IAORION

Informe de investigación PAT_ENGULFING

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

todo/opp

No supera filtros de desarrollo/selección o estabilidad

{
  "id": "f2dc43e533164abc566c",
  "engine_version": "3.0.0",
  "entrada": "PAT_ENGULFING",
  "familia": "Velas",
  "regimen": "todo",
  "salida": "opp",
  "activos": [
    "BNBUSDT-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": 0.8333333333333334,
  "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_ENGULFING",
        "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": "9879a2abe934e97de839"
      },
      "train": {
        "n": 438,
        "net_R": 10.313815113712664,
        "expectancy_R": 0.023547523090668182,
        "pf": 1.0566720537882908,
        "max_drawdown_R": 17.33386741424762,
        "win_rate": 0.2990867579908676,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 167,
        "net_R": -30.271816285925706,
        "expectancy_R": -0.1812683609935671,
        "pf": 0.6021666337310241,
        "max_drawdown_R": 31.978982808221645,
        "win_rate": 0.23353293413173654,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 165,
        "net_R": -15.618257970898398,
        "expectancy_R": -0.09465610891453574,
        "pf": 0.7803810644885792,
        "max_drawdown_R": 24.381629833193042,
        "win_rate": 0.2909090909090909,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": 1,
        "entry": 81600.0,
        "rd": 1171.1151229444736,
        "sl": 80428.88487705552,
        "tp": 83942.23024588895,
        "highest": 82295.47,
        "lowest": 80819.66,
        "bars": 5,
        "open_ts": "2026-10-17 20:00:00+00:00",
        "pending_exit": "OPP_NEXT_OPEN",
        "unreal_R": -0.4157842917916909
      },
      "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_ENGULFING",
        "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": "b6272ec6d23f7d34787d"
      },
      "train": {
        "n": 439,
        "net_R": 10.692295394178077,
        "expectancy_R": 0.024356025954847555,
        "pf": 1.0575193889568448,
        "max_drawdown_R": 28.245471066138705,
        "win_rate": 0.31890660592255127,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 143,
        "net_R": 17.110581133262535,
        "expectancy_R": 0.11965441351931842,
        "pf": 1.2900567997848218,
        "max_drawdown_R": 9.660349913161092,
        "win_rate": 0.35664335664335667,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 159,
        "net_R": -24.60162648082896,
        "expectancy_R": -0.1547272105712513,
        "pf": 0.6722368761873957,
        "max_drawdown_R": 37.939819710273085,
        "win_rate": 0.2578616352201258,
        "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_ENGULFING",
        "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": "50a3c5a04410c8a3d31a"
      },
      "train": {
        "n": 425,
        "net_R": 1.8608192122046088,
        "expectancy_R": 0.004378398146363785,
        "pf": 1.0106384281800314,
        "max_drawdown_R": 42.535033649136366,
        "win_rate": 0.32235294117647056,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 148,
        "net_R": 0.5704655317119318,
        "expectancy_R": 0.0038544968358914314,
        "pf": 1.009257974967768,
        "max_drawdown_R": 15.402911124123685,
        "win_rate": 0.3783783783783784,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 148,
        "net_R": -17.277556783573317,
        "expectancy_R": -0.11674024853765755,
        "pf": 0.7610270836499493,
        "max_drawdown_R": 28.985426878775744,
        "win_rate": 0.31756756756756754,
        "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_ENGULFING",
        "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": "bb56588f528952a5e1c2"
      },
      "train": {
        "n": 396,
        "net_R": 27.188434794886568,
        "expectancy_R": 0.06865766362345092,
        "pf": 1.1756781746149771,
        "max_drawdown_R": 23.94058745235309,
        "win_rate": 0.3611111111111111,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 141,
        "net_R": 13.30533838122813,
        "expectancy_R": 0.09436410199452575,
        "pf": 1.2479249488372437,
        "max_drawdown_R": 9.914204759785937,
        "win_rate": 0.3829787234042553,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 140,
        "net_R": -0.3143880256021987,
        "expectancy_R": -0.0022456287543014194,
        "pf": 0.9945840082468501,
        "max_drawdown_R": 12.757305995379543,
        "win_rate": 0.34285714285714286,
        "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"
    },
    "XRPUSDT-4h": {
      "spec": {
        "version": "3.0.0",
        "signal": "PAT_ENGULFING",
        "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": "c9e5739b3f5c1d4fa5c9"
      },
      "train": {
        "n": 423,
        "net_R": 24.54848399464953,
        "expectancy_R": 0.058034241122102904,
        "pf": 1.149091502884383,
        "max_drawdown_R": 28.22732922461764,
        "win_rate": 0.34278959810874704,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 153,
        "net_R": 5.65779319482787,
        "expectancy_R": 0.036979040489071045,
        "pf": 1.0947048905451158,
        "max_drawdown_R": 9.626711589505504,
        "win_rate": 0.3333333333333333,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 135,
        "net_R": 26.623066332236696,
        "expectancy_R": 0.19720789875730887,
        "pf": 1.5326022892052873,
        "max_drawdown_R": 8.7998499853095,
        "win_rate": 0.35555555555555557,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.2929,
        "rd": 0.03219223803722911,
        "sl": 1.325092238037229,
        "tp": 1.2285155239255416,
        "highest": 1.3041,
        "lowest": 1.2687,
        "bars": 2,
        "open_ts": "2026-10-18 08:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 0.5534455224702182
      },
