Long Trade on ALGO (momentum_rotation_v2)
With 771.36 ALGO at 0.134$ per unit. Take profit: 0.1378 (2.53 %) & Stop Loss: 0.124 (7.74 %)
29 Sep 2026 at 00:15:08
hyperliquid
ALGO
LONG
momentum_rotation_v2
hyperliquid
29 Sep 2026 00:15
→ 00:20
· 4 minutes
Position
Entry 0.1344$
Qty 771.3602 ALGO
Size 103.6862$ (margin 100$) (leverage 1)
Risk Setup
TP 0.1378 (+2.53%)
TP $ 2.62$
SL 0.124 (-7.74%)
SL $ 8.02$
RR 0.33
Status
win
PnL
+2.53%
/ +2.62$
MAE -4.06%
MFE +4.49%
0.6R
expires
29 Sep 06:15
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 163831)
#4 / 88
OK
seuil : top 15
score du 29/09/2026 00:00
score du 29/09/2026 00:00
Avg Rank 8h: 0.9589
Quality Score
0.673
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)
6.6M $
volume USDT au moment du signal
29/09 00:02
29/09 00:02
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#4 / 88
OK
seuil : top 15
Signal Confidence
99 %
OK
seuil : ≥ 40%
BTC Regime Score
+1
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
7.74 %
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
#4 / 88
OK
seuil : top 15
Signal Confidence
99 %
OK
seuil : ≥ 40%
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
7.74 %
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 | clear | 0.79×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 (-1) 24/09 15:01 Score : +1 |
| 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 22:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4329
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | bear | transition | 0.55 | -1 |
| Micro | range | range | 0.25 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+1
Market Breadth
Breadth Score
15.1%
Impulse :
+0.00
Participation :
btc_led_risk_on
Leadership :
btc
% Positive (universe)
| 15m | 37.0% |
| 1h | 98.6% |
| 4h | 9.6% |
| 24h | 26.0% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 39.7% | -0.06% |
| 4h | 11.0% | -1.79% |
| 24h | 28.8% | -2.99% |
Dispersion :
0.216
Universe :
73
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
29/09 00:01
· 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
29/09/2026 00:00
Score brut
0.6732
Score SMA
0.6049
Rank
#4
/ 88
Rank Norm SMA 8h
0.9589
Rank Norm SMA
0.5838
Calculé le
29/09/2026 00:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8404 | r1h: 1.870% · r4h: -0.411% · r1d: 17.07% · r3d: 15.60% · ema21_slope: 0.4683% · dist_ema21: 3.130% |
| Force Relative | 25% | 0.8245 | rs_1h: 1.739% · rs_4h: 0.098% · rs_1d: 17.38% · rs_3d: 16.64% · beta_24h: 2.943 |
| Volume | 20% | 0.2224 | rvol_20: 0.32× · zscore_50: -0.369 · trend: -14.79% |
| Qualité Tendance | 15% | 0.5955 | ADX: 32.4 (trend) · Chop: 59.7 (neutral) |
| Volatilité | 10% | 0.9528 | ATR%: 3.142% (optimal 0.3–3 %) |
4H
Calculé le
29/09/2026 00:00
Score brut
0.7746
Score SMA
0.6903
Rank
#1
/ 88
Rank Norm SMA 8h
0.9830
Rank Norm SMA
0.7010
Calculé le
29/09/2026 00:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8681 | r1h: 0.000% · r4h: -0.411% · r1d: 17.07% · r3d: 15.60% · ema21_slope: 0.5924% · dist_ema21: 10.448% |
| Force Relative | 25% | 0.8770 | rs_1h: 0.000% · rs_4h: 0.098% · rs_1d: 17.38% · rs_3d: 16.64% · beta_24h: 2.667 |
| Volume | 20% | 0.6096 | rvol_20: 1.41× · zscore_50: 0.971 · trend: 125.39% |
| Qualité Tendance | 15% | 0.8511 | ADX: 42.1 (trend) · Chop: 33.2 (trend) |
| Volatilité | 10% | 0.6238 | ATR%: 4.129% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -7.738%
(0.0104)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +4.494% | 0.6R | -0.000% | 0.0R | — | 12 |
| 2h | +4.494% | 0.6R | -1.875% | 0.2R | 2.4× | 24 |
| 4h | +4.494% | 0.6R | -4.055% | 0.5R | 1.1× | 48 |
| 6h ★ | +4.494% | 0.6R | -4.055% | 0.5R | 1.1× | 72 |
