Long Trade on FIL (BalanceBreakoutRegime)
With 266.04 FIL at 1.078$ per unit. Take profit: 1.153 (6.98 %) & Stop Loss: 1.0477 (2.79 %)
29 Sep 2026 at 15:10:57
hyperliquid
FIL
LONG
BalanceBreakoutRegime
hyperliquid
29 Sep 2026 15:10
→ 03:10
· 11 hours
Position
Entry 1.0778$
Qty 266.0364 FIL
Size 286.7341$ (margin 100$) (leverage 3)
Risk Setup
TP 1.153 (+6.98%)
TP $ 20.01$
SL 1.0477 (-2.79%)
SL $ 8.01$
RR 2.5
Status
loss
PnL
-2.37%
/ -6.78$
MAE -2.65%
MFE +0.86%
0.3R
expires
30 Sep 03:10
Exit
time_expired
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 165427)
#52 / 84
OUT
seuil : top 15
score du 29/09/2026 15:00
score du 29/09/2026 15:00
Avg Rank 8h: 0.5452
Quality Score
0.469
score brut du coin
Signal Confidence
84 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
2.0M $
volume USDT au moment du signal
29/09 15:00
29/09 15:00
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#52 / 84
OUT
seuil : top 15
Signal Confidence
84 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
+5
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.79 %
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
#52 / 84
OUT
seuil : top 15
Signal Confidence
84 %
OK
seuil : ≥ 40%
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.79 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
0/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 2.98×ATR |
| 4h | clear | 2.66×ATR |
| 1d | clear | 2.36×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | mid | 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_confirmed (+3) 27/09 20:00 Operational (4H) : bull_high (+2) 29/09 08:00 Tactical (1H) : range_high (0) 29/09 14:00 Score : +5 / ±6 |
Regime v2
BTC Regime (snapshot) 4389
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
21.2%
Impulse :
+0.00
Participation :
btc_led_risk_on
Leadership :
btc
% Positive (universe)
| 15m | 38.1% |
| 1h | 100.0% |
| 4h | 11.1% |
| 24h | 41.3% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 44.4% | -0.01% |
| 4h | 15.9% | -1.92% |
| 24h | 46.0% | -1.06% |
Dispersion :
0.255
Universe :
63
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
29/09 15:01
· 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
0.5626
Score SMA
0.6397
Rank
#54
/ 89
Rank Norm SMA 8h
0.3977
Rank Norm SMA
0.5659
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7433 | r1h: 0.000% · r4h: 0.000% · r1d: -6.78% · r3d: 1.10% · ema21_slope: 1.6667% · dist_ema21: 11.405% |
| Force Relative | 25% | 0.6422 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -5.62% · rs_3d: 1.83% · beta_24h: 1.525 |
| Volume | 20% | 0.3237 | rvol_20: 0.64× · zscore_50: 0.110 · trend: 20.28% |
| Qualité Tendance | 15% | 0.7624 | ADX: 31.5 (trend) · Chop: 34.1 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 9.039% (optimal 0.3–3 %) |
1H
Calculé le
29/09/2026 15:00
Score brut
0.4688
Score SMA
0.5786
Rank
#52
/ 84
Rank Norm SMA 8h
0.5452
Rank Norm SMA
0.5865
Calculé le
29/09/2026 15:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4971 | r1h: 1.274% · r4h: -3.245% · r1d: 1.09% · r3d: -6.71% · ema21_slope: 0.1341% · dist_ema21: 0.499% |
| Force Relative | 25% | 0.4267 | rs_1h: 0.585% · rs_4h: -3.122% · rs_1d: 1.59% · rs_3d: -6.30% · beta_24h: 1.526 |
| Volume | 20% | 0.1832 | rvol_20: 0.31× · zscore_50: -0.737 · trend: -25.72% |
| Qualité Tendance | 15% | 0.6081 | ADX: 19.3 (weak) · Chop: 44.7 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.942% (optimal 0.3–3 %) |
4H
Calculé le
29/09/2026 12:00
Score brut
0.5452
Score SMA
0.5986
Rank
#31
/ 83
Rank Norm SMA 8h
0.6700
Rank Norm SMA
0.5604
Calculé le
29/09/2026 12:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6245 | r1h: 0.000% · r4h: -0.129% · r1d: 4.45% · r3d: -9.65% · ema21_slope: -0.0602% · dist_ema21: 1.112% |
| Force Relative | 25% | 0.5895 | rs_1h: 0.000% · rs_4h: 1.370% · rs_1d: 4.83% · rs_3d: -8.36% · beta_24h: 2.103 |
