Long Trade on ARB (BosPullback)
With 8813.39 ARB at 0.0752$ per unit. Take profit: 0.07749 (3.02 %) & Stop Loss: 0.07431 (1.21 %)
Long Trade on ARB (BosPullback)
With 8813.39 ARB at 0.0752$ per unit. Take profit: 0.07749 (3.02 %) & Stop Loss: 0.07431 (1.21 %)
Position
Entry 0.07522$
Qty 8813.3875 ARB
Size 662.943$ (margin 100$) (leverage 7)
Risk Setup
TP 0.07749 (+3.02%)
TP $ 20.01$
SL 0.07431 (-1.21%)
SL $ 8.02$
RR 2.49
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.4270
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 | near | 0.44×ATR |
| 4h | clear | 3.40×ATR |
| 1d | clear | 19.22×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | late | OK |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : bull_moderate rules_regime : bull_low_confirmed rules_regime_5m : bull_low Score : 3 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : bull_low_confirmed (+1) 17/08 11:00 Score : +1 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : range_medium 15m_regime : range_low |
Strategic (1D) : bear_high (-3) 16/08 20:00 Operational (4H) : bear_high (-2) 17/08 08:00 Tactical (1H) : range_medium (0) 17/08 11:00 Score : -5 / ±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% | 0.5289 | r1h: -0.053% · r4h: 0.027% · r1d: 0.86% · r3d: 0.82% · ema21_slope: 0.0745% · dist_ema21: 0.386% |
| Force Relative | 25% | 0.4976 | rs_1h: 0.016% · rs_4h: 0.130% · rs_1d: 0.05% · rs_3d: -0.76% · beta_24h: 1.375 |
| Volume | 20% | 0.4015 | rvol_20: 1.33× · zscore_50: 0.449 · trend: -20.83% |
| Qualité Tendance | 15% | 0.5185 | ADX: 17.0 (weak) · Chop: 53.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.706% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.160% | 0.1R | -0.705% | 0.6R | 0.2× | 12 |
| 2h | +0.465% | 0.4R | -0.718% | 0.6R | 0.7× | 24 |
| 4h ★ | +0.798% | 0.7R | -0.718% | 0.6R | 1.1× | 48 |
| 8h | +0.798% | 0.7R | -0.718% | 0.6R | 1.1× | 96 |
| 12h | +0.798% | 0.7R | -2.220% | 1.8R | 0.4× | 144 |
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 | ↓ down | range | range | moderate | grind | compression | bear_high |
54%
|
noisy_chop 38% | late | near -1.3ATR | — | 0.71 | bear_high | -4.08% | -0.46 | 16/08 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | grind | compression | bear_high |
60%
|
noisy_chop 40% | early | — | — | 0.52 | range_medium | +0.18% | -0.16 | 17/08 08:00 |
| 1h | ↑ up | early_expansion | bullish_transition | moderate | grind | expansion | range_medium |
40%
|
noisy_chop 44% | early | — | near 0.4ATR | 0.45 | bull_low_confirmed | +1.17% | -0.05 | 17/08 11:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | grind | expansion_after_compression | range_low |
40%
|
noisy_chop 34% | early | — | near -0.2ATR | — | bull_low_confirmed | +1.05% | -0.03 | 17/08 11:30 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | late | 36b | — | 7.397×ATR | p89 | -0.959×ATR | p41 |
| 4h | ↑ up | early | 9b | — | 2.629×ATR | p15 | +0.456×ATR | p32 |
| 1h | ↑ up | early | 5b | — | 1.468×ATR | p0 | +0.895×ATR | p52 |
| 15m | ↑ up | early | 4b | — | 1.584×ATR | p0 | +0.566×ATR | p29 |
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:
0.07436
144
0.6572
0.6306
0.4073
0.2302
0.5522
0.4422
0.4776
0.7196
0.5603
0.6743
0.6302
0.4453
0.0755
0.0471
1
0.8922
1.3939
0.3158
0.6842
1
9
1
0.5396
0.4514
5.3399
0.65
0.4422
2.3613
1.3939
0.7186
0.2728
0.62
0.1534
0.5115
0.5705
0.7762
0.4453
-7.3337
5.8865
1
0
1
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[price] => 0.07288
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[price] => 0.07539
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[label] => LH
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Array
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[price] => 0.07212
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[label] => LL
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[price] => 0.07503
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[price] => 0.07457
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[price] => 0.07493
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[price] => 0.07436
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[label] => LL
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(
[time] => 2026-08-17 11:00:00
[price] => 0.07505
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-08-17 12:00:00
[price] => 0.07467
[kind] => low
[label] => HL
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[time] => 2026-08-17 12:30:00
[price] => 0.07505
[kind] => high
[label] => LH
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[time] => 2026-08-17 13:15:00
[price] => 0.07463
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[price] => 0.0752
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[label] => HH
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[label] => HL
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0.07436
0.07566
0.07566
0.07436
0.07667
0.07536
0.076015
1.1496
Signal Details
Signaux confirmants (4)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 11:54 | 0.07522000 | 0% |
| 2 | 13:13 | 0.07505000 | -0.226% |
| 3 | 13:19 | 0.07532000 | +0.133% |
| 4 | 13:25 | 0.07533000 | +0.146% |
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
↓ Ask Wall (Resistance)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.07522 | 0.07431 | 0.07749 | 2.49 | 0.1944 |
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 = 0.07431 - 0.07522 = -0.00090999999999999
Récompense (distance jusqu'au take profit):
E - TP = 0.07522 - 0.07749 = -0.00227
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00227 / -0.00090999999999999 = 2.4945
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 662.943 | 100 | 8813.3875 | 7.00 |
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 / -0.00090999999999999 = -8791.21
Taille de position USD = -8791.21 x 0.07522 = -661.27
Donc, tu peux acheter -8791.21 avec un stoploss a 0.07431
Avec un position size USD de -661.27$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -8791.21 x -0.00090999999999999 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -8791.21 x -0.00227 = 19.96
Si Take Profit atteint, tu gagneras 19.96$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.02 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.21 % | 8.02 $ |
| PNL | PNL % |
|---|---|
| -8.02 $ | -1.21 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.3294 % | 109.89 % | 18 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.07522 | 0.07431 | 0.07749 | 2.49 | 0.1944 |
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 = 0.07431 - 0.07522 = -0.00090999999999999
Récompense (distance jusqu'au take profit):
E - TP = 0.07522 - 0.07749 = -0.00227
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00227 / -0.00090999999999999 = 2.4945
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.160% | 0.1R | -0.705% | 0.6R | 0.2× | 12 |
| 2h | +0.465% | 0.4R | -0.718% | 0.6R | 0.7× | 24 |
| 4h ★ | +0.798% | 0.7R | -0.718% | 0.6R | 1.1× | 48 |
| 8h | +0.798% | 0.7R | -0.718% | 0.6R | 1.1× | 96 |
| 12h | +0.798% | 0.7R | -2.220% | 1.8R | 0.4× | 144 |
computed 1 month ago
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