| 8h | +4.494% | 0.6R | -4.055% | 0.5R | 1.1× | 96 |
| 12h | +4.494% | 0.6R | -4.591% | 0.6R | 1.0× | 144 |
computed 22 hours ago
Prediction
ML Trade Score: 30
ML Pullback Score: 2.6
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 42% | early | — | — | 0.37 | bear_medium | -1.13% | +0.86 | 28/09 22:00 |
| 15m | ↔ neutral | range | range | moderate | explosive | expansion | bull_high |
60%
|
noisy_chop 35% | early | — | near -0.6ATR | 0.49 | range_low | -0.49% | +0.16 | 28/09 23:45 |
| 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
168332 |
↑ up | bull_high |
57%
|
early 6b 0.4ATR | noisy_chop 42% | 0.539 |
— — |
0.71 | above_value | +3.79 ATR | — | #93284 |
28/09 22:00
upd 28/09 23:11
|
|
15m
168694 |
↔ neutral | bull_high |
60%
|
early 5b 0.3ATR | noisy_chop 35% | 0.766 |
— near -0.6ATR |
0.83 | above_value | +3.79 ATR | — | #93284 |
28/09 23:45
upd 29/09 00:04
|
|
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 | 6b | — | 0.627×ATR | p0 | +0.405×ATR | p28 |
| 15m | ↑ up | early | 5b | — | 1.562×ATR | p0 | +0.299×ATR | p19 |
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: 0.12404871
- tp_price: 0.1377805
- atr: 0.00414852
- expires_at: 2026-09-29T10:15:08+00:00
Details
- rank: 2
- total: 90
- score: 0.8155
- delta_2h: 0.0145
- extension_atr: 0.58
- trend_phase:
- trend_direction:
- rank_norm_sma_8h: 0.9617
- 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 |
|---|---|---|---|---|
| 0.1344 | 0.124 | 0.1378 | 0.33 | 0.1255 |
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 0.1344
- Stop Loss: 0.124
- Take Profit: 0.1378
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.124 - 0.1344 = -0.0104
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1344 - 0.1378 = -0.0034
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0034 / -0.0104 = 0.3269
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 103.6862 | 100 | 771.3602 | 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 -0.0104
Taille de position = 8 / -0.0104 = -769.23
Taille de position USD = -769.23 x 0.1344 = -103.38
Donc, tu peux acheter -769.23 avec un stoploss a 0.124
Avec un position size USD de -103.38$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -769.23 x -0.0104 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -769.23 x -0.0034 = 2.62
Si Take Profit atteint, tu gagneras 2.62$
Résumé
- Taille de position -769.23
- Taille de position USD -103.38
- Perte potentielle 8
- Gain potentiel 2.62
- Risk-Reward Ratio 0.3269
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 2.53 % | 2.62 $ |
| SL % Target | SL $ Target |
|---|---|
| 7.74 % | 8.02 $ |
| PNL | PNL % |
|---|---|
| 2.62 $ | 2.53 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| 0 % | 0 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1344 | 0.124 | 0.1378 | 0.33 | 0.1255 |
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 0.1344
- Stop Loss: 0.124
- Take Profit: 0.1378
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.124 - 0.1344 = -0.0104
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1344 - 0.1378 = -0.0034
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0034 / -0.0104 = 0.3269
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: momentum_rotation_v2 (★
6h)
Initial Risk: -7.738%
(0.0104)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +4.494% | 0.6R | -0.000% | 0.0R | — | 12 |
| 2h | +4.494% | 0.6R | -1.875% | 0.2R | 2.4× | 24 |
| 4h | +4.494% | 0.6R | -4.055% | 0.5R | 1.1× | 48 |
| 6h ★ | +4.494% | 0.6R | -4.055% | 0.5R | 1.1× | 72 |
| 8h | +4.494% | 0.6R | -4.055% | 0.5R | 1.1× | 96 |
| 12h | +4.494% | 0.6R | -4.591% | 0.6R | 1.0× | 144 |
computed 22 hours ago
Commentaires
Aucun commentaire.