Long Trade on ALGO (momentum_rotation_v2)
With 805.69 ALGO at 0.135$ per unit. Take profit: 0.1384 (2.52 %) & Stop Loss: 0.1251 (7.33 %)
28 Sep 2026 at 21:15:06
hyperliquid
ALGO
LONG
momentum_rotation_v2
hyperliquid
28 Sep 2026 21:15
→ 00:35
· 3 hours
Position
Entry 0.135$
Qty 805.6873 ALGO
Size 108.7678$ (margin 100$) (leverage 1)
Risk Setup
TP 0.1384 (+2.52%)
TP $ 2.74$
SL 0.1251 (-7.33%)
SL $ 7.98$
RR 0.34
Status
win
PnL
+2.52%
/ +2.74$
MAE -3.35%
MFE +4.03%
0.6R
expires
29 Sep 03:15
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 163562)
#5 / 88
OK
seuil : top 15
score du 28/09/2026 21:00
score du 28/09/2026 21:00
Avg Rank 8h: 0.9603
Quality Score
0.696
score brut du coin
Signal Confidence
100 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
7.0M $
volume USDT au moment du signal
28/09 21:01
28/09 21:01
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#5 / 88
OK
seuil : top 15
Signal Confidence
100 %
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
7.33 %
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
#5 / 88
OK
seuil : top 15
Signal Confidence
100 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
7.33 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | near | 0.24×ATR |
| 4h | clear | — |
| 1d | near | -0.26×ATR |
Move Maturity — move up late = adverse (LONG)
2/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | 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_confirmed (+3) 27/09 20:00 Operational (4H) : bull_high_confirmed (+2) 28/09 16:00 Tactical (1H) : bull_high (+1) 28/09 20:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4317
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | transition | 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
67.6%
Impulse :
+0.00
Participation :
broad_risk_on
Leadership :
alts
% Positive (universe)
| 15m | 30.6% |
| 1h | 61.1% |
| 4h | 77.8% |
| 24h | 19.4% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 36.1% | -0.09% |
| 4h | 77.8% | +0.54% |
| 24h | 23.6% | -3.58% |
Dispersion :
0.129
Universe :
72
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
28/09 21:01
· 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
28/09/2026 20:00
Score brut
0.8573
Score SMA
0.6224
Rank
#4
/ 89
Rank Norm SMA 8h
0.9659
Rank Norm SMA
0.5054
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.9883 | r1h: 0.000% · r4h: 0.000% · r1d: 13.83% · r3d: 16.78% · ema21_slope: 1.6218% · dist_ema21: 26.851% |
| Force Relative | 25% | 1.0000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 15.00% · rs_3d: 17.51% · beta_24h: 1.059 |
| Volume | 20% | 1.0000 | rvol_20: 5.16× · zscore_50: 6.052 · trend: 160.75% |
| Qualité Tendance | 15% | 0.7388 | ADX: 28.7 (trend) · Chop: 23.4 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 6.612% (optimal 0.3–3 %) |
1H
Calculé le
28/09/2026 21:00
Score brut
0.6955
Score SMA
0.6016
Rank
#5
/ 88
Rank Norm SMA 8h
0.9603
Rank Norm SMA
0.5700
Calculé le
28/09/2026 21:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8281 | r1h: -0.521% · r4h: -0.536% · r1d: 13.60% · r3d: 16.46% · ema21_slope: 0.6036% · dist_ema21: 3.761% |
| Force Relative | 25% | 0.7420 | rs_1h: -0.142% · rs_4h: -0.103% · rs_1d: 14.73% · rs_3d: 17.33% · beta_24h: 2.834 |
| Volume | 20% | 0.2387 | rvol_20: 0.45× · zscore_50: -0.112 · trend: -15.43% |
| Qualité Tendance | 15% | 0.6396 | ADX: 35.5 (trend) · Chop: 57.5 (neutral) |
| Volatilité | 10% | 0.9773 | ATR%: 3.068% (optimal 0.3–3 %) |
4H
Calculé le
28/09/2026 20:00
Score brut
0.8242
Score SMA
0.6819
Rank
#4
/ 89
Rank Norm SMA 8h
0.9659
Rank Norm SMA
0.6789
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.9279 | r1h: 0.000% · r4h: 3.284% · r1d: 13.83% · r3d: 16.78% · ema21_slope: 0.5010% · dist_ema21: 12.075% |
| Force Relative | 25% | 0.9408 | rs_1h: 0.000% · rs_4h: 3.161% · rs_1d: 15.00% · rs_3d: 17.51% · beta_24h: 2.714 |
| Volume | 20% | 0.6057 | rvol_20: 1.42× · zscore_50: 0.870 · trend: 161.22% |
| Qualité Tendance | 15% | 0.8376 | ADX: 40.5 (trend) · Chop: 32.1 (trend) |
| Volatilité | 10% | 0.6381 | ATR%: 4.086% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -7.333%
(0.0099)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.111% | 0.2R | -2.385% | 0.3R | 0.5× | 12 |
| 2h | +1.178% | 0.2R | -2.385% | 0.3R | 0.5× | 24 |
| 4h | +4.030% | 0.6R | -2.385% | 0.3R | 1.7× | 48 |
| 6h ★ | +4.030% | 0.6R | -3.348% | 0.5R | 1.2× | 72 |
