IAORION

Informe de investigación IND_AROONOSC

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "9a09776260967641eebe",
  "engine_version": "3.0.0",
  "entrada": "IND_AROONOSC",
  "familia": "Momentum Indicators",
  "regimen": "trend",
  "salida": "opp",
  "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_AROONOSC",
        "exit": "opp",
        "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": "d6b60d9dd4102d12f74c"
      },
      "train": {
        "n": 220,
        "net_R": 20.083600415816797,
        "expectancy_R": 0.09128909279916726,
        "pf": 1.211485894906175,
        "max_drawdown_R": 16.091615750866058,
        "win_rate": 0.38181818181818183,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 74,
        "net_R": -12.214545051917217,
        "expectancy_R": -0.1650614196205029,
        "pf": 0.7024268082754921,
        "max_drawdown_R": 16.688188550875946,
        "win_rate": 0.36486486486486486,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 78,
        "net_R": 3.9422786132679617,
        "expectancy_R": 0.050542033503435405,
        "pf": 1.119093649328243,
        "max_drawdown_R": 8.08169001387176,
        "win_rate": 0.5,
        "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"
    },
    "ETHUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_AROONOSC",
        "exit": "opp",
        "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": "53a557e9b964133178b0"
      },
      "train": {
        "n": 224,
        "net_R": -1.3650389067242301,
        "expectancy_R": -0.0060939236907331705,
        "pf": 0.9875674062744408,
        "max_drawdown_R": 14.893630347203498,
        "win_rate": 0.34375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -5.744437737661393,
        "expectancy_R": -0.06243954062675427,
        "pf": 0.8862682272274853,
        "max_drawdown_R": 14.193162552023896,
        "win_rate": 0.358695652173913,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": -16.637986009382,
        "expectancy_R": -0.21607774038158442,
        "pf": 0.5783242188987848,
        "max_drawdown_R": 17.040657857308283,
        "win_rate": 0.4025974025974026,
        "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_AROONOSC",
        "exit": "opp",
        "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": "3131166cc69d17498b16"
      },
      "train": {
        "n": 235,
        "net_R": 21.64161926554788,
        "expectancy_R": 0.09209199687467183,
        "pf": 1.2204050430241455,
        "max_drawdown_R": 18.742504700808094,
        "win_rate": 0.42127659574468085,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 81,
        "net_R": -20.5261772300579,
        "expectancy_R": -0.2534095954328136,
        "pf": 0.5422503183046327,
        "max_drawdown_R": 26.90272205786436,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": -3.8094659961065664,
        "expectancy_R": -0.04761832495133208,
        "pf": 0.8822776079034593,
        "max_drawdown_R": 6.986038586289862,
        "win_rate": 0.4375,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 104.53,
        "rd": 2.846596015408392,
        "sl": 107.3765960154084,
        "tp": 98.83680796918321,
        "highest": 104.59,
        "lowest": 101.75,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.7716655219461674
      },
      "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_AROONOSC",
        "exit": "opp",
        "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": "e47a28013cce936574ae"
      },
      "train": {
        "n": 194,
        "net_R": 0.40407319045446677,
        "expectancy_R": 0.0020828514971879732,
        "pf": 1.0044608138110998,
        "max_drawdown_R": 20.908564921926878,
        "win_rate": 0.3556701030927835,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": 4.102721035657851,
        "expectancy_R": 0.0612346423232515,
        "pf": 1.1330535616256914,
        "max_drawdown_R": 11.01534795157707,
        "win_rate": 0.3880597014925373,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 73,
        "net_R": 16.865233889021244,
        "expectancy_R": 0.23103060121946908,
        "pf": 1.495813225257897,
        "max_drawdown_R": 12.77691336472988,
        "win_rate": 0.4246575342465753,
        "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_AROONOSC",
        "exit": "opp",
        "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": "df813053bdde505d7fd8"
      },
      "train": {
        "n": 208,
        "net_R": -33.59552668665959,
        "expectancy_R": -0.16151695522432494,
        "pf": 0.6712053914317823,
        "max_drawdown_R": 47.331299899879134,
        "win_rate": 0.35096153846153844,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 71,
        "net_R": 18.693527841313312,
        "expectancy_R": 0.2632891245255396,
        "pf": 1.6908182674186882,
        "max_drawdown_R": 5.817502097589524,
        "win_rate": 0.4647887323943662,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 67,
        "net_R": -4.546002886584334,
        "expectancy_R": -0.06785078935200498,
        "pf": 0.8467576570306198,
        "max_drawdown_R": 12.583333769662216,
        "win_rate": 0.34328358208955223,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.294,
        "rd": 0.03359707815759458,
