IAORION

Informe de investigación IND_HT_SINE

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "a27789cb461b722612fe",
  "engine_version": "3.0.0",
  "entrada": "IND_HT_SINE",
  "familia": "Cycle Indicators",
  "regimen": "todo",
  "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_HT_SINE",
        "exit": "opp",
        "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": "f869debab026ba99188f"
      },
      "train": {
        "n": 346,
        "net_R": -33.56712799414856,
        "expectancy_R": -0.09701482079233686,
        "pf": 0.803409007991087,
        "max_drawdown_R": 41.675876685046774,
        "win_rate": 0.3699421965317919,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 115,
        "net_R": -14.140820541387976,
        "expectancy_R": -0.12296365688163458,
        "pf": 0.7435094367961362,
        "max_drawdown_R": 21.59379997052121,
        "win_rate": 0.3826086956521739,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 107,
        "net_R": 6.768246611078812,
        "expectancy_R": 0.06325464122503563,
        "pf": 1.1475466867255635,
        "max_drawdown_R": 13.283686551579017,
        "win_rate": 0.37383177570093457,
        "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_HT_SINE",
        "exit": "opp",
        "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": "2ecfe11fa6c96803219f"
      },
      "train": {
        "n": 346,
        "net_R": -31.26990028372649,
        "expectancy_R": -0.09037543434603032,
        "pf": 0.8144750320753307,
        "max_drawdown_R": 38.17690357221824,
        "win_rate": 0.33815028901734107,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 112,
        "net_R": -4.067972036091143,
        "expectancy_R": -0.03632117889367092,
        "pf": 0.9193884381927494,
        "max_drawdown_R": 11.074445735266954,
        "win_rate": 0.4017857142857143,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 104,
        "net_R": 17.072919945320386,
        "expectancy_R": 0.1641626917819268,
        "pf": 1.4142999094213906,
        "max_drawdown_R": 6.1174108641930065,
        "win_rate": 0.4807692307692308,
        "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_HT_SINE",
        "exit": "opp",
        "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": "3abaeaf82919a73e4cef"
      },
      "train": {
        "n": 328,
        "net_R": -1.2760661617057565,
        "expectancy_R": -0.0038904456149565746,
        "pf": 0.9911837864550754,
        "max_drawdown_R": 35.85206242971195,
        "win_rate": 0.4420731707317073,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 108,
        "net_R": 5.3134027945912194,
        "expectancy_R": 0.04919817402399277,
        "pf": 1.1052292256192497,
        "max_drawdown_R": 9.351796274459636,
        "win_rate": 0.4537037037037037,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 121,
        "net_R": -6.946120738631569,
        "expectancy_R": -0.05740595651761627,
        "pf": 0.8708778699834347,
        "max_drawdown_R": 16.564105864861585,
        "win_rate": 0.4214876033057851,
        "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"
    },
    "BNBUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_HT_SINE",
        "exit": "opp",
        "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": "5119efb667be1510bc54"
      },
      "train": {
        "n": 345,
        "net_R": -19.56222665104326,
        "expectancy_R": -0.056702106234908005,
        "pf": 0.8748773395765781,
        "max_drawdown_R": 31.630733680074982,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 109,
        "net_R": 11.386087734829458,
        "expectancy_R": 0.10445952050302254,
        "pf": 1.2319538005887454,
        "max_drawdown_R": 7.817787992087581,
        "win_rate": 0.44036697247706424,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": 4.292275820176083,
        "expectancy_R": 0.03798474177146976,
        "pf": 1.0819640703432498,
        "max_drawdown_R": 14.279604668230913,
        "win_rate": 0.4424778761061947,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 722.52,
        "rd": 11.176070341482461,
        "sl": 711.3439296585175,
        "tp": 744.8721406829649,
        "highest": 724.25,
        "lowest": 711.36,
        "bars": 3,
        "open_ts": "2026-10-18 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.9069375183133922
      },
      "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_HT_SINE",
        "exit": "opp",
        "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": "b1c2973f58aa7cf603e5"
      },
      "train": {
        "n": 355,
        "net_R": -26.47663832433149,
        "expectancy_R": -0.07458207978684926,
        "pf": 0.847891665080181,
        "max_drawdown_R": 46.012441570087354,
        "win_rate": 0.35492957746478876,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 110,
        "net_R": 19.40286332052868,
        "expectancy_R": 0.17638966655026073,
        "pf": 1.4084621714541874,
        "max_drawdown_R": 4.9959863065612655,
        "win_rate": 0.4818181818181818,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 118,
        "net_R": -10.291194177768341,
        "expectancy_R": -0.08721350998108764,
        "pf": 0.80817013927732,