| 8h | +4.030% | 0.6R | -4.482% | 0.6R | 0.9× | 96 |
| 12h | +4.030% | 0.6R | -4.482% | 0.6R | 0.9× | 144 |
computed 2 days ago
Prediction
ML Trade Score: 30
ML Pullback Score: 0.97
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_confirmed |
58%
|
noisy_chop 47% | late | — | near -0.3ATR | 0.62 | bull_high | +12.96% | +0.98 | 27/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | fading | expansion_after_compression | bull_high_confirmed |
68%
|
noisy_chop 40% | late | — | — | 0.44 | bull_high | +1.77% | +0.92 | 28/09 16:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | balanced | volatile_reversal | bull_high |
57%
|
noisy_chop 40% | early | — | near 0.2ATR | 0.37 | bear_medium | -0.92% | +0.88 | 28/09 20:00 |
| 15m | ↑ up | range | range | moderate | grind | compression | bull_high |
61%
|
noisy_chop 40% | early | — | near -0.5ATR | 0.49 | range_low | -0.51% | +0.26 | 28/09 20:45 |
| 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
167025 |
↑ up | bull_high_confirmed |
58%
|
late 12b 2.9ATR | noisy_chop 47% | 0.359 |
— near -0.3ATR |
5.16 | above_value | +4.44 ATR | inside | #92651 |
27/09 20:00
upd 28/09 20:27
|
|
4h
166952 |
↑ up | bull_high_confirmed |
68%
|
late 5b 2.5ATR | noisy_chop 40% | 0.477 |
— — |
1.42 | above_value | +4.44 ATR | — | #92651 |
28/09 16:00
upd 28/09 20:24
|
|
1h
anchor
167430 |
↑ up | bull_high |
57%
|
early 4b 1.0ATR | noisy_chop 40% | 0.536 |
— near 0.2ATR |
0.45 | above_value | +4.42 ATR | — | #92921 |
28/09 20:00
upd 28/09 21:11
|
|
15m
167346 |
↑ up | bull_high |
61%
|
early 7b 0.1ATR | noisy_chop 40% | 0.555 |
— near -0.5ATR |
0.17 | above_value | +4.44 ATR | — | #92651 |
28/09 20:45
upd 28/09 21:03
|
|
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 | 12b | — | 5.681×ATR | p78 | +2.877×ATR | p99 |
| 4h | ↑ up | late | 5b | — | 3.969×ATR | p67 | +2.508×ATR | p94 |
| 1h | ↑ up | early | 4b | — | 1.201×ATR | p0 | +0.95×ATR | p49 |
| 15m | ↑ up | early | 7b | — | 1.059×ATR | p0 | +0.055×ATR | p2 |
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
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 |
|---|---|---|---|---|
| 0.135 | 0.1251 | 0.1384 | 0.34 | 0.1264 |
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 0.135
- Stop Loss: 0.1251
- Take Profit: 0.1384
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1251 - 0.135 = -0.0099
-
Récompense (distance jusqu'au take profit):
E - TP = 0.135 - 0.1384 = -0.0034
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0034 / -0.0099 = 0.3434
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 108.7678 | 100 | 805.6873 | 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 -0.0099
Taille de position = 8 / -0.0099 = -808.08
Taille de position USD = -808.08 x 0.135 = -109.09
Donc, tu peux acheter -808.08 avec un stoploss a 0.1251
Avec un position size USD de -109.09$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -808.08 x -0.0099 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -808.08 x -0.0034 = 2.75
Si Take Profit atteint, tu gagneras 2.75$
Résumé
- Taille de position -808.08
- Taille de position USD -109.09
- Perte potentielle 8
- Gain potentiel 2.75
- Risk-Reward Ratio 0.3434
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.52 % | 2.74 $ |
| SL % Target | SL $ Target |
|---|---|
| 7.33 % | 7.98 $ |
| PNL | PNL % |
|---|---|
| 2.74 $ | 2.52 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.3852 % | 32.53 % | 14 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.135 | 0.1251 | 0.1384 | 0.34 | 0.1264 |
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 0.135
- Stop Loss: 0.1251
- Take Profit: 0.1384
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1251 - 0.135 = -0.0099
-
Récompense (distance jusqu'au take profit):
E - TP = 0.135 - 0.1384 = -0.0034
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0034 / -0.0099 = 0.3434
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -7.333%
(0.0099)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.111% | 0.2R | -2.385% | 0.3R | 0.5× | 12 |
| 2h | +1.178% | 0.2R | -2.385% | 0.3R | 0.5× | 24 |
| 4h | +4.030% | 0.6R | -2.385% | 0.3R | 1.7× | 48 |
| 6h ★ | +4.030% | 0.6R | -3.348% | 0.5R | 1.2× | 72 |
| 8h | +4.030% | 0.6R | -4.482% | 0.6R | 0.9× | 96 |
| 12h | +4.030% | 0.6R | -4.482% | 0.6R | 0.9× | 144 |
computed 2 days ago
Commentaires
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