Long Trade on VVV (BosPullback)
With 8.62 VVV at 27.282$ per unit. Take profit: 29.6024 (8.51 %) & Stop Loss: 26.3538 (3.4 %)
29 Sep 2026 at 16:53:30
hyperliquid
VVV
LONG
BosPullback
hyperliquid
29 Sep 2026 16:53
→ 15:15
· 1 day
Position
Entry 27.282$
Qty 8.619 VVV
Size 235.1447$ (margin 100$) (leverage 2)
Risk Setup
TP 29.6024 (+8.51%)
TP $ 20$
SL 26.3538 (-3.4%)
SL $ 8$
RR 2.5
Status
loss
PnL
-3.40%
/ -8$
MAE -2.02%
MFE +0.61%
0.2R
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 165539)
#53 / 82
OUT
seuil : top 15
score du 29/09/2026 16:00
score du 29/09/2026 16:00
Avg Rank 8h: 0.2836
Quality Score
0.466
score brut du coin
Signal Confidence
65 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
15.7M $
volume USDT au moment du signal
29/09 16:46
29/09 16:46
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#53 / 82
OUT
seuil : top 15
Signal Confidence
65 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
0
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+2
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.40 %
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
#53 / 82
OUT
seuil : top 15
Signal Confidence
65 %
OK
seuil : ≥ 40%
Combined Regime Score
+2
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
3.40 %
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 | 0.34×ATR |
| 4h | clear | 3.23×ATR |
| 1d | clear | 1.36×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | mid | OK |
| 1d | ↓ down | 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 |
|---|---|---|
|
1H_regime : bear_high 15m_regime : range_high |
Strategic (1D) : bull_high (+3) 27/09 20:00 Operational (4H) : bear_high (-2) 29/09 12:00 Tactical (1H) : bear_high (-1) 29/09 15:00 Score : 0 / ±6 |
Regime v2
BTC Regime (snapshot) 4396
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
63.0%
Impulse :
+0.09
Participation :
broad_risk_on
Leadership :
alts
% Positive (universe)
| 15m | 41.3% |
| 1h | 90.5% |
| 4h | 71.4% |
| 24h | 58.7% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 41.3% | -0.04% |
| 4h | 63.5% | +0.91% |
| 24h | 55.6% | +0.31% |
Dispersion :
0.216
Universe :
63
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
29/09 16:46
· 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
0.4982
Score SMA
0.5979
Rank
#74
/ 89
Rank Norm SMA 8h
0.1705
Rank Norm SMA
0.4430
Calculé le
28/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6072 | r1h: 0.000% · r4h: 0.000% · r1d: -5.16% · r3d: -8.00% · ema21_slope: 2.3830% · dist_ema21: 5.063% |
| Force Relative | 25% | 0.4564 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -4.00% · rs_3d: -7.28% · beta_24h: 1.057 |
| Volume | 20% | 0.2775 | rvol_20: 0.64× · zscore_50: 0.038 · trend: -10.28% |
| Qualité Tendance | 15% | 0.9760 | ADX: 60.3 (trend) · Chop: 41.2 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 10.972% (optimal 0.3–3 %) |
1H
Calculé le
29/09/2026 16:00
Score brut
0.4658
Score SMA
0.4898
Rank
#53
/ 82
Rank Norm SMA 8h
0.2836
Rank Norm SMA
0.2936
Calculé le
29/09/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4371 | r1h: -0.852% · r4h: 1.562% · r1d: -0.08% · r3d: -7.16% · ema21_slope: -0.0673% · dist_ema21: -0.949% |
| Force Relative | 25% | 0.4271 | rs_1h: -0.785% · rs_4h: 0.939% · rs_1d: -0.34% · rs_3d: -6.66% · beta_24h: 2.484 |
| Volume | 20% | 0.2144 | rvol_20: 0.13× · zscore_50: -1.197 · trend: 20.66% |
| Qualité Tendance | 15% | 0.5666 | ADX: 21.7 (weak) · Chop: 52.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.258% (optimal 0.3–3 %) |
4H
Calculé le
29/09/2026 16:00
Score brut
0.4257
Score SMA
0.4400
Rank
#67
/ 82
Rank Norm SMA 8h
0.1048
Rank Norm SMA
0.1106
Calculé le
