Long Trade on TAO (BalanceBreakoutRegime)
With 0.79 TAO at 313.22$ per unit. Take profit: 338.6823 (8.13 %) & Stop Loss: 303.0351 (3.25 %)
30 Sep 2026 at 09:14:33
hyperliquid
TAO
LONG
BalanceBreakoutRegime
hyperliquid
30 Sep 2026 09:14
→ 10:20
· 1 hour
Position
Entry 313.22$
Qty 0.7855 TAO
Size 246.0263$ (margin 100$) (leverage 2)
Risk Setup
TP 338.6823 (+8.13%)
TP $ 20$
SL 303.0351 (-3.25%)
SL $ 8$
RR 2.5
Status
loss
PnL
-3.25%
/ -8$
MAE -5.04%
MFE +0.41%
0.1R
expires
30 Sep 21:14
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 167398)
#43 / 79
OUT
seuil : top 15
score du 30/09/2026 09:00
score du 30/09/2026 09:00
Avg Rank 8h: 0.2408
Quality Score
0.545
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)
34.6M $
volume USDT au moment du signal
30/09 09:01
30/09 09:01
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#43 / 79
OUT
seuil : top 15
Signal Confidence
84 %
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
3.25 %
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
#43 / 79
OUT
seuil : top 15
Signal Confidence
84 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
3.25 %
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 | 1.69×ATR |
| 4h | clear | 2.94×ATR |
| 1d | near | -0.21×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↓ down | 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) : bull_high_confirmed (+1) 30/09 08:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4461
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | range | 0.25 | 0 |
| Micro | bull | exhaustion | 0.90 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
88.5%
Impulse :
+0.00
Participation :
broad_risk_on
Leadership :
alts
% Positive (universe)
| 15m | 50.9% |
| 1h | 92.7% |
| 4h | 94.6% |
| 24h | 45.5% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 41.8% | +0.01% |
| 4h | 72.7% | +2.21% |
| 24h | 47.3% | -0.11% |
Dispersion :
0.198
Universe :
55
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
30/09 09:01
· 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
29/09/2026 20:00
Score brut
0.5444
Score SMA
0.6419
Rank
#54
/ 83
Rank Norm SMA 8h
0.3537
Rank Norm SMA
0.5737
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6827 | r1h: 0.000% · r4h: 0.000% · r1d: -2.54% · r3d: -6.54% · ema21_slope: 1.8309% · dist_ema21: 7.459% |
| Force Relative | 25% | 0.5099 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -2.73% · rs_3d: -5.61% · beta_24h: 2.359 |
| Volume | 20% | 0.4555 | rvol_20: 1.04× · zscore_50: 0.536 · trend: 50.49% |
| Qualité Tendance | 15% | 0.8065 | ADX: 36.8 (trend) · Chop: 29.2 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 7.677% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 09:00
Score brut
0.5450
Score SMA
0.5423
Rank
#43
/ 79
Rank Norm SMA 8h
0.2408
Rank Norm SMA
0.5135
Calculé le
30/09/2026 09:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5977 | r1h: 2.077% · r4h: 3.379% · r1d: -0.41% · r3d: -5.99% · ema21_slope: -0.0244% · dist_ema21: 2.447% |
| Force Relative | 25% | 0.4579 | rs_1h: 0.426% · rs_4h: 0.683% · rs_1d: -1.54% · rs_3d: -6.57% · beta_24h: 1.455 |
| Volume | 20% | 0.9801 | rvol_20: 5.02× · zscore_50: 3.582 · trend: 85.11% |
| Qualité Tendance | 15% | 0.4738 | ADX: 15.4 (weak) · Chop: 57.3 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.668% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 08:00
Score brut
0.4358
Score SMA
0.5713
Rank
#64
/ 81
Rank Norm SMA 8h
0.1865
Rank Norm SMA
0.5339
Calculé le
30/09/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5465 | r1h: 0.000% · r4h: 1.700% · r1d: -3.25% · r3d: -7.32% · ema21_slope: -0.1592% · dist_ema21: -0.456% |
