Long Trade on BTC (BalanceBreakoutRegime)
With 0.0079 BTC at 84242$ per unit. Take profit: 86777.2607 (3.01 %) & Stop Loss: 83227.8957 (1.2 %)
30 Sep 2026 at 08:35:13
hyperliquid
BTC
LONG
BalanceBreakoutRegime
hyperliquid
30 Sep 2026 08:35
→ 20:35
· 11 hours
Position
Entry 84242$
Qty 0.007889 BTC
Size 664.5628$ (margin 100$) (leverage 7)
Risk Setup
TP 86777.2607 (+3.01%)
TP $ 20$
SL 83227.8957 (-1.2%)
SL $ 8$
RR 2.5
Status
loss
PnL
-0.88%
/ -5.83$
MAE -1.07%
MFE +1.67%
1.4R
expires
30 Sep 20:35
Exit
time_expired
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 167199)
#34 / 81
OUT
seuil : top 15
score du 30/09/2026 08:00
score du 30/09/2026 08:00
Avg Rank 8h: 0.5144
Quality Score
0.501
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)
2.07B $
volume USDT au moment du signal
30/09 08:30
30/09 08:30
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#34 / 81
OUT
seuil : top 15
Signal Confidence
100 %
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
1.20 %
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
#34 / 81
OUT
seuil : top 15
Signal Confidence
100 %
OK
seuil : ≥ 40%
Combined Regime Score
+7
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.20 %
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 | -0.05×ATR |
| 4h | clear | 1.02×ATR |
| 1d | clear | 5.90×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | early | 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) 28/09 20:00 Operational (4H) : bull_high (+2) 30/09 04:00 Tactical (1H) : range_medium (0) 30/09 07:00 Score : +5 / ±6 |
Regime v2
BTC Regime (snapshot) 4459
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
65.5%
Impulse :
-0.01
Participation :
mixed_dispersion
Leadership :
mixed
% Positive (universe)
| 15m | 60.0% |
| 1h | 27.3% |
| 4h | 74.6% |
| 24h | 34.6% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 29.1% | +0.07% |
| 4h | 47.3% | +0.88% |
| 24h | 41.8% | -1.08% |
Dispersion :
0.147
Universe :
55
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
30/09 08:31
· 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
29/09/2026 20:00
Score brut
0.6071
Score SMA
0.6283
Rank
#34
/ 83
Rank Norm SMA 8h
0.5976
Rank Norm SMA
0.5500
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6689 | r1h: 0.000% · r4h: 0.000% · r1d: 0.20% · r3d: -0.94% · ema21_slope: 0.5316% · dist_ema21: 2.430% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.2681 | rvol_20: 0.78× · zscore_50: -0.395 · trend: -12.95% |
| Qualité Tendance | 15% | 0.8520 | ADX: 42.2 (trend) · Chop: 36.9 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.695% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 08:00
Score brut
0.5005
Score SMA
0.5159
Rank
#34
/ 81
Rank Norm SMA 8h
0.5144
Rank Norm SMA
0.4520
Calculé le
30/09/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5100 | r1h: 0.006% · r4h: 0.745% · r1d: -0.51% · r3d: -1.18% · ema21_slope: -0.0101% · dist_ema21: 0.483% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.3044 | rvol_20: 0.96× · zscore_50: -0.441 · trend: -4.59% |
| Qualité Tendance | 15% | 0.4106 | ADX: 14.0 (weak) · Chop: 63.7 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 0.471% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 08:00
Score brut
0.4809
Score SMA
0.5168
Rank
#44
/ 81
Rank Norm SMA 8h
0.4657
Rank Norm SMA
0.3773
Calculé le
30/09/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5207 | r1h: 0.000% · r4h: 0.745% · r1d: -0.51% · r3d: -1.18% · ema21_slope: -0.0352% · dist_ema21: 0.227% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.2972 | rvol_20: 0.99× · zscore_50: -0.263 · trend: -22.79% |
| Qualité Tendance | 15% | 0.3403 | ADX: 9.5 (weak) · Chop: 67.7 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 0.998% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -1.204%
(1,014.1043)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.665% | 1.4R | -0.084% | 0.1R | 19.8× | 12 |
| 2h | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 24 |
| 4h | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 48 |
| 8h | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 96 |
| 12h ★ | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 143 |
| 24h | +1.665% | 1.4R | -1.316% | 1.1R | 1.3× | 288 |
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 2.42
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 | normal | bull_high |
61%
|
noisy_chop 38% | early | — | — | — | — | — | — | 28/09 20:00 |
| 4h | ↔ neutral | range | range | moderate | grind | expansion | bull_high |
57%
|
noisy_chop 36% | early | near 0.3ATR | — | — | — | — | — | 30/09 04:00 |
| 1h | ↑ up | range | range | moderate | grind | compression | range_medium |
39%
|
noisy_chop 36% | early | — | near -0.1ATR | — | — | — | — | 30/09 07:00 |
| 15m | ↔ neutral | range | range | moderate | balanced | normal | range_low |
39%
|
noisy_chop 45% | late | — | — | — | — | — | — | 30/09 08:15 |
| 5m | ↑ up | transition | bullish_transition | moderate | fading | volatile_reversal | bull_low_confirmed |
31%
|
noisy_chop 47% | late | — | — | — | — | — | — | 30/09 08:30 |
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
177409 |
↑ up | bull_high |
61%
|
early 14b 0.9ATR | noisy_chop 38% | 0.605 |
— — |
0.78 | above_value | -1.13 ATR | — | #97227 |
28/09 20:00
upd 29/09 20:15
|
|
4h
182486 |
↔ neutral | bull_high |
57%
|
early 11b 0.0ATR | noisy_chop 36% | 0.635 |
near 0.3ATR — |
0.84 | above_value | -0.52 ATR | — | #99286 |
30/09 04:00