        "max_drawdown_R": 15.526928059150457,
        "win_rate": 0.4322033898305085,
        "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"
    },
    "BTCUSDT-1h": {
      "spec": {
        "version": "3.0.0",
        "signal": "IND_HT_SINE",
        "exit": "opp",
        "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": "27f5d30ef4e496a9be22"
      },
      "train": {
        "n": 328,
        "net_R": -50.52526357612822,
        "expectancy_R": -0.15404043773209822,
        "pf": 0.6969293411043176,
        "max_drawdown_R": 54.685295478066,
        "win_rate": 0.38109756097560976,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 115,
        "net_R": -7.62772372340397,
        "expectancy_R": -0.06632803237742582,
        "pf": 0.8641206744647423,
        "max_drawdown_R": 15.677846582730126,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 117,
        "net_R": 1.3280726014108502,
        "expectancy_R": 0.011351047875306412,
        "pf": 1.0232718778969596,
        "max_drawdown_R": 16.34781777863661,
        "win_rate": 0.4188034188034188,
        "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_HT_SINE",
        "exit": "opp",
        "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": "fe0018c21f99598ec7fb"
      },
      "train": {
        "n": 344,
        "net_R": -16.06311835374742,
        "expectancy_R": -0.046695111493451805,
        "pf": 0.9032104421721376,
        "max_drawdown_R": 35.639469444635225,
        "win_rate": 0.3953488372093023,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 118,
        "net_R": -27.950075530126295,
        "expectancy_R": -0.23686504686547707,
        "pf": 0.5242186030063263,
        "max_drawdown_R": 34.22324014025509,
        "win_rate": 0.3305084745762712,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 124,
        "net_R": -24.509349268014144,
        "expectancy_R": -0.19765604248398502,
        "pf": 0.6554140010552223,
        "max_drawdown_R": 39.456740385586734,
        "win_rate": 0.28225806451612906,
        "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_HT_SINE",
        "exit": "opp",
        "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": "868d30c4a9056f2f5828"
      },
      "train": {
        "n": 319,
        "net_R": -28.815914486295874,
        "expectancy_R": -0.09033202033321591,
        "pf": 0.8091003512262824,
        "max_drawdown_R": 34.12284674777049,
        "win_rate": 0.4012539184952978,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 120,
        "net_R": -29.50563151988971,
        "expectancy_R": -0.24588026266574758,
        "pf": 0.5448531377981397,
        "max_drawdown_R": 33.85522283834228,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 113,
        "net_R": -5.550768487489761,
        "expectancy_R": -0.04912184502203328,
        "pf": 0.8911327792691098,
        "max_drawdown_R": 16.148223491873953,
        "win_rate": 0.415929203539823,
        "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_HT_SINE",
        "exit": "opp",
        "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": "fbfafd9601e488bd9c94"
      },
      "train": {
        "n": 343,
        "net_R": -29.219755292440915,
        "expectancy_R": -0.08518879094006097,
        "pf": 0.8295155230242006,
        "max_drawdown_R": 32.713260167807256,
        "win_rate": 0.39067055393586003,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 122,
        "net_R": -12.647782210459892,
        "expectancy_R": -0.10367034598737616,
        "pf": 0.7861844100002843,
        "max_drawdown_R": 15.956373479368267,
        "win_rate": 0.39344262295081966,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 122,
        "net_R": -25.585371314168068,
        "expectancy_R": -0.209716158312853,
        "pf": 0.6518514371438967,
        "max_drawdown_R": 31.09003504090769,
        "win_rate": 0.32786885245901637,
        "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_HT_SINE",
        "exit": "opp",
        "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": "0716e19db5d2bdda8d68"
      },
      "train": {
        "n": 343,
        "net_R": -36.17825390203141,
        "expectancy_R": -0.10547595889805075,
        "pf": 0.7760684133946844,
        "max_drawdown_R": 43.96752533156374,
        "win_rate": 0.41690962099125367,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 118,
        "net_R": -17.576382132636247,
        "expectancy_R": -0.14895239095454446,
        "pf": 0.6888273273174297,
        "max_drawdown_R": 21.775556013399655,
        "win_rate": 0.4152542372881356,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 118,
        "net_R": -8.259679327926337,
        "expectancy_R": -0.06999728244005371,
        "pf": 0.8450687952494933,
        "max_drawdown_R": 19.12331075354461,
        "win_rate": 0.3983050847457627,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2984,
        "rd": 0.012423541799582685,
        "sl": 1.3108235417995826,
        "tp": 1.2735529164008346,
        "highest": 1.3017,
        "lowest": 1.2687,
        "bars": 5,
        "open_ts": "2026-10-18 11:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.8765904583492516
      },
      "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