Long Trade on NIL (BalanceBreakoutRegime)
With 902.24 NIL at 0.0931$ per unit. Take profit: 0.1153 (23.85 %) & Stop Loss: 0.08424 (9.52 %)
30 Sep 2026 at 09:41:00
hyperliquid
NIL
LONG
BalanceBreakoutRegime
hyperliquid
30 Sep 2026 09:41
→ 16:20
· 6 hours
Position
Entry 0.0931$
Qty 902.238 NIL
Size 84.002$ (leverage 1)
Risk Setup
TP 0.1153 (+23.85%)
TP $ 20.03$
SL 0.08424 (-9.52%)
SL $ 7.99$
RR 2.51
Status
loss
PnL
-9.52%
/ -7.99$
MAE -10.85%
MFE +3.08%
0.3R
expires
30 Sep 21:40
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 167419)
#2 / 79
OK
seuil : top 15
score du 30/09/2026 09:00
score du 30/09/2026 09:00
Avg Rank 8h: 0.8522
Quality Score
0.732
score brut du coin
Signal Confidence
81 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
4.4M $
volume USDT au moment du signal
30/09 09:31
30/09 09:31
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#2 / 79
OK
seuil : top 15
Signal Confidence
81 %
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
9.52 %
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
#2 / 79
OK
seuil : top 15
Signal Confidence
81 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
9.52 %
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 | 2.78×ATR |
| 4h | clear | 3.48×ATR |
| 1d | clear | 3.17×ATR |
Move Maturity — move up late = adverse (LONG)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | 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 (+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) 4463
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | range | 0.25 | 0 |
| Micro | bull | mature | 0.90 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
83.6%
Impulse :
+0.00
Participation :
broad_risk_on
Leadership :
alts
% Positive (universe)
| 15m | 34.6% |
| 1h | 69.1% |
| 4h | 94.6% |
| 24h | 65.5% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 32.7% | -0.04% |
| 4h | 58.2% | +2.40% |
| 24h | 43.6% | +1.00% |
Dispersion :
0.175
Universe :
55
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
30/09 09:31
· 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
0.5133
Score SMA
0.6642
Rank
#61
/ 83
Rank Norm SMA 8h
0.2683
Rank Norm SMA
0.6124
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6294 | r1h: 0.000% · r4h: 0.000% · r1d: -11.15% · r3d: -24.37% · ema21_slope: 6.7344% · dist_ema21: 3.670% |
| Force Relative | 25% | 0.3646 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -11.34% · rs_3d: -23.43% · beta_24h: 0.670 |
| Volume | 20% | 0.4943 | rvol_20: 0.95× · zscore_50: 0.437 · trend: 95.24% |
| Qualité Tendance | 15% | 0.8964 | ADX: 47.6 (trend) · Chop: 7.8 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 19.534% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 09:00
Score brut
0.7324
Score SMA
0.4573
Rank
#2
/ 79
Rank Norm SMA 8h
0.8522
Rank Norm SMA
0.2580
Calculé le
30/09/2026 09:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6845 | r1h: -0.083% · r4h: 8.759% · r1d: 15.79% · r3d: -10.03% · ema21_slope: 0.4526% · dist_ema21: 12.365% |
| Force Relative | 25% | 0.5894 | rs_1h: -1.733% · rs_4h: 6.062% · rs_1d: 14.65% · rs_3d: -10.61% · beta_24h: 1.481 |
| Volume | 20% | 0.8547 | rvol_20: 3.30× · zscore_50: 1.519 · trend: 65.07% |
| Qualité Tendance | 15% | 0.7866 | ADX: 34.4 (trend) · Chop: 17.5 (trend) |
| Volatilité | 10% | 0.9072 | ATR%: 3.279% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 08:00
Score brut
0.4799
Score SMA
0.4874
Rank
#50
/ 81
Rank Norm SMA 8h
0.2308
Rank Norm SMA
0.3391
Calculé le
30/09/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5814 | r1h: 0.000% · r4h: 10.629% · r1d: 14.60% · r3d: -9.34% · ema21_slope: -0.9280% · dist_ema21: 7.560% |
| Force Relative | 25% | 0.6938 | rs_1h: 0.000% · rs_4h: 9.885% · rs_1d: 15.11% · rs_3d: -8.16% · beta_24h: 6.090 |
| Volume | 20% | 0.2973 | rvol_20: 1.25× · zscore_50: -0.433 · trend: -45.25% |
| Qualité Tendance | 15% | 0.4835 | ADX: 24.5 (weak) · Chop: 65.5 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 7.786% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -9.517%
(0.0089)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +3.078% | 0.3R | -3.681% | 0.4R | 0.8× | 12 |
| 2h | +3.078% | 0.3R | -3.681% | 0.4R | 0.8× | 24 |
| 4h | +3.078% | 0.3R | -6.529% | 0.7R | 0.5× | 48 |
| 8h | +3.078% | 0.3R | -10.849% | 1.1R | 0.3× | 96 |
| 12h ★ | +3.078% | 0.3R | -10.849% | 1.1R | 0.3× | 144 |
| 24h | +3.078% | 0.3R | -10.849% | 1.1R | 0.3× | 288 |
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.91
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 | strong | explosive | volatile_reversal | bull_high |
64%
|
noisy_chop 46% | mid | — | — | 0.30 | bull_high | +12.90% | +1.00 | 28/09 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | grind | compression | bull_high |
57%
|
noisy_chop 43% | early | — | — | 0.13 | bull_high | +1.97% | -0.15 | 30/09 04:00 |
| 1h | ↔ neutral | range | range | moderate | grind | expansion_after_compression | bull_high_confirmed |
68%
|
ranging_calm 52% | late | — | — | 0.11 | bull_medium_confirmed | +1.82% | +0.92 | 30/09 08:00 |
| 15m | ↑ up | early_expansion | bullish_transition | moderate | explosive | expansion_after_compression | bull_high |
69%
|