29/09/2026 16:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3445 | r1h: 0.000% · r4h: 1.562% · r1d: -0.08% · r3d: -7.16% · ema21_slope: -0.5146% · dist_ema21: -4.530% |
| Force Relative | 25% | 0.3772 | rs_1h: 0.000% · rs_4h: 0.939% · rs_1d: -0.34% · rs_3d: -6.66% · beta_24h: 3.327 |
| Volume | 20% | 0.4467 | rvol_20: 1.66× · zscore_50: 0.114 · trend: -10.40% |
| Qualité Tendance | 15% | 0.6510 | ADX: 22.6 (weak) · Chop: 42.9 (trend) |
| Volatilité | 10% | 0.4105 | ATR%: 4.768% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BosPullback (★
4h)
Initial Risk: -3.402%
(0.9282)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.997% | 0.3R | 0.0× | 12 |
| 2h | +0.106% | 0.0R | -0.997% | 0.3R | 0.1× | 24 |
| 4h ★ | +0.609% | 0.2R | -2.016% | 0.6R | 0.3× | 48 |
| 8h | +0.609% | 0.2R | -2.122% | 0.6R | 0.3× | 96 |
| 12h | +0.609% | 0.2R | -2.793% | 0.8R | 0.2× | 144 |
| 24h | +3.933% | 1.2R | -2.793% | 0.8R | 1.4× | 288 |
⏱ MFE in 981 min
MAE in 576 min
✗ Adverse move came first
computed 2 days ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.28
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 | balanced | expansion | bull_high |
61%
|
noisy_chop 35% | early | — | — | 0.38 | bull_high | +12.96% | +0.12 | 27/09 20:00 |
| 4h | ↔ neutral | range | range | moderate | grind | normal | bear_high |
52%
|
noisy_chop 42% | mid | near -0.8ATR | — | 0.29 | bull_high | +1.72% | -0.71 | 29/09 12:00 |
| 1h | ↓ down | range | range | moderate | balanced | normal | bear_high |
57%
|
noisy_chop 40% | early | — | near 0.3ATR | 0.30 | range_medium | -0.30% | -0.28 | 29/09 15:00 |
| 15m | ↔ neutral | range | range | moderate | balanced | compression | bear_high |
58%
|
noisy_chop 37% | early | — | near 0.2ATR | 0.58 | range_low | +0.03% | +0.11 | 29/09 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
167058 |
↑ up | bull_high |
61%
|
early 7b 0.4ATR | noisy_chop 35% | 0.565 |
— — |
0.64 | below_value | -3.73 ATR | — | #92659 |
27/09 20:00
upd 28/09 20:29
|
|
4h
175849 |
↔ neutral | bear_high |
52%
|
mid 13b -1.0ATR | noisy_chop 42% | 0.526 |
near -0.8ATR — |
1.66 | below_value | -4.96 ATR | — | #96554 |
29/09 12:00
upd 29/09 16:19
|
|
1h
anchor
175848 |
↓ down | bear_high |
57%
|
early 2b -0.5ATR | noisy_chop 40% | 0.434 |
— near 0.3ATR |
0.13 | below_value | -4.96 ATR | — | #96554 |
29/09 15:00
upd 29/09 16:19
|
|
15m
176080 |
↔ neutral | bear_high |
58%
|
early 7b 0.2ATR | noisy_chop 37% | 0.578 |
— near 0.2ATR |
0.05 | below_value | -4.96 ATR | — | #96554 |
29/09 16:30
upd 29/09 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 | ↓ down | early | 7b | — | 2.241×ATR | p4 | +0.389×ATR | p15 |
| 4h | ↓ down | mid | 13b | — | 3.68×ATR | p70 | -0.958×ATR | p59 |
| 1h | ↑ up | early | 2b | — | 1.16×ATR | p0 | -0.455×ATR | p32 |
| 15m | ↓ down | early | 7b | — | 1.526×ATR | p3 | +0.215×ATR | p8 |
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
BosPullback - BUY
Indicators:
- long_trend: 1
- confidence: 0.65
- reason: bos_pullback_long|score=0|shallow|bars_since_bos=12|retests=1|break_atr=0.36|prog=0.33|zone=tested
- stop_price: 26.35382253
- tp_price: 29.60244368
- atr:
- score: 0.65
- confidence_pre_ob: 0.65
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.816
- trend_strength : -0.0921
- trend_persistence : 0.5
- high_delta_atr : 0.9978
- low_delta_atr : 0.6054
- current_swing_amp_atr : 3.7998
- current_swing_speed : 0.4222
- current_swing_efficiency : 0.4533
- retracement_ratio : 0.8593
- extension_ratio : 1.1187
- compression_score : 1.4297
- swing_entropy : 1
- breakout_strength : -1.8345
- distance_to_last_high_atr : -2.4684
- distance_to_last_low_atr : 1.2292
- pivot_count : 27
- swing_count : 26
- market_structure_v2