      "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_ENGULFING",
        "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": "489a1995418f2499c35a"
      },
      "train": {
        "n": 438,
        "net_R": 3.091146253072269,
        "expectancy_R": 0.007057411536694679,
        "pf": 1.0159944455263274,
        "max_drawdown_R": 21.6140315479825,
        "win_rate": 0.3219178082191781,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 145,
        "net_R": -1.8636184372551652,
        "expectancy_R": -0.012852540946587346,
        "pf": 0.9711584355919912,
        "max_drawdown_R": 13.25540840852116,
        "win_rate": 0.32413793103448274,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 150,
        "net_R": -5.058824831612656,
        "expectancy_R": -0.03372549887741771,
        "pf": 0.9269650415922176,
        "max_drawdown_R": 25.42597828777825,
        "win_rate": 0.26,
        "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_ENGULFING",
        "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": "60439c3dd0d080acfbc7"
      },
      "train": {
        "n": 434,
        "net_R": -18.54168819211158,
        "expectancy_R": -0.04272278385279166,
        "pf": 0.9011513501370447,
        "max_drawdown_R": 40.76174929042256,
        "win_rate": 0.315668202764977,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 163,
        "net_R": -1.1429676283081753,
        "expectancy_R": -0.007012071339313959,
        "pf": 0.9847407841676562,
        "max_drawdown_R": 12.029619430592863,
        "win_rate": 0.31901840490797545,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 142,
        "net_R": 12.614608782207236,
        "expectancy_R": 0.08883527311413547,
        "pf": 1.1989107883583068,
        "max_drawdown_R": 14.296135233800996,
        "win_rate": 0.30985915492957744,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 2416.89,
        "rd": 22.026973305426544,
        "sl": 2438.9169733054264,
        "tp": 2372.836053389147,
        "highest": 2429.43,
        "lowest": 2368.0,
        "bars": 11,
        "open_ts": "2026-10-18 05:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 1.5949344929448377
      },
      "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_ENGULFING",
        "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": "69ae34b0f967e5d1dbb6"
      },
      "train": {
        "n": 452,
        "net_R": -42.382146775391874,
        "expectancy_R": -0.09376581144998203,
        "pf": 0.7995379660113487,
        "max_drawdown_R": 43.336952586784804,
        "win_rate": 0.3141592920353982,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 145,
        "net_R": -14.123007709991551,
        "expectancy_R": -0.09740005317235552,
        "pf": 0.7844515355445472,
        "max_drawdown_R": 18.633837461449193,
        "win_rate": 0.31724137931034485,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 146,
        "net_R": -3.671104221670121,
        "expectancy_R": -0.02514454946349398,
        "pf": 0.9451864178297613,
        "max_drawdown_R": 16.098283035988782,
        "win_rate": 0.3561643835616438,
        "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_ENGULFING",
        "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": "a36e04fc392920d585c1"
      },
      "train": {
        "n": 462,
        "net_R": -62.46040553733599,
        "expectancy_R": -0.13519568298124673,
        "pf": 0.7089755867896606,
        "max_drawdown_R": 66.14113471182958,
        "win_rate": 0.29004329004329005,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 134,
        "net_R": -19.89943079951979,
        "expectancy_R": -0.1485032149217895,
        "pf": 0.7089056770886688,
        "max_drawdown_R": 35.4849006817294,
        "win_rate": 0.291044776119403,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 137,
        "net_R": 5.460607360932773,
        "expectancy_R": 0.03985844789002024,
        "pf": 1.0907892652309765,
        "max_drawdown_R": 14.420549213424287,
        "win_rate": 0.3284671532846715,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 723.21,
        "rd": 4.101691584605627,
        "sl": 727.3116915846057,
        "tp": 715.0066168307887,
        "highest": 723.24,
        "lowest": 711.36,
        "bars": 3,
        "open_ts": "2026-10-18 13:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 2.324331755166989
      },
      "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_ENGULFING",
        "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": "5d343d465ffa89358e4a"
      },
      "train": {
        "n": 427,
        "net_R": -34.63210412847687,
        "expectancy_R": -0.0811056302774634,
        "pf": 0.8184366005672339,
        "max_drawdown_R": 40.00559449308817,
        "win_rate": 0.32084309133489464,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "selection": {
        "n": 148,
        "net_R": -16.50363797871949,
        "expectancy_R": -0.11151106742378034,
        "pf": 0.7337342525307442,
        "max_drawdown_R": 26.927566176620495,
        "win_rate": 0.30405405405405406,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "last_20_percent": {
        "n": 147,
        "net_R": -21.54984461058787,
        "expectancy_R": -0.1465975823849515,
        "pf": 0.7003275482330148,
        "max_drawdown_R": 27.290685013286556,
        "win_rate": 0.3129251700680272,
        "curve_kind": "ordered_trade_R_not_a_funded_portfolio",
        "funding_approved": false
      },
      "base_passed": false,
      "open_position": {
        "side": -1,
        "entry": 1.3378,
        "rd": 0.01720401729644909,
        "sl": 1.3550040172964493,
        "tp": 1.303391965407102,
        "highest": 1.3534,
        "lowest": 1.2687,
        "bars": 54,
        "open_ts": "2026-10-16 10:00:00+00:00",
        "pending_exit": null,
        "unreal_R": 3.6441604841294915
      },
      "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