Long Trade on ALGO (momentum_rotation_v2)
With 731.44 ALGO at 0.136$ per unit. Take profit: 0.1396 (2.5 %) & Stop Loss: 0.1253 (8 %)
28 Sep 2026 at 17:15:14
hyperliquid
ALGO
LONG
momentum_rotation_v2
hyperliquid
28 Sep 2026 17:15
→ 23:00
· 5 hours
Position
Entry 0.1362$
Qty 731.4373 ALGO
Size 99.6364$ (leverage 1)
Risk Setup
TP 0.1396 (+2.5%)
TP $ 2.49$
SL 0.1253 (-8%)
SL $ 7.97$
RR 0.31
Status
loss
PnL
-0.79%
/ -0.79$
MAE -3.25%
MFE +0.67%
0.1R
expires
28 Sep 23:15
Exit
time_expired
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 163027)
#2 / 89
OK
seuil : top 15
score du 28/09/2026 17:00
score du 28/09/2026 17:00
Avg Rank 8h: 0.9759
Quality Score
0.755
score brut du coin
Signal Confidence
99 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
6.5M $
volume USDT au moment du signal
28/09 17:01
28/09 17:01
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#2 / 89
OK
seuil : top 15
Signal Confidence
99 %
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
8.00 %
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
#2 / 89
OK
seuil : top 15
Signal Confidence
99 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
8.00 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
1/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | near | 0.06×ATR |
| 4h | clear | — |
| 1d | clear | 1.05×ATR |
Move Maturity — move up late = adverse (LONG)
2/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↑ up | late | BLOCKED |
| 1d | ↑ up | late | BLOCKED |
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_medium rules_regime_5m : range_low Score : 0 |
ml_regime : range_high Strategic (1D) : bull_high (+2) Operational (4H) : bull_medium (0) Tactical (1H) : range_medium (0) 24/09 15:01 Score : +2 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
Strategic (1D) : bull_high (+3) 26/09 20:00 Operational (4H) : bull_high_confirmed (+2) 28/09 12:00 Tactical (1H) : bull_high_confirmed (+1) 28/09 16:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4301
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | range | 0.25 | 0 |
| Micro | range | range | 0.25 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
43.7%
Impulse :
+0.01
Participation :
mixed_dispersion
Leadership :
alts
% Positive (universe)
| 15m | 56.3% |
| 1h | 91.6% |
| 4h | 46.5% |
| 24h | 16.9% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 47.9% | +0.06% |
| 4h | 56.3% | -0.15% |
| 24h | 21.1% | -4.55% |
Dispersion :
0.149
Universe :
71
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
28/09 17:01
· env trend_consolidation
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.
1D
Calculé le
26/09/2026 20:00
Score brut
0.6685
Score SMA
0.5726
Rank
#38
/ 82
Rank Norm SMA 8h
0.5432
Rank Norm SMA
0.4231
Calculé le
26/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8980 | r1h: 0.000% · r4h: 0.000% · r1d: 1.57% · r3d: 13.52% · ema21_slope: 1.1949% · dist_ema21: 15.039% |
| Force Relative | 25% | 0.7853 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 1.16% · rs_3d: 13.47% · beta_24h: 1.028 |
| Volume | 20% | 0.4819 | rvol_20: 1.20× · zscore_50: 0.980 · trend: 28.45% |
| Qualité Tendance | 15% | 0.7096 | ADX: 25.2 (trend) · Chop: 35.5 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 6.649% (optimal 0.3–3 %) |
1H
Calculé le
28/09/2026 17:00
Score brut
0.7551
Score SMA
0.5948
Rank
#2
/ 89
Rank Norm SMA 8h
0.9759
Rank Norm SMA
0.5531
Calculé le
28/09/2026 17:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8827 | r1h: 3.299% · r4h: 2.229% · r1d: 15.18% · r3d: 17.60% · ema21_slope: 0.7185% · dist_ema21: 6.155% |
| Force Relative | 25% | 0.9264 | rs_1h: 3.122% · rs_4h: 2.468% · rs_1d: 16.36% · rs_3d: 18.02% · beta_24h: 2.995 |
| Volume | 20% | 0.5169 | rvol_20: 1.02× · zscore_50: 0.982 · trend: 75.87% |
| Qualité Tendance | 15% | 0.7845 | ADX: 34.1 (trend) · Chop: 29.4 (trend) |
| Volatilité | 10% | 0.8613 | ATR%: 3.416% (optimal 0.3–3 %) |
4H
Calculé le
28/09/2026 16:00
Score brut
0.8356
Score SMA
0.6713
Rank
#4
/ 89
Rank Norm SMA 8h
0.9773
Rank Norm SMA
0.6585
Calculé le
28/09/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8085 | r1h: 0.000% · r4h: -1.258% · r1d: 10.71% · r3d: 14.24% · ema21_slope: 0.4235% · dist_ema21: 9.838% |
| Force Relative | 25% | 0.8490 | rs_1h: 0.000% · rs_4h: -1.246% · rs_1d: 12.30% · rs_3d: 15.00% · beta_24h: 2.644 |
| Volume | 20% | 0.9826 | rvol_20: 3.20× · zscore_50: 2.739 · trend: 217.17% |
| Qualité Tendance | 15% | 0.8240 | ADX: 38.9 (trend) · Chop: 31.0 (trend) |
| Volatilité | 10% | 0.6064 | ATR%: 4.181% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -8.003%
(0.0109)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.330% | 0.0R | -2.203% | 0.3R | 0.2× | 12 |
| 2h | +0.330% | 0.0R | -2.203% | 0.3R | 0.2× | 24 |
| 4h | +0.668% | 0.1R | -2.203% | 0.3R | 0.3× | 48 |
| 6h ★ | +0.668% | 0.1R | -3.245% | 0.4R | 0.2× | 72 |
| 8h | +3.113% | 0.4R | -3.245% | 0.4R | 1.0× | 96 |
| 12h | +3.113% | 0.4R | -5.323% | 0.7R | 0.6× | 144 |
computed 4 days ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.54