| Volume | 20% | 0.2546 | rvol_20: 0.73× · zscore_50: -0.237 · trend: -24.50% |
| Qualité Tendance | 15% | 0.6247 | ADX: 27.8 (trend) · Chop: 51.4 (neutral) |
| Volatilité | 10% | 0.6583 | ATR%: 4.025% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.793%
(0.0301)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.167% | 0.1R | -1.188% | 0.4R | 0.1× | 12 |
| 2h | +0.863% | 0.3R | -1.188% | 0.4R | 0.7× | 24 |
| 4h | +0.863% | 0.3R | -1.188% | 0.4R | 0.7× | 48 |
| 8h | +0.863% | 0.3R | -2.375% | 0.9R | 0.4× | 96 |
| 12h ★ | +0.863% | 0.3R | -2.654% | 1.0R | 0.3× | 143 |
| 24h | +1.503% | 0.5R | -4.621% | 1.7R | 0.3× | 288 |
computed 2 days ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.85
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 | transition | bullish_transition | moderate | grind | volatile_reversal | bull_high_confirmed |
59%
|
noisy_chop 44% | mid | — | — | 0.61 | bull_high | +12.96% | +0.93 | 27/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | fading | expansion_after_compression | bull_high |
63%
|
noisy_chop 35% | early | — | — | 0.38 | bull_high | +1.12% | +0.19 | 29/09 08:00 |
| 1h | ↑ up | range | range | moderate | grind | expansion | range_high |
44%
|
noisy_chop 42% | early | — | — | 0.37 | range_medium | -0.24% | +0.24 | 29/09 14:00 |
| 15m | ↔ neutral | transition | bearish_transition | moderate | balanced | expansion | range_high |
40%
|
noisy_chop 42% | early | — | near 0.3ATR | 0.69 | range_low | +0.04% | +0.03 | 29/09 14:45 |
| 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
166931 |
↑ up | bull_high_confirmed |
59%
|
mid 5b 1.0ATR | noisy_chop 44% | 0.610 |
— — |
0.64 | value | +1.20 ATR | — | #92628 |
27/09 20:00
upd 28/09 20:23
|
|
4h
174062 |
↑ up | bull_high |
63%
|
early 3b 0.3ATR | noisy_chop 35% | 0.591 |
— — |
0.73 | value | +2.38 ATR | — | #95767 |
29/09 08:00
upd 29/09 12:15
|
|
1h
anchor
175322 |
↑ up | range_high |
44%
|
early 4b 0.3ATR | noisy_chop 42% | 0.702 |
— — |
0.31 | value | +1.91 ATR | — | #96356 |
29/09 14:00
upd 29/09 15:10
|
|
15m
175250 |
↔ neutral | range_high |
40%
|
early 4b 0.1ATR | noisy_chop 42% | 0.629 |
— near 0.3ATR |
0.04 | above_value | +1.24 ATR | — | #96187 |
29/09 14:45
upd 29/09 15:02
|
|
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 | mid | 5b | — | 1.693×ATR | p0 | +0.989×ATR | p62 |
| 4h | ↑ up | early | 3b | — | 1.679×ATR | p3 | +0.296×ATR | p14 |
| 1h | ↓ down | early | 4b | — | 2.001×ATR | p22 | +0.261×ATR | p15 |
| 15m | ↑ up | early | 4b | — | 2.323×ATR | p32 | +0.112×ATR | p4 |
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
BalanceBreakoutRegime - BUY
Indicators:
- long_trend: 1
- confidence: 0.8376
- reason: up_bo width=2.05×ATR dur=35b phase=fresh
- stop_price: 1.04772893
- tp_price: 1.15297768
- atr:
- score: 0.83755489116259
- expires_at: 2026-09-30T07:10:49.402807
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.83755489116259
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.0249
- obi_top10 : 0.0917
- micro_price : 1.07987584
- spread_pct : 0.009261
- mid_price : 1.07985
- bid_wall_price : 1.08
- bid_wall_size : 588293.7
- bid_wall_dist_atr :
- ask_wall_price : 1.09
- ask_wall_size : 596991.32
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.0179
- obi_top5_std : 0.011
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7084
- aggregation_tick : 0.01
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
1.0699
- balance_zone_bottom:
1.0295
- balance_zone_mid:
1.0497
- balance_zone_start_time:
1790586000
- balance_zone_end_time:
1790708400
- balance_zone_width_atr:
2.0496
- balance_zone_duration_bars:
35
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8376
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: up
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790704800
- balance_zone_breakout_price:
1.0699
- strategy_details
- balance_metrics_inside_close_ratio:
