IAORION

Informe de investigación PAT_TAKURI

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

trend/rr2

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "a91de23fb56adbe4c296",
  "engine_version": "3.0.0",
  "entrada": "PAT_TAKURI",
  "familia": "Velas",
  "regimen": "trend",
  "salida": "rr2",
  "activos": [
    "XRPUSDT-4h"
  ],
  "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": 0.6666666666666666,
  "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "94e49a61fa7518f2edf5"
      },
      "train": {
        "n": 52,
        "net_R": 2.8415481139691545,
        "expectancy_R": 0.054645156037868355,
        "pf": 1.0828642122470025,
        "max_drawdown_R": 9.630856353697018,
        "win_rate": 0.36538461538461536,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 22,
        "net_R": 7.005882905780968,
        "expectancy_R": 0.318449222990044,
        "pf": 1.5604541119790598,
        "max_drawdown_R": 5.269815695663615,
        "win_rate": 0.45454545454545453,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 12,
        "net_R": -0.5271214082428131,
        "expectancy_R": -0.04392678402023442,
        "pf": 0.9365750125943851,
        "max_drawdown_R": 5.30765882510872,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 81573.58,
        "rd": 1330.6704808213253,
        "sl": 80242.90951917868,
        "tp": 84234.92096164265,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 9,
        "open_ts": "2026-10-17 04:00:00+00:00",
        "pending_exit": null,
        "unreal_R": -0.34606667137890923
      },
      "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "34cb01d6398e068a692c"
      },
      "train": {
        "n": 56,
        "net_R": -7.075350174731376,
        "expectancy_R": -0.12634553883448887,
        "pf": 0.8246773529055755,
        "max_drawdown_R": 9.791617383931422,
        "win_rate": 0.30357142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 18,
        "net_R": 11.519434917997314,
        "expectancy_R": 0.6399686065554063,
        "pf": 2.4051915173627276,
        "max_drawdown_R": 3.1518723428928057,
        "win_rate": 0.5555555555555556,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -1.4350568389058838,
        "expectancy_R": -0.1103889876081449,
        "pf": 0.8458366075105542,
        "max_drawdown_R": 3.1171509303975307,
        "win_rate": 0.3076923076923077,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "25923a5a4e1106682af4"
      },
      "train": {
        "n": 40,
        "net_R": -7.992305788785859,
        "expectancy_R": -0.19980764471964646,
        "pf": 0.7308539609379662,
        "max_drawdown_R": 8.795333942657319,
        "win_rate": 0.275,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": 3.6160454398713098,
        "expectancy_R": 0.25828895999080786,
        "pf": 1.4401051218893446,
        "max_drawdown_R": 3.1729740831215456,
        "win_rate": 0.42857142857142855,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 15,
        "net_R": -3.47491251343624,
        "expectancy_R": -0.23166083422908265,
        "pf": 0.6930465351406817,
        "max_drawdown_R": 5.178823930218263,
        "win_rate": 0.26666666666666666,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "3329efdb102fdd329484"
      },
      "train": {
        "n": 49,
        "net_R": -2.9547937621735665,
        "expectancy_R": -0.06030191351374625,
        "pf": 0.913909659985502,
        "max_drawdown_R": 12.521409522388241,
        "win_rate": 0.32653061224489793,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 14,
        "net_R": 6.389596932225346,
        "expectancy_R": 0.456399780873239,
        "pf": 1.8755711223096292,
        "max_drawdown_R": 3.1872697815329065,
        "win_rate": 0.5,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 16,
        "net_R": -1.679569803679612,
        "expectancy_R": -0.10497311272997575,
        "pf": 0.8532132378126014,
        "max_drawdown_R": 5.179123033732625,
        "win_rate": 0.3125,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "f4877641308cf5d841b3"
      },
      "train": {
        "n": 47,
        "net_R": 14.430063526027398,
        "expectancy_R": 0.3070226282133489,
        "pf": 1.5378542839844436,
        "max_drawdown_R": 7.360566553928674,
        "win_rate": 0.44680851063829785,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 12,
        "net_R": 2.6773061080818303,
        "expectancy_R": 0.22310884234015252,
        "pf": 1.371638630878014,
        "max_drawdown_R": 3.1740535930006266,
