Short Trade on ARB (BalanceBreakoutRegime)
With 6732.65 ARB at 0.0789$ per unit. Take profit: 0.07593 (3.76 %) & Stop Loss: 0.08009 (1.51 %)
12 Aug 2026 at 09:07:05
hyperliquid
ARB
SHORT
BalanceBreakoutRegime
hyperliquid
12 Aug 2026 09:07
→ 16:20
· 7 hours
Position
Entry 0.0789$
Qty 6732.6466 ARB
Size 531.2058$ (margin 100$) (leverage 5)
Risk Setup
TP 0.07593 (+3.76%)
TP $ 20$
SL 0.08009 (-1.51%)
SL $ 8.01$
RR 2.5
Status
win
PnL
+3.76%
/ +20$
MAE -0.08%
MFE +6.77%
4.5R
expires
12 Aug 21:06
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 66876)
#37 / 49
OK
seuil : top 15
score du 12/08/2026 09:00
score du 12/08/2026 09:00
Avg Rank 8h: 0.5383
Quality Score
0.515
score brut du coin
Signal Confidence
82 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
2.1M $
volume USDT au moment du signal
12/08 09:00
12/08 09:00
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#37 / 49
OK
seuil : top 15
Signal Confidence
82 %
OK
seuil : ≥ 40%
BTC Regime Score
0
−4 → +4 (macro BTC)
Coin Regime Score
+5
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.51 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD TRADE
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
#37 / 49
OK
seuil : top 15
Signal Confidence
82 %
OK
seuil : ≥ 40%
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.51 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | clear | 0.57×ATR |
| 4h | near | 0.48×ATR |
| 1d | near | -0.10×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | 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 : bull_moderate rules_regime : range_low rules_regime_5m : range_low Score : 0 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : range_low (0) 12/08 09:00 Score : 0 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
Strategic (1D) : bear_high (+3) 11/08 20:00 Operational (4H) : bear_high (+2) 12/08 08:00 Tactical (1H) : range_high (0) 12/08 08:00 Score : +5 / ±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
0.5150
Score SMA
0.5325
Rank
#37
/ 49
Rank Norm SMA 8h
0.5383
Rank Norm SMA
0.5257
Calculé le
12/08/2026 09:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5149 | r1h: 0.063% · r4h: 1.180% · r1d: -1.28% · r3d: 1.70% · ema21_slope: -0.0168% · dist_ema21: -0.240% |
| Force Relative | 25% | 0.5389 | rs_1h: 0.267% · rs_4h: 0.690% · rs_1d: -0.93% · rs_3d: 3.00% · beta_24h: 2.029 |
| Volume | 20% | 0.2029 | rvol_20: 0.48× · zscore_50: -0.586 · trend: -18.52% |
| Qualité Tendance | 15% | 0.5684 | ADX: 17.1 (weak) · Chop: 47.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.818% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -1.508%
(0.0012)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.204% | 0.8R | -0.076% | 0.1R | 15.8× | 12 |
| 2h | +1.204% | 0.8R | -0.076% | 0.1R | 15.8× | 24 |
| 4h | +1.204% | 0.8R | -0.076% | 0.1R | 15.8× | 48 |
| 8h | +4.030% | 2.7R | -0.076% | 0.1R | 53.0× | 96 |
| 12h ★ | +6.768% | 4.5R | -0.076% | 0.1R | 89.1× | 144 |
| 24h | +6.768% | 4.5R | -0.076% | 0.1R | 89.1× | 288 |
computed 2 weeks ago
Prediction
ML Trade Score: 30
ML Pullback Score: 7.8
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 |
54%
|
noisy_chop 39% | late | near -0.1ATR | — | 0.71 | bear_high | -3.70% | -0.62 | 11/08 20:00 |
| 4h | ↔ neutral | range | range | moderate | balanced | expansion_after_compression | bear_high |
60%
|
noisy_chop 35% | early | near 0.5ATR | near 0.0ATR | 0.60 | range_medium | -0.01% | +0.24 | 12/08 08:00 |
| 1h | ↔ neutral | range | range | strong | balanced | compression | range_high |
40%
|
noisy_chop 44% | early | — | — | 0.39 | range_low | -0.28% | -0.01 | 12/08 08:00 |
| 15m | ↔ neutral | range | range | moderate | grind | expansion | range_low |
40%
|
noisy_chop 42% | early | — | — | — | range_low | +0.28% | +0.02 | 12/08 08:30 |
| 5m | — | ||||||||||||||||
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | late | 31b | — | 6.135×ATR | p83 | -0.58×ATR | p24 |
| 4h | ↑ up | early | 5b | — | 1.255×ATR | p0 | -0.186×ATR | p11 |
| 1h | ↑ up | early | 4b | — | 1.425×ATR | p0 | -0.31×ATR | p17 |
| 15m | ↓ down | early | 1b | — | 1.631×ATR | p4 | +0.05×ATR | p3 |
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: 0.8247
- reason: down_bo width=2.66×ATR dur=49b phase=extending
- stop_price: 0.08008824
- tp_price: 0.0759294
- atr:
- score: 0.82472474490653
- expires_at: 2026-08-13T01:06:57.895138
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.82472474490653