- last_pivot_kind: low
- last_pivot_price:
26.407
- last_pivot_index:
146
¸
- trend_analyzer_1h
- direction : down
- phase : range
- structure : range
- breakout_state : none
- quality : volatile
- strength : moderate
- exhaustion : low
- momentum_type : balanced
- volatility_regime : normal
- htf_context : unknown
- risk_state : discount
- confidence : 0.495
- state : down_range_balanced
- trend_analyzer_1h
- scores_direction_score:
0.3805
- scores_strength_score:
0.531
- scores_quality_score:
0.378
- scores_cleanliness_score:
0.2421
- scores_structural_quality:
0.4892
- scores_pullback_score:
0.8593
- scores_exhaustion_score:
0.3422
- scores_continuation_score:
0.4245
- scores_structure_score:
0.5689
- scores_volatility_expansion:
0.3126
- scores_momentum_type_score:
0.5074
- scores_risk_score:
0.1669
- trend_analyzer_1h
- features_ema20_slope:
-0.0711
- features_ema50_slope:
-0.067
- features_ema_alignment_score:
0
- features_price_vs_ema20:
-0.3473
- features_price_vs_ema50:
-1.2872
- features_recent_hh_hl_score:
0.4
- features_recent_lh_ll_score:
0.6
- features_last_bos_direction:
1
- features_bars_since_last_bos:
12
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5157
- features_trend_efficiency:
0.4533
- features_impulse_strength:
3.7998
- features_directional_candle_ratio:
0.5
- features_pullback_depth_ratio:
0.8593
- features_pullback_depth_atr:
3.2482
- features_extension_from_mean:
-1.2872
- features_impulse_decay_score:
0.4406
- features_opposing_wick_pressure:
0.2135
- features_volatility_percentile:
0.28
- features_volatility_delta:
-0.0831
- features_body_ratio:
0.5083
- features_closes_position_ratio:
0.4191
- features_slope_consistency:
0.2146
- features_range_position:
0.1669
- features_distance_to_recent_high:
-9.496
- features_distance_to_recent_low:
1.9027
- features_had_recent_range:
1
- features_had_recent_compression:
0
- features_post_break_hl_count:
1
- features_htf_trend_strength:
- features_htf_compression_score:
- features_htf_entropy_score:
- features_htf_hh_hl_score:
- features_htf_state_str: ¸
- orderbook_context
- obi_top5 : -0.0273
- obi_top10 : -0.0441
- micro_price : 27.21026667
- spread_pct : 0.077214
- mid_price : 27.2075
- bid_wall_price : 27
- bid_wall_size : 2424.52
- bid_wall_dist_atr :
- ask_wall_price : 27.3
- ask_wall_size : 2751.776
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : -0.0266
- obi_top5_std : 0.0006
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6807
- aggregation_tick : 0.1
- error : ¸
- strategy_details
- strategy : bos_pullback
- ms_state_1h : range
- strategy_details
- pivots_1h_0:
Array ( [time] => 2026-09-25 09:00:00 [price] => 32.6 [kind] => high [label] => HH ) - pivots_1h_1:
Array ( [time] => 2026-09-25 22:00:00 [price] => 29.498 [kind] => low [label] => LL ) - pivots_1h_2:
Array ( [time] => 2026-09-26 01:00:00 [price] => 30.679 [kind] => high [label] => LH ) - pivots_1h_3:
Array ( [time] => 2026-09-26 09:00:00 [price] => 29.422 [kind] => low [label] => HL ) - pivots_1h_4:
Array ( [time] => 2026-09-26 14:00:00 [price] => 30.413 [kind] => high [label] => LH ) - pivots_1h_5:
Array ( [time] => 2026-09-26 19:00:00 [price] => 29.091 [kind] => low [label] => LL ) - pivots_1h_6:
Array ( [time] => 2026-09-26 22:00:00 [price] => 30.042 [kind] => high [label] => LH ) - pivots_1h_7:
Array ( [time] => 2026-09-27 04:00:00 [price] => 29.266 [kind] => low [label] => HL ) - pivots_1h_8:
Array ( [time] => 2026-09-27 08:00:00 [price] => 31.273 [kind] => high [label] => HH ) - pivots_1h_9:
Array ( [time] => 2026-09-27 09:00:00 [price] => 30.395 [kind] => low [label] => HL ) - pivots_1h_10:
Array ( [time] => 2026-09-27 12:00:00 [price] => 31.875 [kind] => high [label] => HH ) - pivots_1h_11:
