Short Trade on ARB (BalanceBreakoutRegime)
With 5565.26 ARB at 0.0786$ per unit. Take profit: 0.07498 (4.57 %) & Stop Loss: 0.08001 (1.83 %)
11 Aug 2026 at 17:07:13
hyperliquid
ARB
SHORT
BalanceBreakoutRegime
hyperliquid
11 Aug 2026 17:07
→ 19:35
· 2 hours
Position
Entry 0.07857$
Qty 5565.2561 ARB
Size 437.2622$ (margin 100$) (leverage 4)
Risk Setup
TP 0.07498 (+4.57%)
TP $ 19.98$
SL 0.08001 (-1.83%)
SL $ 8.01$
RR 2.49
Status
loss
PnL
-1.83%
/ -8.01$
MAE -2.85%
MFE +0.73%
0.4R
expires
12 Aug 05:07
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 66140)
#28 / 45
OUT
seuil : top 15
score du 11/08/2026 17:00
score du 11/08/2026 17:00
Avg Rank 8h: 0.4233
Quality Score
0.520
score brut du coin
Signal Confidence
80 %
OK
seuil : ≥ 40%
Regime Score
2
OK
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
1.7M $
volume USDT au moment du signal
11/08 17:00
11/08 17:00
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#28 / 45
OUT
seuil : top 15
Signal Confidence
80 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.83 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD SKIP
rank + confidence + regime + SL size
V4 Shadow Analysis
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
Quality Rank
#28 / 45
OUT
seuil : top 15
Signal Confidence
80 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.83 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
3/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | -0.61×ATR |
| 4h | near | 0.18×ATR |
| 1d | near | -0.40×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | early | OK |
| 1d | ↓ down | late | BLOCKED |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
Regime
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : bear_low_vol rules_regime : bear_low rules_regime_5m : range_low Score : 2 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : bear_medium_confirmed (+1) Tactical (1H) : bear_low (+1) 11/08 17:00 Score : +2 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
Strategic (1D) : bear_high (+3) 10/08 20:00 Operational (4H) : bear_high (+2) 11/08 16:00 Tactical (1H) : bear_high (+1) 11/08 16:00 Score : +6 / ±6 |
Quality Score
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.
1H
Score brut
0.5201
Score SMA
0.5290
Rank
#28
/ 45
Rank Norm SMA 8h
0.4233
Rank Norm SMA
0.5174
Calculé le
11/08/2026 17:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4815 | r1h: 0.332% · r4h: 0.358% · r1d: -2.50% · r3d: -0.46% · ema21_slope: -0.1015% · dist_ema21: -0.720% |
| Force Relative | 25% | 0.4996 | rs_1h: 0.120% · rs_4h: 0.084% · rs_1d: -1.71% · rs_3d: 1.70% · beta_24h: 2.550 |
| Volume | 20% | 0.2702 | rvol_20: 0.74× · zscore_50: -0.455 · trend: -3.28% |
| Qualité Tendance | 15% | 0.6447 | ADX: 24.1 (weak) · Chop: 45.1 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.989% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -1.833%
(0.0014)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.229% | 0.1R | -0.446% | 0.2R | 0.5× | 12 |
| 2h | +0.229% | 0.1R | -0.980% | 0.5R | 0.2× | 24 |
| 4h | +0.229% | 0.1R | -2.851% | 1.6R | 0.1× | 48 |
| 8h | +0.229% | 0.1R | -2.851% | 1.6R | 0.1× | 96 |
| 12h ★ | +0.726% | 0.4R | -2.851% | 1.6R | 0.3× | 144 |
| 24h | +3.627% | 2.0R | -2.851% | 1.6R | 1.3× | 288 |
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.38
Prediction Score: N/A
Contexte Multi-Timeframe (au signal)
| 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 |
53%
|
noisy_chop 41% | late | near -0.4ATR | — | 0.71 | bear_high | -4.82% | -0.79 | 10/08 20:00 |
| 4h | ↔ neutral | range | range | moderate | grind | expansion_after_compression | bear_high |
58%
|
noisy_chop 35% | early | near 0.2ATR | — | 0.61 | bear_medium | -0.90% | +0.07 | 11/08 16:00 |
| 1h | ↓ down | transition | bearish_transition | moderate | grind | normal | bear_high |
61%
|
noisy_chop 42% | early | near -0.6ATR | — | 0.38 | bear_low | -1.20% | -0.23 | 11/08 16:00 |
| 15m | ↓ down | range | bearish_transition | moderate | grind | compression | bear_medium |
62%
|
noisy_chop 49% | mid | — | — | — | range_low | -0.51% | +0.08 | 11/08 16:30 |
| 5m | — | ||||||||||||||||
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | late | 30b | — | 6.34×ATR | p83 | -0.943×ATR | p42 |
| 4h | ↓ down | early | 5b | — | 2.179×ATR | p4 | -0.369×ATR | p24 |
| 1h | ↑ up | early | 1b | — | 1.495×ATR | p0 | -0.715×ATR | p39 |
| 15m | ↑ up | mid | 6b | — | 3.524×ATR | p59 | +0.756×ATR | p43 |
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
Signal
BalanceBreakoutRegime - SELL
Indicators:
- long_trend: -1
- confidence: 0.8011
- reason: down_bo width=2.04×ATR dur=39b phase=extending
- stop_price: 0.08000749
- tp_price: 0.07497628
- atr:
- score: 0.80107248723901
- expires_at: 2026-08-12T09:07:05.488781
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.80107248723901
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.1142
- obi_top10 : -0.0463
- micro_price : 0.07858587
- spread_pct : 0.127389
- mid_price : 0.07855
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price :
- ask_wall_size :
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.0761
- obi_top5_std : 0.0234
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7083
