Long Trade on ARB (BosPullback)
With 7450.94 ARB at 0.0802$ per unit. Take profit: 0.08287 (3.34 %) & Stop Loss: 0.07912 (1.33 %)
Long Trade on ARB (BosPullback)
With 7450.94 ARB at 0.0802$ per unit. Take profit: 0.08287 (3.34 %) & Stop Loss: 0.07912 (1.33 %)
Position
Entry 0.08019$
Qty 7450.9402 ARB
Size 597.4909$ (margin 100$) (leverage 6)
Risk Setup
TP 0.08287 (+3.34%)
TP $ 19.97$
SL 0.07912 (-1.33%)
SL $ 7.97$
RR 2.5
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.6223
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 1.14×ATR |
| 4h | clear | 1.42×ATR |
| 1d | clear | 18.56×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | late | OK |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : neutral rules_regime : bear_low rules_regime_5m : range_low Score : 0 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : bear_low (-1) 11/08 02:00 Score : -1 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bull_high 15m_regime : range_low |
Strategic (1D) : bear_high (-3) 10/08 20:00 Operational (4H) : range_high (0) 11/08 00:00 Tactical (1H) : bull_high (+1) 11/08 01:00 Score : -2 / ±6 |
Score composite 0–1 combinant 5 composantes pondérées, calculé sur les bougies 1H
(+ 4H pour la force relative vs BTC).
Momentum (30 %) : retours multi-TF normalisés + pentes EMA 21/50/100.
Force Relative vs BTC (25 %) : surperformance du coin sur 1h/4h/1d/3d + beta 24h.
Volume (20 %) : volume relatif vs SMA20, z-score vs SMA50, tendance EMA5/50.
Qualité de Tendance (15 %) : ADX (force, bon > 25) + Chop Index (trend vs range, bon < 45).
Volatilité (10 %) : ATR% du prix — score optimal entre 0.3 % et 3 %, pénalisé au-delà de 6 %.
Le rank compare le coin à l'univers complet tracké au même instant.
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4983 | r1h: -0.088% · r4h: -1.491% · r1d: 0.52% · r3d: 1.43% · ema21_slope: 0.0523% · dist_ema21: -0.143% |
| Force Relative | 25% | 0.5157 | rs_1h: -0.113% · rs_4h: -1.472% · rs_1d: 2.16% · rs_3d: 2.88% · beta_24h: 0.615 |
| Volume | 20% | 0.1285 | rvol_20: 0.16× · zscore_50: -1.198 · trend: -43.73% |
| Qualité Tendance | 15% | 0.5770 | ADX: 28.3 (trend) · Chop: 57.8 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.897% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.187% | 0.1R | -0.798% | 0.6R | 0.2× | 12 |
| 2h | +0.187% | 0.1R | -1.210% | 0.9R | 0.2× | 24 |
| 4h ★ | +0.187% | 0.1R | -1.210% | 0.9R | 0.2× | 48 |
| 8h | +0.349% | 0.3R | -1.210% | 0.9R | 0.3× | 96 |
| 12h | +0.349% | 0.3R | -3.467% | 2.6R | 0.1× | 144 |
computed 1 week ago
| TF | Direction | Phase | Structure | Strength | Momentum | Volatility | Regime | Tradability | PAQ | Move | Demand | Supply | BTC Corr | BTC Regime | BTC OutPerf | RS / BTC | Évalué à |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | range | range | moderate | grind | compression | bear_high |
54%
|
noisy_chop 41% | late | near 0.2ATR | — | 0.71 | bear_high | -4.25% | -0.69 | 10/08 20:00 |
| 4h | ↑ up | early_expansion | bullish_transition | moderate | balanced | expansion | range_high |
41%
|
noisy_chop 37% | early | — | — | 0.61 | range_medium | -0.43% | +0.25 | 11/08 00:00 |
| 1h | ↑ up | range | range | moderate | explosive | compression | bull_high |
62%
|
noisy_chop 39% | early | near -0.9ATR | — | 0.40 | bear_low | -0.90% | +0.18 | 11/08 01:00 |
| 15m | ↔ neutral | range | range | moderate | grind | compression | range_low |
38%
|
noisy_chop 42% | late | — | — | — | range_low | -0.46% | -0.13 | 11/08 01:30 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | late | 30b | — | 6.224×ATR | p83 | -0.327×ATR | p15 |
| 4h | ↑ up | early | 7b | — | 2.049×ATR | p0 | +0.492×ATR | p33 |
| 1h | ↓ down | early | 4b | — | 2.146×ATR | p16 | -0.155×ATR | p10 |
| 15m | ↓ down | late | 17b | — | 5.903×ATR | p94 | -2.024×ATR | p80 |
Maturity — late : Amp ≥ p80 ou Ext/EMA9 ≥ p85 · mid : Amp ≥ p50 ou Ext/EMA9 ≥ p60 · Amp. %ile : amplitude du move depuis le dernier pivot (en ATR) vs historique des swings · Ext. %ile : écart prix/EMA9 normalisé ATR14 vs historique
