Short Trade on PENGU (BalanceBreakoutRegime)
With 139057.88 PENGU at 0.00595$ per unit. Take profit: 0.005804 (2.42 %) & Stop Loss: 0.006006 (0.98 %)
17 Aug 2026 at 02:09:05
hyperliquid
PENGU
SHORT
BalanceBreakoutRegime
hyperliquid
17 Aug 2026 02:09
→ 03:50
· 1 hour
Position
Entry 0.005948$
Qty 139057.8828 PENGU
Size 827.1163$ (margin 100$) (leverage 8)
Risk Setup
TP 0.005804 (+2.42%)
TP $ 20.02$
SL 0.006006 (-0.98%)
SL $ 8.07$
RR 2.48
Status
loss
PnL
-0.98%
/ -8.07$
MAE -1.21%
MFE +0.76%
0.8R
expires
17 Aug 14:08
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 71950)
#36 / 44
OK
seuil : top 15
score du 17/08/2026 02:00
score du 17/08/2026 02:00
Avg Rank 8h: 0.2466
Quality Score
0.492
score brut du coin
Signal Confidence
74 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
1.6M $
volume USDT au moment du signal
17/08 02:02
17/08 02:02
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#36 / 44
OK
seuil : top 15
Signal Confidence
74 %
OK
seuil : ≥ 40%
BTC Regime Score
0
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+6
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.98 %
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
#36 / 44
OK
seuil : top 15
Signal Confidence
74 %
OK
seuil : ≥ 40%
Combined Regime Score
+6
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.98 %
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 | 1.39×ATR |
| 4h | near | -0.16×ATR |
| 1d | near | -0.74×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↓ down | late | BLOCKED |
| 1d | ↓ down | early | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
Regime
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : neutral 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) 17/08 02:00 Score : 0 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
Strategic (1D) : bear_high (+3) 16/08 20:00 Operational (4H) : bear_high (+2) 17/08 00:00 Tactical (1H) : bear_medium (+1) 17/08 01:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 1585
range
compression
range_bound
| Strategic | range | compression | — | 0 |
| Operational | range | compression | — | 0 |
| Tactical | range | range | — | 0 |
| Micro | — | — |
MTF alignment :
0.65
Stability :
0.87
Transition risk :
0.13
Score contribution (this trade)
0
Market Breadth
Breadth Score
—
Impulse :
—
% Positive (universe)
| 15m | — |
| 1h | — |
| 4h | — |
| 24h | — |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | — | — |
| 4h | — | — |
| 24h | — | — |
Dispersion :
—
Universe :
—
Regime confidence :
0.92
Snapshot évalué :
17/08 02:00
· env range_bound
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
Calculé le
17/08/2026 02:00
Score brut
0.4922
Score SMA
0.4887
Rank
#36
/ 44
Rank Norm SMA 8h
0.2466
Rank Norm SMA
0.2949
Calculé le
17/08/2026 02:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4419 | r1h: -0.285% · r4h: 0.320% · r1d: -0.63% · r3d: -4.14% · ema21_slope: -0.0668% · dist_ema21: -0.315% |
| Force Relative | 25% | 0.4374 | rs_1h: -0.163% · rs_4h: -0.241% · rs_1d: -1.26% · rs_3d: -4.20% · beta_24h: 2.249 |
| Volume | 20% | 0.1627 | rvol_20: 0.04× · zscore_50: -0.559 · trend: -51.86% |
| Qualité Tendance | 15% | 0.7850 | ADX: 34.2 (trend) · Chop: 31.7 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 0.716% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -0.975%
(0.0001)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.841% | 0.9R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -1.211% | 1.2R | 0.0× | 24 |
| 4h | +0.521% | 0.5R | -1.211% | 1.2R | 0.4× | 48 |
| 8h | +0.538% | 0.6R | -1.211% | 1.2R | 0.4× | 96 |
| 12h ★ | +0.757% | 0.8R | -1.211% | 1.2R | 0.6× | 144 |
| 24h | +0.757% | 0.8R | -2.371% | 2.4R | 0.3× | 288 |
computed 1 month ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.49
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 | fading | compression | bear_high |
58%
|
noisy_chop 37% | early | near -0.7ATR | — | 0.73 | bear_high | -5.25% | +0.07 | 16/08 20:00 |
| 4h | ↔ neutral | range | range | moderate | fading | compression | bear_high |
50%
|
noisy_chop 39% | late | near -0.2ATR | — | 0.57 | range_medium | -0.54% | -0.44 | 17/08 00:00 |
| 1h | ↓ down | transition | bearish_transition | strong | explosive | volatile_reversal | bear_medium |
52%
|
noisy_chop 42% | mid | — | near 0.2ATR | 0.47 | range_low | +0.29% | -0.14 | 17/08 01:00 |
| 15m | ↔ neutral | range | range | moderate | grind | compression | range_low |
41%
|
noisy_chop 46% | early | — | — | — | range_low | +0.48% | +0.05 | 17/08 01:30 |
| 5m | — | ||||||||||||||||
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | early | 8b | — | 3.343×ATR | p28 | -0.776×ATR | p42 |
| 4h | ↓ down | late | 40b | — | 8.579×ATR | p100 | -1.327×ATR | p73 |
| 1h | ↑ up | mid | 5b | — | 2.902×ATR | p50 | -0.265×ATR | p19 |
| 15m | ↓ down | early | 11b | — | 1.439×ATR | p0 | +0.213×ATR | p18 |
