IAORION

Informe de investigación IND_PLUS_DM

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

trend/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "9cf6b17d05f2454f6bbe",
  "engine_version": "3.0.0",
  "entrada": "IND_PLUS_DM",
  "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_PLUS_DM",
        "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": "99c0ed420a189c007d5f"
      },
      "train": {
        "n": 228,
        "net_R": 42.73281692070826,
        "expectancy_R": 0.18742463561714148,
        "pf": 1.4881517238788449,
        "max_drawdown_R": 15.182732518027674,
        "win_rate": 0.35526315789473684,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -17.105900430593493,
        "expectancy_R": -0.18797692780871972,
        "pf": 0.6427735435316966,
        "max_drawdown_R": 20.020138824094627,
        "win_rate": 0.26373626373626374,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": 9.998839289937777,
        "expectancy_R": 0.1149291872406641,
        "pf": 1.2983615826499288,
        "max_drawdown_R": 10.800611141484435,
        "win_rate": 0.3563218390804598,
        "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_PLUS_DM",
        "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": "bf004d530574b3eef56f"
      },
      "train": {
        "n": 232,
        "net_R": 10.145504747717522,
        "expectancy_R": 0.043730623912575525,
        "pf": 1.1175998037879546,
        "max_drawdown_R": 15.689372769596128,
        "win_rate": 0.3706896551724138,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -1.7049667494771596,
        "expectancy_R": -0.018735898345902852,
        "pf": 0.9567109280016349,
        "max_drawdown_R": 12.961683193391178,
        "win_rate": 0.34065934065934067,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 87,
        "net_R": -9.371352043966793,
        "expectancy_R": -0.10771669016053785,
        "pf": 0.761523758311603,
        "max_drawdown_R": 14.81068716800359,
        "win_rate": 0.2988505747126437,
        "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"
    },
    "SOLUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_PLUS_DM",
        "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": "381fd4f05fec0ae8205c"
      },
      "train": {
        "n": 272,
        "net_R": 1.788745132284368,
        "expectancy_R": 0.006576268868692529,
        "pf": 1.0170971764984165,
        "max_drawdown_R": 27.025213258713876,
        "win_rate": 0.3602941176470588,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 88,
        "net_R": -11.03802307540536,
        "expectancy_R": -0.12543208040233364,
        "pf": 0.71135730390479,
        "max_drawdown_R": 14.372331948523415,
        "win_rate": 0.3409090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": -4.018587606696296,
        "expectancy_R": -0.04841671815296742,
        "pf": 0.878423593065591,
        "max_drawdown_R": 11.04968691934933,
        "win_rate": 0.3614457831325301,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 104.45,
        "rd": 3.169526488774853,
        "sl": 107.61952648877485,
        "tp": 98.11094702245029,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 10,
        "open_ts": "2026-10-17 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.6678158417341928
      },
      "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_PLUS_DM",
        "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": "3ce142697329e4a18a69"
      },
      "train": {
        "n": 225,
        "net_R": -23.933433684463743,
        "expectancy_R": -0.10637081637539442,
        "pf": 0.7589526296134341,
        "max_drawdown_R": 27.24252344284703,
        "win_rate": 0.3466666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 96,
        "net_R": -11.99017851789575,
        "expectancy_R": -0.12489769289474739,
        "pf": 0.6776370717647856,
        "max_drawdown_R": 16.96679889044944,
        "win_rate": 0.3229166666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 82,
        "net_R": -1.3524394782786735,
        "expectancy_R": -0.016493164369252116,
        "pf": 0.9650334829888044,
        "max_drawdown_R": 16.557540080862786,
        "win_rate": 0.3048780487804878,
        "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_PLUS_DM",
        "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": "ff020199cd2f721fa4d0"
      },
      "train": {
        "n": 215,
        "net_R": -20.166850416752563,
        "expectancy_R": -0.0937993042639654,
        "pf": 0.7658244470468465,
        "max_drawdown_R": 38.40959432255245,
        "win_rate": 0.30697674418604654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 102,
        "net_R": -22.60833340071074,
        "expectancy_R": -0.22165032745794844,
        "pf": 0.512902140058262,
        "max_drawdown_R": 24.225436855441973,
        "win_rate": 0.24509803921568626,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 71,
        "net_R": -2.1539033563670418,
        "expectancy_R": -0.030336666991085094,
        "pf": 0.9258234123489122,
        "max_drawdown_R": 11.234055761487692,
        "win_rate": 0.28169014084507044,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3115,
        "rd": 0.037309645521061724,