| Force Relative | 25% | 0.4501 | rs_1h: 0.000% · rs_4h: 0.955% · rs_1d: -2.74% · rs_3d: -6.14% · beta_24h: 2.764 |
| Volume | 20% | 0.1334 | rvol_20: 0.46× · zscore_50: -1.152 · trend: -42.37% |
| Qualité Tendance | 15% | 0.3584 | ADX: 16.7 (weak) · Chop: 72.9 (range) |
| Volatilité | 10% | 0.7888 | ATR%: 3.634% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -3.252%
(10.1849)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.409% | 0.1R | -2.624% | 0.8R | 0.2× | 12 |
| 2h | +0.409% | 0.1R | -3.678% | 1.1R | 0.1× | 24 |
| 4h | +0.409% | 0.1R | -3.898% | 1.2R | 0.1× | 48 |
| 8h | +0.409% | 0.1R | -4.703% | 1.5R | 0.1× | 96 |
| 12h ★ | +0.409% | 0.1R | -5.038% | 1.6R | 0.1× | 144 |
| 24h | +0.409% | 0.1R | -5.038% | 1.6R | 0.1× | 288 |
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.18
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 | grind | expansion | bull_high |
68%
|
noisy_chop 44% | early | — | near -0.2ATR | 0.64 | bull_high | +12.90% | +0.76 | 28/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | grind | compression | bull_high |
57%
|
noisy_chop 41% | early | — | — | 0.53 | bull_high | +1.97% | -0.39 | 30/09 04:00 |
| 1h | ↔ neutral | transition | bullish_transition | moderate | grind | compression | bull_high_confirmed |
56%
|
noisy_chop 38% | mid | — | — | 0.53 | bull_medium_confirmed | +1.82% | -0.18 | 30/09 08:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | fading | expansion | bull_high_confirmed |
62%
|
noisy_chop 46% | late | — | — | 0.66 | bull_low_confirmed | +2.06% | +0.14 | 30/09 08:45 |
| 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
177571 |
↑ up | bull_high |
68%
|
early 13b 0.8ATR | noisy_chop 44% | 0.703 |
— near -0.2ATR |
1.04 | above_value | -0.75 ATR | — | #97267 |
28/09 20:00
upd 29/09 20:24
|
|
4h
182564 |
↑ up | bull_high |
57%
|
early 23b -0.1ATR | noisy_chop 41% | 0.684 |
— — |
0.46 | above_value | +0.29 ATR | — | #99487 |
30/09 04:00
upd 30/09 08:15
|
|
1h
anchor
183008 |
↔ neutral | bull_high_confirmed |
56%
|
mid 12b 1.6ATR | noisy_chop 38% | 0.670 |
— — |
5.02 | value | +1.50 ATR | — | #99731 |
30/09 08:00
upd 30/09 09:10
|
|
15m
182932 |
↑ up | bull_high_confirmed |
62%
|
late 6b 2.6ATR | noisy_chop 46% | 0.356 |
— — |
1.48 | above_value | +0.29 ATR | — | #99487 |
30/09 08:45
upd 30/09 09:02
|
|
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 | early | 13b | — | 3.776×ATR | p43 | +0.8×ATR | p41 |
| 4h | ↓ down | early | 23b | — | 3.162×ATR | p33 | -0.132×ATR | p5 |
| 1h | ↑ up | mid | 12b | — | 2.95×ATR | p75 | +1.622×ATR | p79 |
| 15m | ↑ up | late | 6b | — | 3.473×ATR | p74 | +2.639×ATR | p98 |
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: 0.841
- reason: up_bo width=2.51×ATR dur=53b phase=fresh
- stop_price: 303.03507258
- tp_price: 338.68231854
- atr:
- score: 0.84099432607942
- expires_at: 2026-10-01T01:14:25.229458
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.84099432607942
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : -0.076
- obi_top10 : 0.02
- micro_price : 312.95156085
- spread_pct : 0.035161
- mid_price : 312.905
- 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 : -0.1079
- obi_top5_std : 0.0224
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7024
- aggregation_tick : 1
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
309.81
- balance_zone_bottom:
297.26
- balance_zone_mid:
303.535
- balance_zone_start_time:
1790586000
- balance_zone_end_time:
1790773200
- balance_zone_width_atr:
2.5104
- balance_zone_duration_bars:
53
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.841
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: up
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790769600