        "sl": 1.3275970781575945,
        "tp": 1.2268058436848108,
        "highest": 1.3056,
        "lowest": 1.2687,
        "bars": 4,
        "open_ts": "2026-10-18 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5630281273648207
      },
      "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_AROONOSC",
        "exit": "opp",
        "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": "49cb214469b853451abf"
      },
      "train": {
        "n": 229,
        "net_R": -38.78140610235573,
        "expectancy_R": -0.1693511183508984,
        "pf": 0.6771063289956184,
        "max_drawdown_R": 40.39900606310123,
        "win_rate": 0.33624454148471616,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 77,
        "net_R": -12.120874189788218,
        "expectancy_R": -0.1574139505167301,
        "pf": 0.6956560902110764,
        "max_drawdown_R": 12.967684384661844,
        "win_rate": 0.2987012987012987,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 68,
        "net_R": -17.455522613315637,
        "expectancy_R": -0.25669886196052405,
        "pf": 0.5938973530032623,
        "max_drawdown_R": 21.531250004422407,
        "win_rate": 0.27941176470588236,
        "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_AROONOSC",
        "exit": "opp",
        "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": "1e6acd931da8825ec7cc"
      },
      "train": {
        "n": 236,
        "net_R": -31.717313454186574,
        "expectancy_R": -0.13439539599231598,
        "pf": 0.733136521996705,
        "max_drawdown_R": 36.34661714401468,
        "win_rate": 0.3305084745762712,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 79,
        "net_R": -12.626076303277687,
        "expectancy_R": -0.1598237506744011,
        "pf": 0.7026842279970315,
        "max_drawdown_R": 16.813635290188998,
        "win_rate": 0.31645569620253167,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 50,
        "net_R": 4.061676017106868,
        "expectancy_R": 0.08123352034213736,
        "pf": 1.2144093025240095,
        "max_drawdown_R": 9.457815901309525,
        "win_rate": 0.42,
        "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_AROONOSC",
        "exit": "opp",
        "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": "0e64a5cd44ce7bab54ff"
      },
      "train": {
        "n": 201,
        "net_R": -11.507266610483889,
        "expectancy_R": -0.05725008263922333,
        "pf": 0.8795943207444287,
        "max_drawdown_R": 27.381534046093353,
        "win_rate": 0.31840796019900497,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": -12.302829360269184,
        "expectancy_R": -0.15003450439352664,
        "pf": 0.7224555817398423,
        "max_drawdown_R": 23.930665244438273,
        "win_rate": 0.2926829268292683,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 65,
        "net_R": -1.6862729678125867,
        "expectancy_R": -0.025942661043270566,
        "pf": 0.9446347854089654,
        "max_drawdown_R": 10.816996080611814,
        "win_rate": 0.38461538461538464,
        "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_AROONOSC",
        "exit": "opp",
        "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": "6cfda00ee36a549fad5c"
      },
      "train": {
        "n": 196,
        "net_R": -30.506914473221897,
        "expectancy_R": -0.1556475228225607,
        "pf": 0.7051429620388825,
        "max_drawdown_R": 34.47719488006736,
        "win_rate": 0.34183673469387754,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": -31.101807041864063,
        "expectancy_R": -0.3887725880233008,
        "pf": 0.3777334941330965,
        "max_drawdown_R": 33.06095568672487,
        "win_rate": 0.2125,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 63,
        "net_R": 4.440816995655595,
        "expectancy_R": 0.07048915866119992,
        "pf": 1.1723401916038017,
        "max_drawdown_R": 8.19470487023731,
        "win_rate": 0.4126984126984127,
        "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_AROONOSC",
        "exit": "opp",
        "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": "f09e5ce29a59cc7bf857"
      },
      "train": {
        "n": 234,
        "net_R": -46.2307166365882,
        "expectancy_R": -0.19756716511362477,
        "pf": 0.6166777806254056,
        "max_drawdown_R": 48.746319821529475,
        "win_rate": 0.32905982905982906,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 67,
        "net_R": 5.624710379174664,
        "expectancy_R": 0.0839509011817114,
        "pf": 1.2176539764690406,
        "max_drawdown_R": 5.94455733563942,
        "win_rate": 0.43283582089552236,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": -16.152278125019468,
        "expectancy_R": -0.24473148674271922,
        "pf": 0.5352855504329093,
        "max_drawdown_R": 16.924222053847227,
        "win_rate": 0.30303030303030304,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2828,
        "rd": 0.013055496650417215,
        "sl": 1.2958554966504172,
        "tp": 1.2566890066991656,
        "highest": 1.2838,
        "lowest": 1.2687,
        "bars": 2,
        "open_ts": "2026-10-18 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.591452030264443
      },
      "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