Array ( [time] => 2026-09-27 15:00:00 [price] => 29.62 [kind] => low [label] => LL ) - pivots_1h_12:
Array ( [time] => 2026-09-27 18:00:00 [price] => 30.5 [kind] => high [label] => LH ) - pivots_1h_13:
Array ( [time] => 2026-09-28 12:00:00 [price] => 27.293 [kind] => low [label] => LL ) - pivots_1h_14:
Array ( [time] => 2026-09-28 13:00:00 [price] => 28.674 [kind] => high [label] => LH ) - pivots_1h_15:
Array ( [time] => 2026-09-28 15:00:00 [price] => 26.6 [kind] => low [label] => LL ) - pivots_1h_16:
Array ( [time] => 2026-09-28 23:00:00 [price] => 28.017 [kind] => high [label] => LH ) - pivots_1h_17:
Array ( [time] => 2026-09-29 02:00:00 [price] => 26.046 [kind] => low [label] => LL ) - pivots_1h_18:
Array ( [time] => 2026-09-29 08:00:00 [price] => 28.612 [kind] => high [label] => HH ) - pivots_1h_19:
Array ( [time] => 2026-09-29 17:00:00 [price] => 26.407 [kind] => low [label] => HL ) - strategy_details
- pivots_15m_0:
Array ( [time] => 2026-09-28 20:00:00 [price] => 27.753 [kind] => high [label] => ) - pivots_15m_1:
Array ( [time] => 2026-09-28 20:30:00 [price] => 27.047 [kind] => low [label] => ) - pivots_15m_2:
Array ( [time] => 2026-09-28 23:30:00 [price] => 28.017 [kind] => high [label] => ) - pivots_15m_3:
Array ( [time] => 2026-09-29 02:30:00 [price] => 26.046 [kind] => low [label] => LL ) - pivots_15m_4:
Array ( [time] => 2026-09-29 05:00:00 [price] => 27.71 [kind] => high [label] => LH ) - pivots_15m_5:
Array ( [time] => 2026-09-29 05:30:00 [price] => 27.133 [kind] => low [label] => HL ) - pivots_15m_6:
Array ( [time] => 2026-09-29 08:15:00 [price] => 28.612 [kind] => high [label] => HH ) - pivots_15m_7:
Array ( [time] => 2026-09-29 08:45:00 [price] => 27.979 [kind] => low [label] => HL ) - pivots_15m_8:
Array ( [time] => 2026-09-29 10:00:00 [price] => 28.446 [kind] => high [label] => LH ) - pivots_15m_9:
Array ( [time] => 2026-09-29 12:45:00 [price] => 27.216 [kind] => low [label] => LL ) - pivots_15m_10:
Array ( [time] => 2026-09-29 13:15:00 [price] => 27.679 [kind] => high [label] => LH ) - pivots_15m_11:
Array ( [time] => 2026-09-29 15:45:00 [price] => 26.626 [kind] => low [label] => LL ) - pivots_15m_12:
Array ( [time] => 2026-09-29 16:30:00 [price] => 27.254 [kind] => high [label] => LH ) - pivots_15m_13:
Array ( [time] => 2026-09-29 17:45:00 [price] => 26.407 [kind] => low [label] => LL ) - pivots_15m_14:
Array ( [time] => 2026-09-29 18:45:00 [price] => 27.568 [kind] => high [label] => HH ) - pivots_15m_15:
Array ( [time] => 2026-09-29 20:00:00 [price] => 26.837 [kind] => low [label] => HL ) - bos_level_long : 28.017
- bos_level_short : 0
- strategy_details
- levels_hl_price:
26.407
- levels_hl_timestamp: 2026-09-29 17:00:00
- levels_hh_price:
28.612
- levels_lh_price:
28.612
- levels_lh_timestamp: 2026-09-29 08:00:00
- levels_ll_price:
26.407
- strategy_details
- demand_zone_top:
26.216
- demand_zone_bottom:
26.046
- demand_zone_mid:
26.131
- demand_zone_freshness: tested
- demand_zone_strength:
0.6934
- strategy_details
- supply_zone_top:
28.612
- supply_zone_bottom:
27.326
- supply_zone_mid:
27.969
- supply_zone_freshness: tested
- supply_zone_strength:
0.7608
¸
- regimes
- 1H : bear_high
- 15m : range_high ¸
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 16:53 | 27.28200000 | 0% |
| 2 | 17:42 | 27.14300000 | -0.509% |
Market Structure
Market Structure Score: 0
Market Structure V2
1H
↔ range
Confidence
82%
Trend
Trend Strength
-0.092
Persistence
0.500
High Δ ATR
0.998
Low Δ ATR
0.605
Current Swing
Amp ATR
3.800
Speed
0.422
Efficiency
0.453
Structure
Retracement
0.859
Extension
1.119
Compression
1.430
Entropy
1.000
Breakout Str.