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 | ↑ up | range | range | moderate | fading | volatile_reversal | bull_high |
57%
|
noisy_chop 42% | late | — | — | 0.64 | bull_high | +14.58% | +0.88 | 26/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | fading | expansion_after_compression | bull_high_confirmed |
67%
|
noisy_chop 39% | late | — | — | 0.44 | bull_high | +1.68% | +0.87 | 28/09 12:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | balanced | volatile_reversal | bull_high_confirmed |
60%
|
noisy_chop 40% | mid | — | near 0.1ATR | 0.37 | range_medium | -0.54% | +0.89 | 28/09 16:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | balanced | compression | bull_high |
61%
|
noisy_chop 38% | early | near 0.2ATR | — | 0.54 | range_low | -0.20% | +0.00 | 28/09 16:30 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| TF | Direction | Regime | Tradability | Move | PAQ | Momentum | Near S/D | RVOL | Vol zone | POC dist | LVN | VP ref | Évalué à |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1d
158970 |
↑ up | bull_high |
57%
|
late 11b 1.8ATR | noisy_chop 42% | 0.478 |
— — |
0.60 | above_value | +0.13 ATR | — | #89195 |
26/09 20:00
upd 28/09 02:20
|
|
4h
165012 |
↑ up | bull_high_confirmed |
67%
|
late 4b 2.0ATR | noisy_chop 39% | 0.471 |
— — |
3.20 | above_value | +3.24 ATR | — | #91837 |
28/09 12:00
upd 28/09 16:19
|
|
1h
anchor
165452 |
↑ up | bull_high_confirmed |
60%
|
mid 2b 1.3ATR | noisy_chop 40% | 0.554 |
— near 0.1ATR |
1.02 | above_value | +4.10 ATR | — | #92107 |
28/09 16:00
upd 28/09 17:11
|
|
15m
165279 |
↑ up | bull_high |
61%
|
early 10b 0.3ATR | noisy_chop 38% | 0.544 |
near 0.2ATR — |
0.11 | above_value | +3.24 ATR | — | #91837 |
28/09 16:30
upd 28/09 16:47
|
|
5m
|
Pas de snapshot frais lors de la création du trade | ||||||||||||
Source : table pivot
trade_context_snapshots — lit les colonnes SQL réelles
(donc évolue avec les futures features ajoutées à market_context_snapshots).
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | late | 11b | — | 4.469×ATR | p57 | +1.769×ATR | p89 |
| 4h | ↑ up | late | 4b | — | 3.22×ATR | p42 | +2.019×ATR | p90 |
| 1h | ↓ down | mid | 2b | — | 0.707×ATR | p0 | +1.298×ATR | p64 |
| 15m | ↓ down | early | 10b | — | 2.164×ATR | p32 | +0.27×ATR | p17 |
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
momentum_rotation_v2 - BUY
Indicators:
- stop_price: 0.12528263
- tp_price: 0.1396255
- atr: 0.00437495
- expires_at: 2026-09-29T03:15:14+00:00
Details
- rank: 2
- total: 89
- score: 0.8661
- delta_2h: 0.0367
- extension_atr: 1.58
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.9744
- confidence: 0.989
Signal Details
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.
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1362 | 0.1253 | 0.1396 | 0.31 | 0.13 |
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 0.1362
- Stop Loss: 0.1253
- Take Profit: 0.1396
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1253 - 0.1362 = -0.0109
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1362 - 0.1396 = -0.0034
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0034 / -0.0109 = 0.3119
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 99.6364 | 99.6364 | 731.4373 | 1.00 |
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 -0.0109
Taille de position = 8 / -0.0109 = -733.94
Taille de position USD = -733.94 x 0.1362 = -99.96
Donc, tu peux acheter -733.94 avec un stoploss a 0.1253
Avec un position size USD de -99.96$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -733.94 x -0.0109 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -733.94 x -0.0034 = 2.5
Si Take Profit atteint, tu gagneras 2.5$
Résumé
- Taille de position -733.94
- Taille de position USD -99.96
- Perte potentielle 8
- Gain potentiel 2.5
- Risk-Reward Ratio 0.3119
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.5 % | 2.49 $ |
| SL % Target | SL $ Target |
|---|---|
| 8 % | 7.97 $ |
| PNL | PNL % |
|---|---|
| -0.79 $ | -0.79 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.2452 % | 40.55 % | 15 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1362 | 0.1253 | 0.1396 | 0.31 | 0.13 |
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 0.1362
- Stop Loss: 0.1253
- Take Profit: 0.1396
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1253 - 0.1362 = -0.0109
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1362 - 0.1396 = -0.0034
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0034 / -0.0109 = 0.3119
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -8.003%
(0.0109)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.330% | 0.0R | -2.203% | 0.3R | 0.2× | 12 |
| 2h | +0.330% | 0.0R | -2.203% | 0.3R | 0.2× | 24 |
| 4h | +0.668% | 0.1R | -2.203% | 0.3R | 0.3× | 48 |
| 6h ★ | +0.668% | 0.1R | -3.245% | 0.4R | 0.2× | 72 |
| 8h | +3.113% | 0.4R | -3.245% | 0.4R | 1.0× | 96 |
| 12h | +3.113% | 0.4R | -5.323% | 0.7R | 0.6× | 144 |
computed 4 days ago
Commentaires
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