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: 0.7388
- reason: down_bo width=1.56×ATR dur=38b phase=fresh
- stop_price: 0.00600553
- tp_price: 0.00580417
- atr:
- score: 0.73875955715515
- expires_at: 2026-08-17T18:08:57.338374
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.73875955715515
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : -0.0185
- obi_top10 : 0.1676
- micro_price : 0.00594458
- spread_pct : 0.016824
- mid_price : 0.0059445
- bid_wall_price : 0.00592
- bid_wall_size : 26005303
- bid_wall_dist_atr :
- ask_wall_price : 0.00596
- ask_wall_size : 38144598
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : -0.0407
- obi_top5_std : 0.0303
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6944
- aggregation_tick : 1.0E-5
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.006033
- balance_zone_bottom:
0.00597
- balance_zone_mid:
0.0060015
- balance_zone_start_time:
1786813200
- balance_zone_end_time:
1786946400
- balance_zone_width_atr:
1.5621
- balance_zone_duration_bars:
38
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.7388
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1786942800
- balance_zone_breakout_price:
0.00597
- strategy_details
- balance_metrics_inside_close_ratio:
0.7105
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.5455
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
13
- balance_metrics_touch_lower:
7
- regime : bear_high
- atr_entry : 4.033E-5 ¸
Signal Details
duration_bars
38
inside_close_ratio
0.7105
bars_since_breakout
1
distance_to_edge_atr
0.5455
Signaux confirmants (5)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 02:09 | 0.00594800 | 0% |
| 2 | 02:15 | 0.00594800 | 0% |
| 3 | 02:21 | 0.00595900 | +0.185% |
| 4 | 02:27 | 0.00595900 | +0.185% |
| 5 | 02:33 | 0.00595900 | +0.185% |
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
6944ms
Confidence avant OB :
74%
→
74%
Order Book Imbalance
OBI Top 5
-0.019
avg -0.041
± 0.030
OBI Top 10
0.168
Microstructure
Mid Price
0.0059
Micro Price
0.0059
Spread
0.0168%
↑ Bid Wall (Support)
Price
0.0059
Size
26,005,303.00
↓ Ask Wall (Resistance)
Price
0.0060
Size
38,144,598.00
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.005948 | 0.006006 | 0.005804 | 2.48 | 0.008046 |
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 0.005948
- Stop Loss: 0.006006
- Take Profit: 0.005804
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.006006 - 0.005948 = 5.8E-5
-
Récompense (distance jusqu'au take profit):
E - TP = 0.005948 - 0.005804 = 0.000144
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.000144 / 5.8E-5 = 2.4828
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 827.1163 | 100 | 139057.8828 | 8.00 |
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 5.8E-5
Taille de position = 8 / 5.8E-5 = 137931.03
Taille de position USD = 137931.03 x 0.005948 = 820.41
Donc, tu peux acheter 137931.03 avec un stoploss a 0.006006
Avec un position size USD de 820.41$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 137931.03 x 5.8E-5 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 137931.03 x 0.000144 = 19.86
Si Take Profit atteint, tu gagneras 19.86$
Résumé
- Taille de position 137931.03
- Taille de position USD 820.41
- Perte potentielle 8
- Gain potentiel 19.86
- Risk-Reward Ratio 2.4828
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.42 % | 20.02 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.98 % | 8.07 $ |
| PNL | PNL % |
|---|---|
| -8.07 $ | -0.98 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.1601 % | 118.97 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.005948 | 0.006006 | 0.005804 | 2.48 | 0.008046 |
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 0.005948
- Stop Loss: 0.006006
- Take Profit: 0.005804
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.006006 - 0.005948 = 5.8E-5
-
Récompense (distance jusqu'au take profit):
E - TP = 0.005948 - 0.005804 = 0.000144
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.000144 / 5.8E-5 = 2.4828
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.005804
[entry_price] => 0.005948
[stop_loss] => 0.0060118
[rr_ratio] => 2.26
[sl_change_percentage] => 1.1
[closed_at] => 2026-08-17 07:50:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.005804
[entry_price] => 0.005948
[stop_loss] => 0.0060176
[rr_ratio] => 2.07
[sl_change_percentage] => 1.2
[closed_at] => 2026-08-17 07:55:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -0.975%
(0.0001)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.841% | 0.9R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -1.211% | 1.2R | 0.0× | 24 |
| 4h | +0.521% | 0.5R | -1.211% | 1.2R | 0.4× | 48 |
| 8h | +0.538% | 0.6R | -1.211% | 1.2R | 0.4× | 96 |
| 12h ★ | +0.757% | 0.8R | -1.211% | 1.2R | 0.6× | 144 |
| 24h | +0.757% | 0.8R | -2.371% | 2.4R | 0.3× | 288 |
computed 1 month ago
Commentaires
Aucun commentaire.