- aggregation_tick : 0.0001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.080675
- balance_zone_bottom:
0.079195
- balance_zone_mid:
0.079935
- balance_zone_start_time:
1786345200
- balance_zone_end_time:
1786482000
- balance_zone_width_atr:
2.0418
- balance_zone_duration_bars:
39
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8011
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: extending
- balance_zone_breakout_time:
1786456800
- balance_zone_breakout_price:
0.079195
- strategy_details
- balance_metrics_inside_close_ratio:
0.7179
- balance_metrics_bars_since_breakout:
7
- balance_metrics_distance_to_edge_atr:
0.8622
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
8
- balance_metrics_touch_lower:
3
- regime : bear_high
- atr_entry : 0.00072487 ¸
Signal Details
duration_bars
39
inside_close_ratio
0.7179
bars_since_breakout
7
distance_to_edge_atr
0.8622
Signaux confirmants (17)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 17:07 | 0.07857000 | 0% |
| 2 | 17:13 | 0.07857000 | 0% |
| 3 | 17:19 | 0.07851000 | -0.076% |
| 4 | 17:24 | 0.07851000 | -0.076% |
| 5 | 17:31 | 0.07851000 | -0.076% |
| 6 | 17:36 | 0.07862000 | +0.064% |
| 7 | 17:42 | 0.07862000 | +0.064% |
| 8 | 17:48 | 0.07870000 | +0.165% |
| 9 | 17:54 | 0.07870000 | +0.165% |
| 10 | 18:01 | 0.07870000 | +0.165% |
| 11 | 18:07 | 0.07884000 | +0.344% |
| 12 | 18:12 | 0.07884000 | +0.344% |
| 13 | 18:19 | 0.07864000 | +0.089% |
| 14 | 18:24 | 0.07864000 | +0.089% |
| 15 | 18:31 | 0.07864000 | +0.089% |
| 16 | 18:36 | 0.07900000 | +0.547% |
| 17 | 18:42 | 0.07900000 | +0.547% |
Market Structure
Market Structure Score: 0
Market Structure V2
No Market Structure V2 data for this trade.
Trend Analyzer 1H
No Trend Analyzer data for this trade.
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7083ms
Confidence avant OB :
80%
→
80%
Order Book Imbalance
OBI Top 5
0.114
avg 0.076
± 0.023
OBI Top 10
-0.046
Microstructure
Mid Price
0.0786
Micro Price
0.0786
Spread
0.1274%
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.07857 | 0.08001 | 0.07498 | 2.49 | 0.09934 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 0.07857
- Stop Loss: 0.08001
- Take Profit: 0.07498
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.08001 - 0.07857 = 0.00144
-
Récompense (distance jusqu'au take profit):
E - TP = 0.07857 - 0.07498 = 0.00359
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.00359 / 0.00144 = 2.4931
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 437.2622 | 100 | 5565.2561 | 4.00 |
Details
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
- Account Size 100
- Risk per trade 8 %
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:
- Risk Amount 8
- Distance Stop Loss 0.00144
Taille de position = 8 / 0.00144 = 5555.56
Taille de position USD = 5555.56 x 0.07857 = 436.5
Donc, tu peux acheter 5555.56 avec un stoploss a 0.08001
Avec un position size USD de 436.5$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 5555.56 x 0.00144 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 5555.56 x 0.00359 = 19.94
Si Take Profit atteint, tu gagneras 19.94$
Résumé
- Taille de position 5555.56
- Taille de position USD 436.5
- Perte potentielle 8
- Gain potentiel 19.94
- Risk-Reward Ratio 2.4931
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 4.57 % | 19.98 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.83 % | 8.01 $ |
| PNL | PNL % |
|---|---|
| -8.01 $ | -1.83 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.9473 % | 106.25 % | 2 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.07857 | 0.08001 | 0.07498 | 2.49 | 0.09934 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 0.07857
- Stop Loss: 0.08001
- Take Profit: 0.07498
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.08001 - 0.07857 = 0.00144
-
Récompense (distance jusqu'au take profit):
E - TP = 0.07857 - 0.07498 = 0.00359
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.00359 / 0.00144 = 2.4931
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.07498
[entry_price] => 0.07857
[stop_loss] => 0.080154
[rr_ratio] => 2.27
[sl_change_percentage] => 1.1
[closed_at] => 2026-08-11 23:35:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.07498
[entry_price] => 0.07857
[stop_loss] => 0.080298
[rr_ratio] => 2.08
[sl_change_percentage] => 1.2
[closed_at] => 2026-08-11 23:50:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.07498
[entry_price] => 0.07857
[stop_loss] => 0.080442
[rr_ratio] => 1.92
[sl_change_percentage] => 1.3
[closed_at] => 2026-08-12 01:00:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.07498
[entry_price] => 0.07857
[stop_loss] => 0.08073
[rr_ratio] => 1.66
[sl_change_percentage] => 1.5
[closed_at] => 2026-08-12 01:05:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -1.833%
(0.0014)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.229% | 0.1R | -0.446% | 0.2R | 0.5× | 12 |
| 2h | +0.229% | 0.1R | -0.980% | 0.5R | 0.2× | 24 |
| 4h | +0.229% | 0.1R | -2.851% | 1.6R | 0.1× | 48 |
| 8h | +0.229% | 0.1R | -2.851% | 1.6R | 0.1× | 96 |
| 12h ★ | +0.726% | 0.4R | -2.851% | 1.6R | 0.3× | 144 |
| 24h | +3.627% | 2.0R | -2.851% | 1.6R | 1.3× | 288 |
computed 1 week ago
Commentaires
Aucun commentaire.