        "win_rate": 0.4166666666666667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 10,
        "net_R": 1.5958777024076347,
        "expectancy_R": 0.15958777024076348,
        "pf": 1.2573237678691023,
        "max_drawdown_R": 3.110277764120536,
        "win_rate": 0.4,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": true,
      "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "7c53ec8c84f61cd1e9d7"
      },
      "train": {
        "n": 51,
        "net_R": -7.009324273060719,
        "expectancy_R": -0.13743773084432784,
        "pf": 0.8137920357551273,
        "max_drawdown_R": 9.727540233540783,
        "win_rate": 0.3137254901960784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 11,
        "net_R": -9.040959757718179,
        "expectancy_R": -0.8219054325198344,
        "pf": 0.1734942124621559,
        "max_drawdown_R": 9.040959757718179,
        "win_rate": 0.09090909090909091,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": 6.823900119171066,
        "expectancy_R": 0.5249153937823897,
        "pf": 2.0356746305678928,
        "max_drawdown_R": 2.171508977683711,
        "win_rate": 0.5384615384615384,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "842242363edf6d63fc13"
      },
      "train": {
        "n": 44,
        "net_R": -10.950556254131094,
        "expectancy_R": -0.24887627850297941,
        "pf": 0.6792851060706487,
        "max_drawdown_R": 14.401015277289996,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 19,
        "net_R": -5.579921629296399,
        "expectancy_R": -0.29368008575244203,
        "pf": 0.6300055002401505,
        "max_drawdown_R": 7.903171147949017,
        "win_rate": 0.2631578947368421,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": 4.021481586460778,
        "expectancy_R": 0.30934473742005986,
        "pf": 1.5348382027994694,
        "max_drawdown_R": 2.150625555048125,
        "win_rate": 0.46153846153846156,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "9fd4d3e5eb087337d8e3"
      },
      "train": {
        "n": 39,
        "net_R": -8.59344462739046,
        "expectancy_R": -0.2203447340356528,
        "pf": 0.7111709859841988,
        "max_drawdown_R": 17.85335224115164,
        "win_rate": 0.28205128205128205,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 11,
        "net_R": -5.857280363203425,
        "expectancy_R": -0.5324800330184932,
        "pf": 0.3966240039744307,
        "max_drawdown_R": 6.67955214575798,
        "win_rate": 0.18181818181818182,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 13,
        "net_R": -1.8779164259242955,
        "expectancy_R": -0.14445510968648428,
        "pf": 0.8026883720456967,
        "max_drawdown_R": 6.337189309603302,
        "win_rate": 0.3076923076923077,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "6093d40058c51cda1e50"
      },
      "train": {
        "n": 36,
        "net_R": -18.159039680232542,
        "expectancy_R": -0.5044177688953484,
        "pf": 0.4238380356268158,
        "max_drawdown_R": 23.5655766766899,
        "win_rate": 0.19444444444444445,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 11,
        "net_R": -3.269729175098541,
        "expectancy_R": -0.2972481068271401,
        "pf": 0.6271511208332129,
        "max_drawdown_R": 8.769582953837679,
        "win_rate": 0.2727272727272727,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 17,
        "net_R": -3.7501099889794824,
        "expectancy_R": -0.2205947052340872,
        "pf": 0.7147036002045198,
        "max_drawdown_R": 7.608898345875008,
        "win_rate": 0.29411764705882354,
        "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": "PAT_TAKURI",
        "exit": "rr2",
        "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": "8ac11f2163794847ca61"
      },
      "train": {
        "n": 36,
        "net_R": -2.4733803436363075,
        "expectancy_R": -0.06870500954545299,
        "pf": 0.9035038211426752,
        "max_drawdown_R": 9.831064592681747,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 12,
        "net_R": -1.0641683518722864,
        "expectancy_R": -0.0886806959893572,
        "pf": 0.8768489200746397,
        "max_drawdown_R": 8.641161348461239,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 11,
        "net_R": 0.3852692293381199,
        "expectancy_R": 0.03502447539437454,
        "pf": 1.051934121292798,
        "max_drawdown_R": 3.3533353695963584,
        "win_rate": 0.36363636363636365,
        "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