0.6857
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.4008
- balance_metrics_has_retested:
1
- balance_metrics_retest_count:
1
- balance_metrics_touch_upper:
8
- balance_metrics_touch_lower:
7
- regime : bull_high
- atr_entry : 0.01971073 ¸
Signal Details
duration_bars
35
inside_close_ratio
0.6857
bars_since_breakout
1
distance_to_edge_atr
0.4008
Signaux confirmants (21)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 15:10 | 1.07780000 | 0% |
| 2 | 15:20 | 1.07780000 | 0% |
| 3 | 15:29 | 1.07780000 | 0% |
| 4 | 15:39 | 1.07810000 | +0.028% |
| 5 | 15:48 | 1.07810000 | +0.028% |
| 6 | 15:57 | 1.07810000 | +0.028% |
| 7 | 17:10 | 1.08180000 | +0.371% |
| 8 | 17:19 | 1.08180000 | +0.371% |
| 9 | 17:29 | 1.08180000 | +0.371% |
| 10 | 17:39 | 1.08180000 | +0.371% |
| 11 | 17:49 | 1.08180000 | +0.371% |
| 12 | 17:58 | 1.08180000 | +0.371% |
| 13 | 18:11 | 1.08320000 | +0.501% |
| 14 | 18:21 | 1.08320000 | +0.501% |
| 15 | 18:31 | 1.08320000 | +0.501% |
| 16 | 18:41 | 1.07240000 | -0.501% |
| 17 | 18:50 | 1.07240000 | -0.501% |
| 18 | 18:59 | 1.07240000 | -0.501% |
| 19 | 19:11 | 1.07550000 | -0.213% |
| 20 | 19:20 | 1.07550000 | -0.213% |
| 21 | 19:29 | 1.07550000 | -0.213% |
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.
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7084ms
Confidence avant OB :
84%
→
84%
Order Book Imbalance
OBI Top 5
0.025
avg 0.018
± 0.011
OBI Top 10
0.092
Microstructure
Mid Price
1.0799
Micro Price
1.0799
Spread
0.0093%
↑ Bid Wall (Support)
Price
1.0800
Size
588,293.70
↓ Ask Wall (Resistance)
Price
1.0900
Size
596,991.32
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.0778 | 1.0477 | 1.153 | 2.5 | 1.0468 |
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 1.0778
- Stop Loss: 1.0477
- Take Profit: 1.153
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.0477 - 1.0778 = -0.0301
-
Récompense (distance jusqu'au take profit):
E - TP = 1.0778 - 1.153 = -0.0752
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0752 / -0.0301 = 2.4983
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 286.7341 | 100 | 266.0364 | 3.00 |
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 -0.0301
Taille de position = 8 / -0.0301 = -265.78
Taille de position USD = -265.78 x 1.0778 = -286.46
Donc, tu peux acheter -265.78 avec un stoploss a 1.0477
Avec un position size USD de -286.46$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -265.78 x -0.0301 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -265.78 x -0.0752 = 19.99
Si Take Profit atteint, tu gagneras 19.99$
Résumé
- Taille de position -265.78
- Taille de position USD -286.46
- Perte potentielle 8
- Gain potentiel 19.99
- Risk-Reward Ratio 2.4983
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 6.98 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.79 % | 8.01 $ |
| PNL | PNL % |
|---|---|
| -6.78 $ | -2.37 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.6536 % | 95.02 % | 10 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.0778 | 1.0477 | 1.153 | 2.5 | 1.0468 |
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 1.0778
- Stop Loss: 1.0477
- Take Profit: 1.153
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.0477 - 1.0778 = -0.0301
-
Récompense (distance jusqu'au take profit):
E - TP = 1.0778 - 1.153 = -0.0752
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0752 / -0.0301 = 2.4983
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.793%
(0.0301)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.167% | 0.1R | -1.188% | 0.4R | 0.1× | 12 |
| 2h | +0.863% | 0.3R | -1.188% | 0.4R | 0.7× | 24 |
| 4h | +0.863% | 0.3R | -1.188% | 0.4R | 0.7× | 48 |
| 8h | +0.863% | 0.3R | -2.375% | 0.9R | 0.4× | 96 |
| 12h ★ | +0.863% | 0.3R | -2.654% | 1.0R | 0.3× | 143 |
| 24h | +1.503% | 0.5R | -4.621% | 1.7R | 0.3× | 288 |
computed 2 days ago
Commentaires
Aucun commentaire.