496553,
        "max_drawdown_R": 8.32501075120568,
        "win_rate": 0.39344262295081966,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 62,
        "net_R": 4.00734278401449,
        "expectancy_R": 0.06463456103249178,
        "pf": 1.1114231348110464,
        "max_drawdown_R": 11.562328185567674,
        "win_rate": 0.3064516129032258,
        "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