        "sl": 1.3488096455210619,
        "tp": 1.2368807089578766,
        "highest": 1.3126,
        "lowest": 1.2687,
        "bars": 10,
        "open_ts": "2026-10-17 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.9758160253612621
      },
      "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_PLUS_DM",
        "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": "56ed48609e89ea6b6e96"
      },
      "train": {
        "n": 266,
        "net_R": -43.69992164418928,
        "expectancy_R": -0.1642854197149973,
        "pf": 0.6452975275290892,
        "max_drawdown_R": 44.528083290672036,
        "win_rate": 0.3157894736842105,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 88,
        "net_R": -4.123031928480689,
        "expectancy_R": -0.04685263555091692,
        "pf": 0.8797127493648205,
        "max_drawdown_R": 10.965536899871429,
        "win_rate": 0.3522727272727273,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 81,
        "net_R": -2.5046360728562007,
        "expectancy_R": -0.0309214329982247,
        "pf": 0.9398361640368409,
        "max_drawdown_R": 21.558639479838977,
        "win_rate": 0.2839506172839506,
        "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_PLUS_DM",
        "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": "eb1ca5afc8789d8e1840"
      },
      "train": {
        "n": 251,
        "net_R": -1.69163612367492,
        "expectancy_R": -0.0067395861500992825,
        "pf": 0.9828187426353083,
        "max_drawdown_R": 16.67849026223023,
        "win_rate": 0.3466135458167331,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 82,
        "net_R": -1.6830135890067182,
        "expectancy_R": -0.020524555963496564,
        "pf": 0.9509266162736346,
        "max_drawdown_R": 11.40165497754668,
        "win_rate": 0.3048780487804878,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 66,
        "net_R": 0.6725422728334365,
        "expectancy_R": 0.010190034436870249,
        "pf": 1.0218371919813491,
        "max_drawdown_R": 8.897816213313378,
        "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"
    },
    "SOLUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_PLUS_DM",
        "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": "b9e83e5bae14ff1e11a8"
      },
      "train": {
        "n": 221,
        "net_R": 8.05587488089347,
        "expectancy_R": 0.0364519225379795,
        "pf": 1.0887547501328132,
        "max_drawdown_R": 12.63237149838113,
        "win_rate": 0.35294117647058826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": -16.930838443171602,
        "expectancy_R": -0.1840308526431696,
        "pf": 0.6227164202041919,
        "max_drawdown_R": 21.684593389954053,
        "win_rate": 0.2717391304347826,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 73,
        "net_R": -6.755727930454182,
        "expectancy_R": -0.09254421822539977,
        "pf": 0.807979568094227,
        "max_drawdown_R": 11.756528994575504,
        "win_rate": 0.3013698630136986,
        "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_PLUS_DM",
        "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": "44d77bb9281e0a91746f"
      },
      "train": {
        "n": 232,
        "net_R": -18.498154112812472,
        "expectancy_R": -0.07973342290005375,
        "pf": 0.8060223190194701,
        "max_drawdown_R": 21.938100473185322,
        "win_rate": 0.3275862068965517,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 93,
        "net_R": -16.047602651847672,
        "expectancy_R": -0.17255486722416852,
        "pf": 0.6020468942311225,
        "max_drawdown_R": 20.891254447189993,
        "win_rate": 0.2903225806451613,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 71,
        "net_R": 3.6687892495308447,
        "expectancy_R": 0.051673088021561196,
        "pf": 1.1347152799856133,
        "max_drawdown_R": 6.191024015986297,
        "win_rate": 0.36619718309859156,
        "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_PLUS_DM",
        "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": "58226822384cf45cf3b1"
      },
      "train": {
        "n": 240,
        "net_R": -18.271373228898856,
        "expectancy_R": -0.07613072178707857,
        "pf": 0.8263990267128181,
        "max_drawdown_R": 23.97285847869857,
        "win_rate": 0.30833333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -9.325648055948713,
        "expectancy_R": -0.1097135065405731,
        "pf": 0.7323460211581483,
        "max_drawdown_R": 14.96016784862107,
        "win_rate": 0.3058823529411765,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": -9.337818336266658,
        "expectancy_R": -0.12969192133703691,
        "pf": 0.7316327611826511,
        "max_drawdown_R": 13.625133889070785,
        "win_rate": 0.2638888888888889,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2965,
        "rd": 0.012139996474123385,
        "sl": 1.3086399964741233,
        "tp": 1.2722200070517533,
        "highest": 1.2971,
        "lowest": 1.2687,
        "bars": 3,
        "open_ts": "2026-10-18 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.763991451368711
      },
      "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