Short Trade on ARB (momentum_rotation_v2)
With 704.85 ARB at 0.202$ per unit. Take profit: 0.1968 (2.53 %) & Stop Loss: 0.2132 (5.6 %)
28 Sep 2026 at 19:15:08
hyperliquid
ARB
SHORT
momentum_rotation_v2
hyperliquid
28 Sep 2026 19:15
→ 21:25
· 2 hours
Position
Entry 0.2019$
Qty 704.8458 ARB
Size 142.2802$ (margin 100$) (leverage 1)
Risk Setup
TP 0.1968 (+2.53%)
TP $ 3.59$
SL 0.2132 (-5.6%)
SL $ 7.96$
RR 0.45
Status
win
PnL
+2.53%
/ +3.59$
MAE -0.41%
MFE +4.98%
0.9R
expires
29 Sep 01:15
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 163157)
#67 / 90
OUT
seuil : top 15
score du 28/09/2026 19:00
score du 28/09/2026 19:00
Avg Rank 8h: 0.1090
Quality Score
0.410
score brut du coin
Signal Confidence
97 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
33.6M $
volume USDT au moment du signal
28/09 19:00
28/09 19:00
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#67 / 90
OUT
seuil : top 15
Signal Confidence
97 %
OK
seuil : ≥ 40%
BTC Regime Score
-2
−4 → +4 (macro BTC)
Coin Regime Score
-4
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
-6
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
5.60 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD SKIP
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
#67 / 90
OUT
seuil : top 15
Signal Confidence
97 %
OK
seuil : ≥ 40%
Combined Regime Score
-6
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
5.60 %
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 | near | 0.43×ATR |
| 4h | near | -1.75×ATR |
| 1d | clear | 4.32×ATR |
Move Maturity — move down late = adverse (SHORT)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↓ down | mid | OK |
| 1d | ↑ up | 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_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 (-2) 28/09 12:00 Tactical (1H) : bear_high (+1) 28/09 18:00 Score : -4 / ±6 |
Regime v2
BTC Regime (snapshot) 4309
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
19.4%
Impulse :
+0.01
Participation :
btc_led_risk_on
Leadership :
btc
% Positive (universe)
| 15m | 62.2% |
| 1h | 66.2% |
| 4h | 8.1% |
| 24h | 17.6% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 62.2% | +0.02% |
| 4h | 27.0% | -1.84% |
| 24h | 20.3% | -5.06% |
Dispersion :
0.214
Universe :
74
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
28/09 19:01
· 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
27/09/2026 20:00
Score brut
0.6279
Score SMA
0.6324
Rank
#44
/ 78
Rank Norm SMA 8h
0.4416
Rank Norm SMA
0.5758
Calculé le
27/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8507 | r1h: 0.000% · r4h: 0.000% · r1d: 1.88% · r3d: 4.58% · ema21_slope: 3.6318% · dist_ema21: 18.903% |
| Force Relative | 25% | 0.6848 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 1.85% · rs_3d: 4.52% · beta_24h: 1.704 |
| Volume | 20% | 0.3102 | rvol_20: 0.69× · zscore_50: 0.063 · trend: 6.31% |
| Qualité Tendance | 15% | 0.9297 | ADX: 51.6 (trend) · Chop: 30.7 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 9.550% (optimal 0.3–3 %) |
1H
Calculé le
28/09/2026 19:00
Score brut
0.4097
Score SMA
0.5125
Rank
#67
/ 90
Rank Norm SMA 8h
0.1090
Rank Norm SMA
0.3274
Calculé le
28/09/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2321 | r1h: 0.706% · r4h: -2.811% · r1d: -9.81% · r3d: -12.06% · ema21_slope: -0.3362% · dist_ema21: -3.231% |
| Force Relative | 25% | 0.2594 | rs_1h: 0.311% · rs_4h: -2.181% · rs_1d: -9.03% · rs_3d: -11.43% · beta_24h: 3.126 |
| Volume | 20% | 0.4408 | rvol_20: 1.20× · zscore_50: 0.806 · trend: 6.66% |
| Qualité Tendance | 15% | 0.5801 | ADX: 26.1 (trend) · Chop: 55.1 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.383% (optimal 0.3–3 %) |
4H
Calculé le
28/09/2026 16:00
Score brut
0.3782
Score SMA
0.4980
Rank
#81
/ 89
Rank Norm SMA 8h
0.1023
Rank Norm SMA
0.2078
Calculé le
28/09/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3967 | r1h: 0.000% · r4h: -0.882% · r1d: -11.81% · r3d: -9.72% · ema21_slope: -0.1772% · dist_ema21: -7.434% |
| Force Relative | 25% | 0.2312 | rs_1h: 0.000% · rs_4h: -0.870% · rs_1d: -10.21% · rs_3d: -8.97% · beta_24h: 3.769 |
| Volume | 20% | 0.4196 | rvol_20: 1.42× · zscore_50: -0.065 · trend: 8.03% |
| Qualité Tendance | 15% | 0.5831 | ADX: 21.4 (weak) · Chop: 49.9 (neutral) |
| Volatilité | 10% | 0.2999 | ATR%: 5.100% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -5.597%
(0.0113)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.594% | 0.1R | -0.168% | 0.0R | 3.5× | 12 |
| 2h | +2.437% | 0.4R | -0.411% | 0.1R | 5.9× | 24 |
| 4h | +4.978% | 0.9R | -0.411% | 0.1R | 12.1× | 48 |
| 6h ★ | +4.978% | 0.9R | -0.411% | 0.1R | 12.1× | 72 |
| 8h | +4.978% | 0.9R | -0.411% | 0.1R | 12.1× | 96 |
| 12h | +4.978% | 0.9R | -4.591% | 0.8R | 1.1× | 144 |