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.0579
- obi_top10 : -0.0667
- micro_price : 0.07885752
- spread_pct : 0.126904
- mid_price : 0.07885
- bid_wall_price : 0.0783
- bid_wall_size : 1867472.58
- bid_wall_dist_atr :
- ask_wall_price : 0.0794
- ask_wall_size : 2477675.806
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.064
- obi_top5_std : 0.0433
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7133
- aggregation_tick : 0.0001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.080835
- balance_zone_bottom:
0.07922
- balance_zone_mid:
0.0800275
- balance_zone_start_time:
1786366800
- balance_zone_end_time:
1786539600
- balance_zone_width_atr:
2.659
- balance_zone_duration_bars:
49
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8247
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: extending
- balance_zone_breakout_time:
1786514400
- balance_zone_breakout_price:
0.07922
- strategy_details
- balance_metrics_inside_close_ratio:
0.6531
- balance_metrics_bars_since_breakout:
7
- balance_metrics_distance_to_edge_atr:
0.5269
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
8
- balance_metrics_touch_lower:
4
- regime : bear_high
- atr_entry : 0.00060738 ¸
Signal Details
duration_bars
49
inside_close_ratio
0.6531
bars_since_breakout
7
distance_to_edge_atr
0.5269
Signaux confirmants (10)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 09:07 | 0.07890000 | 0% |
| 2 | 09:13 | 0.07890000 | 0% |
| 3 | 09:18 | 0.07877000 | -0.165% |
| 4 | 09:24 | 0.07877000 | -0.165% |
| 5 | 09:31 | 0.07877000 | -0.165% |
| 6 | 09:37 | 0.07893000 | +0.038% |
| 7 | 09:43 | 0.07893000 | +0.038% |
| 8 | 09:48 | 0.07863000 | -0.342% |
| 9 | 09:54 | 0.07863000 | -0.342% |
| 10 | 10:01 | 0.07863000 | -0.342% |
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
7133ms
Confidence avant OB :
82%
→
82%
Order Book Imbalance
OBI Top 5
0.058
avg 0.064
± 0.043
OBI Top 10
-0.067
Microstructure
Mid Price
0.0789
Micro Price
0.0789
Spread
0.1269%
↑ Bid Wall (Support)
Price
0.0783
Size
1,867,472.58
↓ Ask Wall (Resistance)
Price
0.0794
Size
2,477,675.81
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.0789 | 0.08009 | 0.07593 | 2.5 | 0.0884 |
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 0.0789
- Stop Loss: 0.08009
- Take Profit: 0.07593
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.08009 - 0.0789 = 0.00119
-
Récompense (distance jusqu'au take profit):
E - TP = 0.0789 - 0.07593 = 0.00297
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.00297 / 0.00119 = 2.4958
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 531.2058 | 100 | 6732.6466 | 5.00 |
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 0.00119
Taille de position = 8 / 0.00119 = 6722.69
Taille de position USD = 6722.69 x 0.0789 = 530.42
Donc, tu peux acheter 6722.69 avec un stoploss a 0.08009
Avec un position size USD de 530.42$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 6722.69 x 0.00119 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 6722.69 x 0.00297 = 19.97
Si Take Profit atteint, tu gagneras 19.97$
Résumé
- Taille de position 6722.69
- Taille de position USD 530.42
- Perte potentielle 8
- Gain potentiel 19.97
- Risk-Reward Ratio 2.4958
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 3.76 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.51 % | 8.01 $ |
| PNL | PNL % |
|---|---|
| 20 $ | 3.76 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.076 % | 5.04 % | 3 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.0789 | 0.08009 | 0.07593 | 2.5 | 0.0884 |
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 0.0789
- Stop Loss: 0.08009
- Take Profit: 0.07593
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.08009 - 0.0789 = 0.00119
-
Récompense (distance jusqu'au take profit):
E - TP = 0.0789 - 0.07593 = 0.00297
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.00297 / 0.00119 = 2.4958
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -1.508%
(0.0012)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.204% | 0.8R | -0.076% | 0.1R | 15.8× | 12 |
| 2h | +1.204% | 0.8R | -0.076% | 0.1R | 15.8× | 24 |
| 4h | +1.204% | 0.8R | -0.076% | 0.1R | 15.8× | 48 |
| 8h | +4.030% | 2.7R | -0.076% | 0.1R | 53.0× | 96 |
| 12h ★ | +6.768% | 4.5R | -0.076% | 0.1R | 89.1× | 144 |
| 24h | +6.768% | 4.5R | -0.076% | 0.1R | 89.1× | 288 |
computed 2 weeks ago
Commentaires
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