IAORION

Informe de investigación IND_NATR

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

todo/trail

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "902bd77b4425e14120e6",
  "engine_version": "3.0.0",
  "entrada": "IND_NATR",
  "familia": "Volatility Indicators",
  "regimen": "todo",
  "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_NATR",
        "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": "4084d7ab9a2c8ed4a2a6"
      },
      "train": {
        "n": 290,
        "net_R": 28.557412032855417,
        "expectancy_R": 0.09847383459605316,
        "pf": 1.1844146321431628,
        "max_drawdown_R": 18.298478901476297,
        "win_rate": 0.3275862068965517,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 100,
        "net_R": -6.926930718486497,
        "expectancy_R": -0.06926930718486497,
        "pf": 0.8825336150707195,
        "max_drawdown_R": 17.387736401606972,
        "win_rate": 0.34,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -4.998812057910101,
        "expectancy_R": -0.049007961352059815,
        "pf": 0.9171052051227038,
        "max_drawdown_R": 13.556842717271447,
        "win_rate": 0.29411764705882354,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 82289.99,
        "rd": 1380.9298448136524,
        "sl": 82689.85883882549,
        "tp": 79528.1303103727,
        "highest": 82940.81,
        "lowest": 80809.25,
        "bars": 14,
        "open_ts": "2026-10-16 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7577667583404428
      },
      "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_NATR",
        "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": "d62a738281328057bd02"
      },
      "train": {
        "n": 294,
        "net_R": 18.441802028564442,
        "expectancy_R": 0.06272721778423279,
        "pf": 1.1146165547607692,
        "max_drawdown_R": 27.47157387692259,
        "win_rate": 0.3435374149659864,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 104,
        "net_R": 6.983918478222825,
        "expectancy_R": 0.06715306229060408,
        "pf": 1.1155098214367145,
        "max_drawdown_R": 11.259882404892839,
        "win_rate": 0.27884615384615385,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 105,
        "net_R": -0.7370176453657367,
        "expectancy_R": -0.007019215670149873,
        "pf": 0.9873499951987625,
        "max_drawdown_R": 12.08812667687229,
        "win_rate": 0.3619047619047619,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2455.08,
        "rd": 61.069303913883815,
        "sl": 2445.699615990006,
        "tp": 2332.941392172232,
        "highest": 2494.0,
        "lowest": 2356.79,
        "bars": 14,
        "open_ts": "2026-10-16 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.2003476264175104
      },
      "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_NATR",
        "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": "646092d012f9ec7ecaee"
      },
      "train": {
        "n": 263,
        "net_R": 8.036243681446763,
        "expectancy_R": 0.03055605962527286,
        "pf": 1.0590267079738427,
        "max_drawdown_R": 22.20835869488765,
        "win_rate": 0.3688212927756654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -12.898658142774334,
        "expectancy_R": -0.11516659056048513,
        "pf": 0.7914522426258777,
        "max_drawdown_R": 15.320013837912104,
        "win_rate": 0.3125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 102,
        "net_R": -1.103942469518083,
        "expectancy_R": -0.010822965387432187,
        "pf": 0.9816389466391343,
        "max_drawdown_R": 11.98898198620406,
        "win_rate": 0.30392156862745096,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 105.33,
        "rd": 3.235716562253582,
        "sl": 105.86812983984346,
        "tp": 98.85856687549284,
        "highest": 107.44,
        "lowest": 101.25,
        "bars": 15,
        "open_ts": "2026-10-16 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9259834544695765
      },
      "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_NATR",
        "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": "20b0cac7b0265e47f0c0"
      },
      "train": {
        "n": 276,
        "net_R": -40.7419552687647,
        "expectancy_R": -0.1476157799592924,
        "pf": 0.7519851882132293,
        "max_drawdown_R": 45.463876518679626,
        "win_rate": 0.3079710144927536,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": 7.596710433367386,
        "expectancy_R": 0.07673444882189279,
        "pf": 1.1319399892429316,
        "max_drawdown_R": 16.72917469986964,
        "win_rate": 0.31313131313131315,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 107,
        "net_R": -12.234867818237287,
        "expectancy_R": -0.11434455904894661,
        "pf": 0.8044590540316271,
        "max_drawdown_R": 16.680097404710768,
        "win_rate": 0.2897196261682243,
        "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"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_NATR",
        "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": "41748addbccc1cfb043b"
      },
      "train": {
        "n": 283,
        "net_R": -8.970641780650968,
        "expectancy_R": -0.031698380850356776,
        "pf": 0.9410385557400004,
        "max_drawdown_R": 31.97142183754276,
        "win_rate": 0.33568904593639576,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 99,
        "net_R": -5.51437425528948,
        "expectancy_R": -0.055700750053429095,
        "pf": 0.9041076034392154,
        "max_drawdown_R": 14.369457440183519,
        "win_rate": 0.2828282828282828,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 86,
        "net_R": 11.573676766925072,
        "expectancy_R": 0.13457763682471013,
