IAORION

Informe de investigación IND_SAREXT

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

todo/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "a1caecac530d37256c8f",
  "engine_version": "3.0.0",
  "entrada": "IND_SAREXT",
  "familia": "Overlap Studies",
  "regimen": "todo",
  "salida": "rr2",
  "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_SAREXT",
        "exit": "rr2",
        "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": "5a013efff8cc4981f557"
      },
      "train": {
        "n": 225,
        "net_R": 17.95246167991354,
        "expectancy_R": 0.07978871857739352,
        "pf": 1.1224819795106813,
        "max_drawdown_R": 15.688686485577533,
        "win_rate": 0.37333333333333335,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 94,
        "net_R": -5.167042884133561,
        "expectancy_R": -0.0549685413205698,
        "pf": 0.9213527407484319,
        "max_drawdown_R": 13.01456298623486,
        "win_rate": 0.32978723404255317,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 84,
        "net_R": -3.890313406351188,
        "expectancy_R": -0.046313254837514146,
        "pf": 0.9335580607453896,
        "max_drawdown_R": 16.18734511165939,
        "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": "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_SAREXT",
        "exit": "rr2",
        "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": "9db2e1c38f67d8159df1"
      },
      "train": {
        "n": 231,
        "net_R": -38.425516304493286,
        "expectancy_R": -0.16634422642637786,
        "pf": 0.7737178549285987,
        "max_drawdown_R": 40.39869457625325,
        "win_rate": 0.29004329004329005,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 85,
        "net_R": -0.3199505775878664,
        "expectancy_R": -0.0037641244422101927,
        "pf": 0.9944331239334488,
        "max_drawdown_R": 13.212391494521885,
        "win_rate": 0.3411764705882353,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 81,
        "net_R": -27.002343967985816,
        "expectancy_R": -0.3333622712097014,
        "pf": 0.5796373650486776,
        "max_drawdown_R": 27.002343967985816,
        "win_rate": 0.2345679012345679,
        "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_SAREXT",
        "exit": "rr2",
        "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": "0736eae071538fa4d623"
      },
      "train": {
        "n": 220,
        "net_R": -30.43775786436744,
        "expectancy_R": -0.13835344483803383,
        "pf": 0.8083895337342392,
        "max_drawdown_R": 42.290598730091745,
        "win_rate": 0.29545454545454547,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": -6.396598227563388,
        "expectancy_R": -0.07029228821498228,
        "pf": 0.8994619344049387,
        "max_drawdown_R": 12.629422155348204,
        "win_rate": 0.31868131868131866,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": 4.201435748196701,
        "expectancy_R": 0.054564100625931186,
        "pf": 1.0827503624712265,
        "max_drawdown_R": 12.41614861736458,
        "win_rate": 0.36363636363636365,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 103.77,
        "rd": 3.229599987562165,
        "sl": 100.54040001243783,
        "tp": 110.22919997512433,
        "highest": 105.28,
        "lowest": 101.25,
        "bars": 12,
        "open_ts": "2026-10-16 16:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.5087317334430002
      },
      "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_SAREXT",
        "exit": "rr2",
        "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": "3012a6e1ffc295b3d425"
      },
      "train": {
        "n": 227,
        "net_R": 7.052131544427906,
        "expectancy_R": 0.031066658786026016,
        "pf": 1.0465320374880724,
        "max_drawdown_R": 22.473253152272004,
        "win_rate": 0.3568281938325991,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 90,
        "net_R": -9.891256449834405,
        "expectancy_R": -0.10990284944260449,
        "pf": 0.8472926215937363,
        "max_drawdown_R": 14.787215012772716,
        "win_rate": 0.3111111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 81,
        "net_R": -22.14566321285428,
        "expectancy_R": -0.2734032495414109,
        "pf": 0.649026268482459,
        "max_drawdown_R": 27.960781479817946,
        "win_rate": 0.25925925925925924,
        "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_SAREXT",
        "exit": "rr2",
        "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": "9bed6bbf527349026742"
      },
      "train": {
        "n": 203,
        "net_R": 6.261375526373261,
        "expectancy_R": 0.030844214415631826,
        "pf": 1.046272089736767,
        "max_drawdown_R": 13.54070659239566,
        "win_rate": 0.35467980295566504,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 78,
        "net_R": 6.549669490991118,
        "expectancy_R": 0.0839701216793733,
        "pf": 1.1297468215577378,
        "max_drawdown_R": 9.776607988625058,
        "win_rate": 0.3717948717948718,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 75,
        "net_R": 12.0351177710153,
        "expectancy_R": 0.16046823694687065,
        "pf": 1.2570368746889038,
        "max_drawdown_R": 10.869431761126258,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3316,
        "rd": 0.035200926865828014,
        "sl": 1.3668009268658279,
        "tp": 1.261198146268344,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 22,
