Group Custom post type in a taxonomy page by its child taxomony

I got it! Seems a little confused at first, but the logic is here:

<?php $term = get_queried_object(); ?>

<?php echo $term->name; ?>

<?php 
$children = get_terms( $term->taxonomy, array(
'parent'    => $term->term_id,
'hide_empty' => false
) );
if($children) { 

foreach ( $children as $child ) {
    ?>

    <?php echo '<li>' . $child->name . '</li>'; ?>

    <?php 
        $loop = new WP_Query( array( 
            'orderby' => 'date',
            'order' => 'ASC',
            'tax_query' => array(
                array(
                    'taxonomy' => 'mycustomtaxonomy',
                    'field' => 'id',
                    'terms' => $child->term_taxonomy_id
                )
            )
        ));
        while ($loop->have_posts()) : $loop->the_post();
        ?>

        <?php echo '<div>' . get_the_title() . '</div>'; ?>

        <?php 
        endwhile;
        wp_reset_postdata();
?>

<?php }
} ?>

Hope it help others!