        "pf": 1.251678037654264,
        "max_drawdown_R": 8.136604551658772,
        "win_rate": 0.3953488372093023,
        "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": "IND_NATR",
        "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": "ada72e1527c7e0bed9c5"
      },
      "train": {
        "n": 257,
        "net_R": 42.88155568245741,
        "expectancy_R": 0.16685430226637124,
        "pf": 1.3212497665211151,
        "max_drawdown_R": 17.830322628575168,
        "win_rate": 0.38910505836575876,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -0.30160558166897933,
        "expectancy_R": -0.0032783215398802103,
        "pf": 0.9942226102635772,
        "max_drawdown_R": 11.975995378888205,
        "win_rate": 0.33695652173913043,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 93,
        "net_R": -4.156872299522204,
        "expectancy_R": -0.04469755160776564,
        "pf": 0.9315329890076098,
        "max_drawdown_R": 15.581439105555045,
        "win_rate": 0.24731182795698925,
        "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_NATR",
        "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": "0cda8067666dfc96a674"
      },
      "train": {
        "n": 252,
        "net_R": 23.03918435009624,
        "expectancy_R": 0.09142533472260413,
        "pf": 1.1723481437979317,
        "max_drawdown_R": 18.527746772147026,
        "win_rate": 0.3492063492063492,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 94,
        "net_R": 4.594457269740879,
        "expectancy_R": 0.04887720499724339,
        "pf": 1.0877763238794471,
        "max_drawdown_R": 9.772802727039146,
        "win_rate": 0.32978723404255317,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 98,
        "net_R": 5.7364728142148,
        "expectancy_R": 0.05853543687974285,
        "pf": 1.1016493621257883,
        "max_drawdown_R": 17.143246051980697,
        "win_rate": 0.3163265306122449,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2411.43,
        "rd": 21.723624640155208,
        "sl": 2404.806504385681,
        "tp": 2367.9827507196896,
        "highest": 2429.43,
        "lowest": 2368.0,
        "bars": 10,
        "open_ts": "2026-10-18 06:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.3659799868364837
      },
      "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_NATR",
        "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": "1c6d2370e05db989a1fb"
      },
      "train": {
        "n": 263,
        "net_R": 13.59530721663608,
        "expectancy_R": 0.051693183333217034,
        "pf": 1.0942219914494469,
        "max_drawdown_R": 25.21898722438514,
        "win_rate": 0.376425855513308,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": 15.228069379268417,
        "expectancy_R": 0.1692007708807602,
        "pf": 1.3671477149849551,
        "max_drawdown_R": 7.1868102402123455,
        "win_rate": 0.4444444444444444,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 85,
        "net_R": 25.597722701457283,
        "expectancy_R": 0.3011496788406739,
        "pf": 1.5347202769857344,
        "max_drawdown_R": 12.733879748819026,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 103.7,
        "rd": 1.1614984855995936,
        "sl": 103.73060400331595,
        "tp": 101.37700302880081,
        "highest": 104.37,
        "lowest": 101.75,
        "bars": 9,
        "open_ts": "2026-10-18 07:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.176958056294238
      },
      "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_NATR",
        "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": "eac5abaeb83b797efc34"
      },
      "train": {
        "n": 266,
        "net_R": -6.814324785844718,
        "expectancy_R": -0.02561776235279969,
        "pf": 0.954229539087029,
        "max_drawdown_R": 30.8049780105622,
        "win_rate": 0.32706766917293234,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 95,
        "net_R": -3.11157478164954,
        "expectancy_R": -0.03275341875420568,
        "pf": 0.9453541419582248,
        "max_drawdown_R": 24.88590183900664,
        "win_rate": 0.3263157894736842,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 101,
        "net_R": -10.392948294311935,
        "expectancy_R": -0.10290047816150431,
        "pf": 0.8276912986404127,
        "max_drawdown_R": 16.870660766453106,
        "win_rate": 0.32673267326732675,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 720.47,
        "rd": 4.721938089092646,
        "sl": 719.1358869955855,
        "tp": 711.0261238218147,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 11,
        "open_ts": "2026-10-18 05:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.4390118785538224
      },
      "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_NATR",
        "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": "3571eab4f3b8d48bb46a"
      },
      "train": {
        "n": 273,
        "net_R": -8.97869496191515,
        "expectancy_R": -0.032888992534487724,
        "pf": 0.9426652454121265,
        "max_drawdown_R": 37.04300507525393,
        "win_rate": 0.326007326007326,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 89,
        "net_R": 7.295896974794583,
        "expectancy_R": 0.08197637050330991,
        "pf": 1.1603479597887731,
        "max_drawdown_R": 8.727314419910664,
        "win_rate": 0.39325842696629215,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 92,
        "net_R": 14.54502339238105,
        "expectancy_R": 0.15809808035196796,
        "pf": 1.2874640885661925,
        "max_drawdown_R": 9.471264557943336,
        "win_rate": 0.3804347826086957,
        "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": 1.2911270178783358,
        "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