        "open_ts": "2026-10-15 00:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.6049946700365356
      },
      "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_SAREXT",
        "exit": "rr2",
        "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": "f7b8f6e2ef7df9f2e61a"
      },
      "train": {
        "n": 220,
        "net_R": -37.55390209697448,
        "expectancy_R": -0.17069955498624764,
        "pf": 0.7736537137748982,
        "max_drawdown_R": 43.900228694377475,
        "win_rate": 0.30454545454545456,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 92,
        "net_R": 7.035753011963429,
        "expectancy_R": 0.07647557621699379,
        "pf": 1.1146783085195275,
        "max_drawdown_R": 7.70367009451378,
        "win_rate": 0.391304347826087,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 80,
        "net_R": -20.726536129403865,
        "expectancy_R": -0.2590817016175483,
        "pf": 0.6740132379662287,
        "max_drawdown_R": 20.726536129403875,
        "win_rate": 0.2875,
        "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_SAREXT",
        "exit": "rr2",
        "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": "f43b7666959b73a11f0e"
      },
      "train": {
        "n": 238,
        "net_R": -20.75366180310504,
        "expectancy_R": -0.08720025967691193,
        "pf": 0.8788308520675444,
        "max_drawdown_R": 34.26109707787312,
        "win_rate": 0.3277310924369748,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 80,
        "net_R": 0.5945019260392994,
        "expectancy_R": 0.0074312740754912425,
        "pf": 1.0108195380045886,
        "max_drawdown_R": 10.925903438898752,
        "win_rate": 0.3625,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 63,
        "net_R": -5.879011785207421,
        "expectancy_R": -0.09331764738424478,
        "pf": 0.8719704967679713,
        "max_drawdown_R": 11.243792567893195,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2377.03,
        "rd": 22.209634348851125,
        "sl": 2399.2396343488513,
        "tp": 2332.610731302298,
        "highest": 2384.9,
        "lowest": 2371.77,
        "bars": 1,
        "open_ts": "2026-10-18 15:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.21209189786788976
      },
      "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_SAREXT",
        "exit": "rr2",
        "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": "20858e3cb5784d7a78cc"
      },
      "train": {
        "n": 245,
        "net_R": -16.030242256588227,
        "expectancy_R": -0.06542956023097235,
        "pf": 0.9081724779349443,
        "max_drawdown_R": 24.636167584838603,
        "win_rate": 0.3346938775510204,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 91,
        "net_R": 15.578785231455377,
        "expectancy_R": 0.17119544210390525,
        "pf": 1.2714489425905802,
        "max_drawdown_R": 14.288074168850478,
        "win_rate": 0.4175824175824176,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 72,
        "net_R": 15.066474528922404,
        "expectancy_R": 0.20925659067947783,
        "pf": 1.3393971044900774,
        "max_drawdown_R": 6.991402093384092,
        "win_rate": 0.4305555555555556,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 102.95,
        "rd": 1.1602630492959172,
        "sl": 104.11026304929592,
        "tp": 100.62947390140818,
        "highest": 103.05,
        "lowest": 101.75,
        "bars": 2,
        "open_ts": "2026-10-18 14:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5321293308225767
      },
      "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_SAREXT",
        "exit": "rr2",
        "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": "8e880d5b6c89bb416838"
      },
      "train": {
        "n": 228,
        "net_R": -14.708107644331713,
        "expectancy_R": -0.06450924405408646,
        "pf": 0.9101226767319619,
        "max_drawdown_R": 24.23620810102071,
        "win_rate": 0.34210526315789475,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 94,
        "net_R": -26.298714376869412,
        "expectancy_R": -0.27977355720073843,
        "pf": 0.6521063863898222,
        "max_drawdown_R": 29.22662774636902,
        "win_rate": 0.2765957446808511,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 83,
        "net_R": -2.728712474622375,
        "expectancy_R": -0.03287605391111295,
        "pf": 0.953953110696726,
        "max_drawdown_R": 14.949479647716029,
        "win_rate": 0.3614457831325301,
        "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_SAREXT",
        "exit": "rr2",
        "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": "2955e35e8eb072a8114a"
      },
      "train": {
        "n": 221,
        "net_R": 5.306773247492735,
        "expectancy_R": 0.02401254863118885,
        "pf": 1.0352313254352314,
        "max_drawdown_R": 16.052541971728157,
        "win_rate": 0.3665158371040724,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 83,
        "net_R": 11.176790034600137,
        "expectancy_R": 0.13466012089879684,
        "pf": 1.207918596792189,
        "max_drawdown_R": 8.831550612553112,
        "win_rate": 0.40963855421686746,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 77,
        "net_R": -8.22157416251653,
        "expectancy_R": -0.10677369042229261,
        "pf": 0.8543620475885096,
        "max_drawdown_R": 14.044452359317626,
        "win_rate": 0.3246753246753247,
        "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