- balance_zone_breakout_price:
309.81
- strategy_details
- balance_metrics_inside_close_ratio:
0.7925
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.6821
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
9
- balance_metrics_touch_lower:
7
- regime : bull_high
- atr_entry : 4.99927418 ¸
Signal Details
duration_bars
53
inside_close_ratio
0.7925
bars_since_breakout
1
distance_to_edge_atr
0.6821
Signaux confirmants (5)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 09:14 | 313.22000000 | 0% |
| 2 | 09:25 | 313.22000000 | 0% |
| 3 | 09:37 | 310.00000000 | -1.028% |
| 4 | 09:49 | 310.00000000 | -1.028% |
| 5 | 10:00 | 310.00000000 | -1.028% |
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
7024ms
Confidence avant OB :
84%
→
84%
Order Book Imbalance
OBI Top 5
-0.076
avg -0.108
± 0.022
OBI Top 10
0.020
Microstructure
Mid Price
312.9050
Micro Price
312.9516
Spread
0.0352%
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 313.22 | 303.0351 | 338.6823 | 2.5 | 281.85 |
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 313.22
- Stop Loss: 303.0351
- Take Profit: 338.6823
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 303.0351 - 313.22 = -10.1849
-
Récompense (distance jusqu'au take profit):
E - TP = 313.22 - 338.6823 = -25.4623
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -25.4623 / -10.1849 = 2.5
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 246.0263 | 100 | 0.7855 | 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 -10.1849
Taille de position = 8 / -10.1849 = -0.79
Taille de position USD = -0.79 x 313.22 = -247.44
Donc, tu peux acheter -0.79 avec un stoploss a 303.0351
Avec un position size USD de -247.44$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -0.79 x -10.1849 = 8.05
Si Stop Loss atteint, tu perdras 8.05$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -0.79 x -25.4623 = 20.12
Si Take Profit atteint, tu gagneras 20.12$
Résumé
- Taille de position -0.79
- Taille de position USD -247.44
- Perte potentielle 8.05
- Gain potentiel 20.12
- Risk-Reward Ratio 2.5
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 8.13 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.25 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -3.25 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.6779 % | 113.11 % | 4 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 313.22 | 303.0351 | 338.6823 | 2.5 | 281.85 |
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 313.22
- Stop Loss: 303.0351
- Take Profit: 338.6823
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 303.0351 - 313.22 = -10.1849
-
Récompense (distance jusqu'au take profit):
E - TP = 313.22 - 338.6823 = -25.4623
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -25.4623 / -10.1849 = 2.5
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 338.6823
[entry_price] => 313.22
[stop_loss] => 302.01661
[rr_ratio] => 2.27
[sl_change_percentage] => 1.1
[closed_at] => 2026-09-30 14:20:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 338.6823
[entry_price] => 313.22
[stop_loss] => 300.99812
[rr_ratio] => 2.08
[sl_change_percentage] => 1.2
[closed_at] => 2026-09-30 18:45:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -3.252%
(10.1849)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.409% | 0.1R | -2.624% | 0.8R | 0.2× | 12 |
| 2h | +0.409% | 0.1R | -3.678% | 1.1R | 0.1× | 24 |
| 4h | +0.409% | 0.1R | -3.898% | 1.2R | 0.1× | 48 |
| 8h | +0.409% | 0.1R | -4.703% | 1.5R | 0.1× | 96 |
| 12h ★ | +0.409% | 0.1R | -5.038% | 1.6R | 0.1× | 144 |
| 24h | +0.409% | 0.1R | -5.038% | 1.6R | 0.1× | 288 |
computed 1 week ago
Commentaires
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