Indicators:
0.0815
144
0.6094
0.6498
0.3009
0.251
0.3417
1
0.1503
0.5737
0.6413
0.2649
0.6982
0.6646
0.0246
0.0464
0.6667
-0.3031
0.5132
0.5
0.5
1
5
1
0.498
0.7516
2.9762
0.55
1.3787
3.0312
0.5132
0.0969
0.2666
0.32
-0.1906
0.4679
0.4753
0.8088
0.6646
-2.6129
5.1768
1
1
0
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[price] => 0.08093
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[price] => 0.07957
[kind] => low
[label] => HL
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(
[time] => 2026-08-10 17:30:00
[price] => 0.08086
[kind] => high
[label] => HH
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(
[time] => 2026-08-10 18:30:00
[price] => 0.07985
[kind] => low
[label] => HL
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(
[time] => 2026-08-10 19:30:00
[price] => 0.08084
[kind] => high
[label] => LH
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[price] => 0.07917
[kind] => low
[label] => LL
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[label] => HH
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[time] => 2026-08-11 05:15:00
[price] => 0.07971
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0.07917
0.0815
0.0815
0.07917
0.08062
0.07917
0.079895
0.8596
0.08162
0.08078
0.0812
1.3601
Signal Details
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 02:12 | 0.08019000 | 0% |
| 2 | 04:06 | 0.08000000 | -0.237% |
| 3 | 04:12 | 0.07998000 | -0.262% |
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
↑ Bid Wall (Support)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.08019 | 0.07912 | 0.08287 | 2.5 | 0.07756 |
Pour calculer le Risk-Reward Ratio (RRR) sur un trade short, on utilise la formule :
RRR = Distance jusqu'au Take Profit ÷ Distance jusqu'au Stop Loss
Détails du trade:
Calcul:
Risque (distance jusqu'au stop loss) :
SL - E = 0.07912 - 0.08019 = -0.00107
Récompense (distance jusqu'au take profit):
E - TP = 0.08019 - 0.08287 = -0.00268
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00268 / -0.00107 = 2.5047
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 597.4909 | 100 | 7450.9402 | 6.00 |
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
Risk Amount = 100 x 0.08 = 8
Donc, tu es prêt à perdre 8$ maximum sur ce trade
2. Calcul Risk per Share / Nombre d'unité à acheter
Taille de position = Risk Amount / Distance Stop Loss
Taille de position USD = Taille de position x Entry Price
Paramètres:
Taille de position = 8 / -0.00107 = -7476.64
Taille de position USD = -7476.64 x 0.08019 = -599.55
Donc, tu peux acheter -7476.64 avec un stoploss a 0.07912
Avec un position size USD de -599.55$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -7476.64 x -0.00107 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -7476.64 x -0.00268 = 20.04
Si Take Profit atteint, tu gagneras 20.04$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.34 % | 19.97 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.33 % | 7.97 $ |
| PNL | PNL % |
|---|---|
| -7.97 $ | -1.33 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.4216 % | 106.54 % | 6 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.08019 | 0.07912 | 0.08287 | 2.5 | 0.07756 |
Pour calculer le Risk-Reward Ratio (RRR) sur un trade short, on utilise la formule :
RRR = Distance jusqu'au Take Profit ÷ Distance jusqu'au Stop Loss
Détails du trade:
Calcul:
Risque (distance jusqu'au stop loss) :
SL - E = 0.07912 - 0.08019 = -0.00107
Récompense (distance jusqu'au take profit):
E - TP = 0.08019 - 0.08287 = -0.00268
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00268 / -0.00107 = 2.5047
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.187% | 0.1R | -0.798% | 0.6R | 0.2× | 12 |
| 2h | +0.187% | 0.1R | -1.210% | 0.9R | 0.2× | 24 |
| 4h ★ | +0.187% | 0.1R | -1.210% | 0.9R | 0.2× | 48 |
| 8h | +0.349% | 0.3R | -1.210% | 0.9R | 0.3× | 96 |
| 12h | +0.349% | 0.3R | -3.467% | 2.6R | 0.1× | 144 |
computed 1 week ago
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