-1.835
Dist High ATR
-2.468
Dist Low ATR
1.229
27 pivots
·
26 swings
·
Last pivot:
↓ 26.4070
@ bar 146
Trend Analyzer 1H
1H
↓ down
down_range_balanced
Confidence
50%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
moderate
exhaustion
low
momentum
balanced
volatility
normal
risk
discount
htf
unknown
Scores
Direction Score
0.381
Strength Score
0.531
Quality Score
0.378
Cleanliness Score
0.242
Structural Quality
0.489
Pullback Score
0.859
Exhaustion Score
0.342
Continuation Score
0.425
Structure Score
0.569
Volatility Expansion
0.313
Momentum Type Score
0.507
Risk Score
0.167
Features
Ema20 Slope
-0.071
Ema50 Slope
-0.067
Ema Alignment Score
0.000
Price Vs Ema20
-0.347
Price Vs Ema50
-1.287
Recent Hh Hl Score
0.400
Recent Lh Ll Score
0.600
Last Bos Direction
1.000
Bars Since Last Bos
12.000
Candle Overlap Ratio
1.000
Wick Ratio
0.516
Trend Efficiency
0.453
Impulse Strength
3.800
Directional Candle Ratio
0.500
Pullback Depth Ratio
0.859
Pullback Depth Atr
3.248
Extension From Mean
-1.287
Impulse Decay Score
0.441
Opposing Wick Pressure
0.214
Volatility Percentile
0.280
Volatility Delta
-0.083
Body Ratio
0.508
Closes Position Ratio
0.419
Slope Consistency
0.215
Range Position
0.167
Distance To Recent High
-9.496
Distance To Recent Low
1.903
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
1.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6807ms
Confidence avant OB :
65%
→
65%
Order Book Imbalance
OBI Top 5
-0.027
avg -0.027
± 0.001
OBI Top 10
-0.044
Microstructure
Mid Price
27.2075
Micro Price
27.2103
Spread
0.0772%
↑ Bid Wall (Support)
Price
27.0000
Size
2,424.52
↓ Ask Wall (Resistance)
Price
27.3000
Size
2,751.78
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 27.282 | 26.3538 | 29.6024 | 2.5 | 27.859 |
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 27.282
- Stop Loss: 26.3538
- Take Profit: 29.6024
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 26.3538 - 27.282 = -0.9282
-
Récompense (distance jusqu'au take profit):
E - TP = 27.282 - 29.6024 = -2.3204
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -2.3204 / -0.9282 = 2.4999
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 235.1447 | 100 | 8.619 | 2.00 |
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 -0.9282
Taille de position = 8 / -0.9282 = -8.62
Taille de position USD = -8.62 x 27.282 = -235.17
Donc, tu peux acheter -8.62 avec un stoploss a 26.3538
Avec un position size USD de -235.17$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -8.62 x -0.9282 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -8.62 x -2.3204 = 20
Si Take Profit atteint, tu gagneras 20$
Résumé
- Taille de position -8.62
- Taille de position USD -235.17
- Perte potentielle 8
- Gain potentiel 20
- Risk-Reward Ratio 2.4999
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 8.51 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.4 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -3.40 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.8597 % | 113.45 % | 64 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 27.282 | 26.3538 | 29.6024 | 2.5 | 27.859 |
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 27.282
- Stop Loss: 26.3538
- Take Profit: 29.6024
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 26.3538 - 27.282 = -0.9282
-
Récompense (distance jusqu'au take profit):
E - TP = 27.282 - 29.6024 = -2.3204
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -2.3204 / -0.9282 = 2.4999
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BosPullback (★
4h)
Initial Risk: -3.402%
(0.9282)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.997% | 0.3R | 0.0× | 12 |
| 2h | +0.106% | 0.0R | -0.997% | 0.3R | 0.1× | 24 |
| 4h ★ | +0.609% | 0.2R | -2.016% | 0.6R | 0.3× | 48 |
| 8h | +0.609% | 0.2R | -2.122% | 0.6R | 0.3× | 96 |
| 12h | +0.609% | 0.2R | -2.793% | 0.8R | 0.2× | 144 |
| 24h | +3.933% | 1.2R | -2.793% | 0.8R | 1.4× | 288 |
⏱ MFE in 981 min
MAE in 576 min
✗ Adverse move came first
computed 2 days ago
Commentaires
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