upd 30/09 08:05
|
|
1h
anchor
182485 |
↑ up | range_medium |
39%
|
early 4b 0.8ATR | noisy_chop 36% | 0.559 |
— near -0.1ATR |
0.66 | above_value | -0.52 ATR | — | #99286 |
30/09 07:00
upd 30/09 08:05
|
|
15m
182736 |
↔ neutral | range_low |
39%
|
late 14b 1.5ATR | noisy_chop 45% | 0.524 |
— — |
0.94 | above_value | -0.52 ATR | — | #99450 |
30/09 08:15
upd 30/09 08:30
|
|
5m
182809 |
↑ up | bull_low_confirmed |
31%
|
late 3b 4.5ATR | noisy_chop 47% | 0.462 |
— — |
9.90 | above_value | -0.52 ATR | — | #99450 |
30/09 08:30
upd 30/09 08:35
|
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 | 14b | — | 3.869×ATR | p40 | +0.851×ATR | p47 |
| 4h | ↑ up | early | 11b | — | 1.393×ATR | p0 | +0.046×ATR | p2 |
| 1h | ↑ up | early | 4b | — | 2.108×ATR | p29 | +0.791×ATR | p45 |
| 15m | ↑ up | late | 14b | — | 5.063×ATR | p97 | +1.477×ATR | p75 |
| 5m | ↑ up | late | 3b | — | 5.242×ATR | p91 | +4.46×ATR | p100 |
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: 1
- reason: up_bo width=2.56×ATR dur=52b phase=fresh|ob:bid_pressure(+0.07)|ob:obi_moderate(+0.05)
- stop_price: 83227.8957111
- tp_price: 86777.26072225
- atr:
- score: 0.90770249837573
- expires_at: 2026-10-01T00:35:05.058507
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.90770249837573
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.4816
- obi_top10 : 0.4816
- micro_price : 84494.79876658
- spread_pct : 0.000118
- mid_price : 84494.75
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price :
- ask_wall_size :
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.3199
- obi_top5_std : 0.1287
- pressure_side : bid
- collection_mode : ws_rolling
- collection_ms : 7484
- aggregation_tick : 100
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
83808
- balance_zone_bottom:
82732
- balance_zone_mid:
83270
- balance_zone_start_time:
1790586000
- balance_zone_end_time:
1790769600
- balance_zone_width_atr:
2.5556
- balance_zone_duration_bars:
52
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.9077
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: up
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790762400
- balance_zone_breakout_price:
83808
- strategy_details
- balance_metrics_inside_close_ratio:
0.7308
- balance_metrics_bars_since_breakout:
2
- balance_metrics_distance_to_edge_atr:
1.0308
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
8
- balance_metrics_touch_lower:
5
- regime : bull_high
- atr_entry : 421.04288902 ¸
Signal Details
duration_bars
52
inside_close_ratio
0.7308
bars_since_breakout
2
distance_to_edge_atr
1.0308
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 08:35 | 84242.00000000 | 0% |
| 2 | 08:46 | 84242.00000000 | 0% |
| 3 | 08:56 | 84242.00000000 | 0% |
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
↑ bid
ws_rolling
5 snapshots
7484ms
Confidence avant OB :
91%
→
100%
Order Book Imbalance
OBI Top 5
0.482
avg 0.320
± 0.129
OBI Top 10
0.482
Microstructure
Mid Price
84,494.7500
Micro Price
84,494.7988
Spread
0.0001%
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 84242 | 83227.8957 | 86777.2607 | 2.5 | 83070 |
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 84242
- Stop Loss: 83227.8957
- Take Profit: 86777.2607
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 83227.8957 - 84242 = -1014.1043
-
Récompense (distance jusqu'au take profit):
E - TP = 84242 - 86777.2607 = -2535.2607
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -2535.2607 / -1014.1043 = 2.5
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 664.5628 | 100 | 0.007889 | 7.00 |
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 -1014.1043
Taille de position = 8 / -1014.1043 = -0.01
Taille de position USD = -0.01 x 84242 = -842.42
Donc, tu peux acheter -0.01 avec un stoploss a 83227.8957
Avec un position size USD de -842.42$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -0.01 x -1014.1043 = 10.14
Si Stop Loss atteint, tu perdras 10.14$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -0.01 x -2535.2607 = 25.35
Si Take Profit atteint, tu gagneras 25.35$
Résumé
- Taille de position -0.01
- Taille de position USD -842.42
- Perte potentielle 10.14
- Gain potentiel 25.35
- Risk-Reward Ratio 2.5
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 3.01 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.2 % | 8 $ |
| PNL | PNL % |
|---|---|
| -5.83 $ | -0.88 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.0684 % | 88.75 % | 13 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 84242 | 83227.8957 | 86777.2607 | 2.5 | 83070 |
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 84242
- Stop Loss: 83227.8957
- Take Profit: 86777.2607
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 83227.8957 - 84242 = -1014.1043
-
Récompense (distance jusqu'au take profit):
E - TP = 84242 - 86777.2607 = -2535.2607
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -2535.2607 / -1014.1043 = 2.5
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -1.204%
(1,014.1043)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.665% | 1.4R | -0.084% | 0.1R | 19.8× | 12 |
| 2h | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 24 |
| 4h | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 48 |
| 8h | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 96 |
| 12h ★ | +1.665% | 1.4R | -1.068% | 0.9R | 1.6× | 143 |
| 24h | +1.665% | 1.4R | -1.316% | 1.1R | 1.3× | 288 |
computed 1 week ago
Commentaires
Aucun commentaire.