computed 3 days ago
Prediction
ML Trade Score: 30
ML Pullback Score: 6.36
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 | early_expansion | bullish_transition | moderate | grind | expansion | bull_high |
70%
|
noisy_chop 41% | early | — | — | 0.59 | bull_high | +14.58% | +0.98 | 26/09 20:00 |
| 4h | ↔ neutral | range | range | moderate | fading | normal | bull_high |
51%
|
noisy_chop 39% | mid | near -1.7ATR | — | 0.32 | bull_high | +1.68% | -0.76 | 28/09 12:00 |
| 1h | ↓ down | range | bearish_transition | moderate | balanced | normal | bear_high |
52%
|
noisy_chop 42% | mid | near 0.4ATR | — | 0.26 | range_medium | -0.51% | -0.71 | 28/09 18:00 |
| 15m | ↓ down | transition | bearish_transition | moderate | grind | compression | bear_high |
62%
|
noisy_chop 47% | early | — | near -0.8ATR | 0.62 | range_low | -0.09% | -0.19 | 28/09 18:45 |
| 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
156272 |
↑ up | bull_high |
70%
|
early 12b 1.4ATR | noisy_chop 41% | 0.617 |
— — |
0.69 | above_value | +0.87 ATR | — | #88027 |
26/09 20:00
upd 27/09 20:17
|
|
4h
164878 |
↔ neutral | bull_high |
51%
|
mid 8b -1.5ATR | noisy_chop 39% | 0.404 |
near -1.7ATR — |
1.42 | below_value | -4.17 ATR | — | #91788 |
28/09 12:00
upd 28/09 16:14
|
|
1h
anchor
166302 |
↓ down | bear_high |
52%
|
mid 5b -1.4ATR | noisy_chop 42% | 0.565 |
near 0.4ATR — |
1.20 | below_value | -3.58 ATR | — | #92421 |
28/09 18:00
upd 28/09 19:09
|
|
15m
166218 |
↓ down | bear_high |
62%
|
early 3b -0.5ATR | noisy_chop 47% | 0.509 |
— near -0.8ATR |
0.15 | below_value | -3.87 ATR | — | #92239 |
28/09 18:45
upd 28/09 19:00
|
|
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 | early | 12b | — | 4.399×ATR | p42 | +1.39×ATR | p57 |
| 4h | ↓ down | mid | 8b | — | 3.513×ATR | p54 | -1.53×ATR | p73 |
| 1h | ↓ down | mid | 5b | — | 1.602×ATR | p4 | -1.448×ATR | p79 |
| 15m | ↑ up | early | 3b | — | 2.131×ATR | p46 | -0.47×ATR | p23 |
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 - SELL
Indicators:
- stop_price: 0.21321
- tp_price: 0.1968135
- atr: 0.00454
- expires_at: 2026-09-29T05:15:08+00:00
Details
- rank: 87
- total: 90
- score: 0.2321
- delta_2h: -0.0258
- extension_atr: -1.14
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.1161
- confidence: 0.966
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 19:15 | 0.20186000 | -0.02% |
| 2 | 21:15 | 0.20028000 | -0.802% |
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 |
|---|---|---|---|---|
| 0.2019 | 0.2132 | 0.1968 | 0.45 | 0.1958 |
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 0.2019
- Stop Loss: 0.2132
- Take Profit: 0.1968
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.2132 - 0.2019 = 0.0113
-
Récompense (distance jusqu'au take profit):
E - TP = 0.2019 - 0.1968 = 0.0051
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0051 / 0.0113 = 0.4513
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 142.2802 | 100 | 704.8458 | 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 0.0113
Taille de position = 8 / 0.0113 = 707.96
Taille de position USD = 707.96 x 0.2019 = 142.94
Donc, tu peux acheter 707.96 avec un stoploss a 0.2132
Avec un position size USD de 142.94$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 707.96 x 0.0113 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 707.96 x 0.0051 = 3.61
Si Take Profit atteint, tu gagneras 3.61$
Résumé
- Taille de position 707.96
- Taille de position USD 142.94
- Perte potentielle 8
- Gain potentiel 3.61
- Risk-Reward Ratio 0.4513
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.53 % | 3.59 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.6 % | 7.96 $ |
| PNL | PNL % |
|---|---|
| 3.59 $ | 2.53 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.4111 % | 7.35 % | 6 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.2019 | 0.2132 | 0.1968 | 0.45 | 0.1958 |
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 0.2019
- Stop Loss: 0.2132
- Take Profit: 0.1968
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.2132 - 0.2019 = 0.0113
-
Récompense (distance jusqu'au take profit):
E - TP = 0.2019 - 0.1968 = 0.0051
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0051 / 0.0113 = 0.4513
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -5.597%
(0.0113)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.594% | 0.1R | -0.168% | 0.0R | 3.5× | 12 |
| 2h | +2.437% | 0.4R | -0.411% | 0.1R | 5.9× | 24 |
| 4h | +4.978% | 0.9R | -0.411% | 0.1R | 12.1× | 48 |
| 6h ★ | +4.978% | 0.9R | -0.411% | 0.1R | 12.1× | 72 |
| 8h | +4.978% | 0.9R | -0.411% | 0.1R | 12.1× | 96 |
| 12h | +4.978% | 0.9R | -4.591% | 0.8R | 1.1× | 144 |
computed 3 days ago
Commentaires
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