Long Trade on LIT (BosPullback)
With 162.17 LIT at 2.261$ per unit. Take profit: 2.3771 (5.13 %) & Stop Loss: 2.2117 (2.18 %)
Long Trade on LIT (BosPullback)
With 162.17 LIT at 2.261$ per unit. Take profit: 2.3771 (5.13 %) & Stop Loss: 2.2117 (2.18 %)
Position
Entry 2.261$
Qty 162.1707 LIT
Size 366.668$ (margin 100$) (leverage 4)
Risk Setup
TP 2.3771 (+5.13%)
TP $ 18.83$
SL 2.2117 (-2.18%)
SL $ 8$
RR 2.35
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.5987
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 | 2.13×ATR |
| 4h | clear | 1.23×ATR |
| 1d | clear | 1.76×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↓ down | early | OK |
| 1d | ↑ up | early | 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) : bear_medium (-1) Tactical (1H) : range_low (0) 15/08 05:00 Score : -1 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bear_high 15m_regime : range_medium |
Strategic (1D) : bull_high (+3) 14/08 20:00 Operational (4H) : range_high (0) 15/08 04:00 Tactical (1H) : bear_high (-1) 15/08 04:00 Score : +2 / ±6 |
| Strategic | range | compression | — | 0 |
| Operational | bear | transition | — | -1 |
| Tactical | range | transition | — | 0 |
| Micro | — | — |
| 15m | — |
| 1h | — |
| 4h | — |
| 24h | — |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | — | — |
| 4h | — | — |
| 24h | — | — |
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% | 0.5093 | r1h: 0.251% · r4h: -0.097% · r1d: 2.70% · r3d: -0.89% · ema21_slope: 0.0448% · dist_ema21: 0.839% |
| Force Relative | 25% | 0.5517 | rs_1h: 0.350% · rs_4h: 0.094% · rs_1d: 2.60% · rs_3d: 0.32% · beta_24h: 1.076 |
| Volume | 20% | 0.1513 | rvol_20: 0.15× · zscore_50: -0.881 · trend: -42.46% |
| Qualité Tendance | 15% | 0.5357 | ADX: 20.4 (weak) · Chop: 54.8 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.302% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.708% | 0.3R | -0.071% | 0.0R | 10.0× | 12 |
| 2h | +0.708% | 0.3R | -0.456% | 0.2R | 1.6× | 24 |
| 4h ★ | +0.708% | 0.3R | -0.487% | 0.2R | 1.5× | 48 |
| 8h | +0.717% | 0.3R | -0.730% | 0.3R | 1.0× | 96 |
| 12h | +0.717% | 0.3R | -0.730% | 0.3R | 1.0× | 144 |
| 24h | +2.778% | 1.3R | -0.730% | 0.3R | 3.8× | 288 |
computed 1 month 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 | ↑ up | range | range | moderate | grind | compression | bull_high |
67%
|
noisy_chop 35% | early | — | — | — | bear_high | -5.14% | +0.74 | 14/08 20:00 |
| 4h | ↓ down | range | range | strong | balanced | compression | range_high |
38%
|
noisy_chop 29% | early | near -1.1ATR | — | 0.30 | bear_medium | -1.39% | -0.11 | 15/08 04:00 |
| 1h | ↔ neutral | range | range | moderate | fading | compression | bear_high |
60%
|
noisy_chop 42% | early | near 0.4ATR | — | 0.29 | bear_low | -0.76% | +0.17 | 15/08 04:00 |
| 15m | ↑ up | transition | bullish_transition | strong | balanced | compression | bull_medium |
60%
|
noisy_chop 40% | early | — | — | 0.30 | range_low | -0.05% | -0.00 | 15/08 04:45 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | early | 12b | — | 1.846×ATR | p0 | +0.188×ATR | p13 |
| 4h | ↓ down | early | 16b | — | 2.479×ATR | p24 | -0.296×ATR | p18 |
| 1h | ↓ down | early | 3b | — | 1.354×ATR | p4 | +0.685×ATR | p38 |
| 15m | ↓ down | early | 17b | — | 1.923×ATR | p9 | +0.055×ATR | p4 |
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:
2.3149
145
0.4901
0.4862
0.2976
0.2388
0.3458
1
0.1665
0.5211
0.5907
0.1787
0.4662
0.1709
0.0749
0.0003
0.3333
0.0716
-0.5378
0.5
0.5
1
4
1
0.5225
0.3741
3.1351
0.55
2.0871
3.2254
-0.5378
0.1952
0.1656
0.04
-0.068
0.4798
0.3723
0.282
0.1709
-10.4045
2.1453
1
0
0
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2.2143
2.3149
2.3149
2.2143
2.2625
2.2091
2.2358
0.7179
Signal Details
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
↑ Bid Wall (Support)
↓ Ask Wall (Resistance)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 2.261 | 2.2117 | 2.3771 | 2.35 | 4.9532 |
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 = 2.2117 - 2.261 = -0.0493
Récompense (distance jusqu'au take profit):
E - TP = 2.261 - 2.3771 = -0.1161
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.1161 / -0.0493 = 2.355
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 366.668 | 100 | 162.1707 | 4.00 |
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 / -0.0493 = -162.27
Taille de position USD = -162.27 x 2.261 = -366.89
Donc, tu peux acheter -162.27 avec un stoploss a 2.2117
Avec un position size USD de -366.89$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -162.27 x -0.0493 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -162.27 x -0.1161 = 18.84
Si Take Profit atteint, tu gagneras 18.84$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 5.13 % | 18.83 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.18 % | 8 $ |
| PNL | PNL % |
|---|---|
| 18.83 $ | 5.13 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.7298 % | 33.47 % | 59 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 2.261 | 2.2117 | 2.3771 | 2.35 | 4.9532 |
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 = 2.2117 - 2.261 = -0.0493
Récompense (distance jusqu'au take profit):
E - TP = 2.261 - 2.3771 = -0.1161
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.1161 / -0.0493 = 2.355
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.708% | 0.3R | -0.071% | 0.0R | 10.0× | 12 |
| 2h | +0.708% | 0.3R | -0.456% | 0.2R | 1.6× | 24 |
| 4h ★ | +0.708% | 0.3R | -0.487% | 0.2R | 1.5× | 48 |
| 8h | +0.717% | 0.3R | -0.730% | 0.3R | 1.0× | 96 |
| 12h | +0.717% | 0.3R | -0.730% | 0.3R | 1.0× | 144 |
| 24h | +2.778% | 1.3R | -0.730% | 0.3R | 3.8× | 288 |
computed 1 month ago
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