noisy_chop 44% | early | — | — | 0.26 | bull_low_confirmed | +1.86% | +0.39 | 30/09 09:15 |
| 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
177642 |
↑ up | bull_high |
64%
|
mid 5b 0.1ATR | noisy_chop 46% | 0.823 |
— — |
0.95 | below_value | -15.66 ATR | — | #97289 |
28/09 20:00
upd 29/09 20:28
|
|
4h
182630 |
↔ neutral | bull_high |
57%
|
early 5b 1.2ATR | noisy_chop 43% | 0.653 |
— — |
1.25 | below_value | -7.38 ATR | — | #99509 |
30/09 04:00
upd 30/09 08:19
|
|
1h
anchor
183029 |
↔ neutral | bull_high_confirmed |
68%
|
late 12b 3.3ATR | ranging_calm 52% | 0.533 |
— — |
3.30 | below_value | -6.18 ATR | — | #99752 |
30/09 08:00
upd 30/09 09:11
|
|
15m
183191 |
↑ up | bull_high |
69%
|
early 4b 0.3ATR | noisy_chop 44% | 0.810 |
— — |
0.73 | below_value | -6.18 ATR | — | #99752 |
30/09 09:15
upd 30/09 09:32
|
|
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 | mid | 5b | — | 4.669×ATR | p62 | +0.141×ATR | p11 |
| 4h | ↑ up | early | 5b | — | 2.594×ATR | p12 | +1.161×ATR | p56 |
| 1h | ↑ up | late | 12b | — | 5.987×ATR | p92 | +3.349×ATR | p94 |
| 15m | ↑ up | early | 4b | — | 0×ATR | p0 | +0.283×ATR | p14 |
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: 0.8137
- reason: up_bo width=2.83×ATR dur=50b phase=fresh
- stop_price: 0.08423716
- tp_price: 0.1152711
- atr:
- score: 0.81371469300567
- expires_at: 2026-10-01T01:40:53.218893
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.81371469300567
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.0184
- obi_top10 : -0.3316
- micro_price : 0.09343606
- spread_pct : 0.09638
- mid_price : 0.093425
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price : 0.0942
- ask_wall_size : 302418
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : -0.0104
- obi_top5_std : 0.023
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6919
- aggregation_tick : 0.0001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.089118
- balance_zone_bottom:
0.08
- balance_zone_mid:
0.084559
- balance_zone_start_time:
1790596800
- balance_zone_end_time:
1790773200
- balance_zone_width_atr:
2.8331
- balance_zone_duration_bars:
50
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8137
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: up
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790766000
- balance_zone_breakout_price:
0.089118
- strategy_details
- balance_metrics_inside_close_ratio:
0.78
- balance_metrics_bars_since_breakout:
2
- balance_metrics_distance_to_edge_atr:
1.2385
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
8
- balance_metrics_touch_lower:
9
- regime : bull_high
- atr_entry : 0.00321841 ¸
Signal Details
duration_bars
50
inside_close_ratio
0.78
bars_since_breakout
2
distance_to_edge_atr
1.2385
Signaux confirmants (8)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 09:41 | 0.09310400 | +0.004% |
| 2 | 09:52 | 0.09310400 | +0.004% |
| 3 | 10:04 | 0.09310400 | +0.004% |
| 4 | 10:42 | 0.09275300 | -0.373% |
| 5 | 10:53 | 0.09275300 | -0.373% |
| 6 | 11:04 | 0.09275300 | -0.373% |
| 7 | 11:15 | 0.09204900 | -1.129% |
| 8 | 11:26 | 0.09204900 | -1.129% |
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
6919ms
Confidence avant OB :
81%
→
81%
Order Book Imbalance
OBI Top 5
0.018
avg -0.010
± 0.023
OBI Top 10
-0.332
Microstructure
Mid Price
0.0934
Micro Price
0.0934
Spread
0.0964%
↓ Ask Wall (Resistance)
Price
0.0942
Size
302,418.00
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.0931 | 0.08424 | 0.1153 | 2.51 | 0.0944 |
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 0.0931
- Stop Loss: 0.08424
- Take Profit: 0.1153
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.08424 - 0.0931 = -0.00886
-
Récompense (distance jusqu'au take profit):
E - TP = 0.0931 - 0.1153 = -0.0222
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0222 / -0.00886 = 2.5056
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 84.002 | 84.002 | 902.238 | 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 -0.00886
Taille de position = 8 / -0.00886 = -902.93
Taille de position USD = -902.93 x 0.0931 = -84.06
Donc, tu peux acheter -902.93 avec un stoploss a 0.08424
Avec un position size USD de -84.06$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -902.93 x -0.00886 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -902.93 x -0.0222 = 20.05
Si Take Profit atteint, tu gagneras 20.05$
Résumé
- Taille de position -902.93
- Taille de position USD -84.06
- Perte potentielle 8
- Gain potentiel 20.05
- Risk-Reward Ratio 2.5056
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 23.85 % | 20.03 $ |
| SL % Target | SL $ Target |
|---|---|
| 9.52 % | 7.99 $ |
| PNL | PNL % |
|---|---|
| -7.99 $ | -9.52 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -10.8485 % | 114 % | 11 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.0931 | 0.08424 | 0.1153 | 2.51 | 0.0944 |
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 0.0931
- Stop Loss: 0.08424
- Take Profit: 0.1153
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.08424 - 0.0931 = -0.00886
-
Récompense (distance jusqu'au take profit):
E - TP = 0.0931 - 0.1153 = -0.0222
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0222 / -0.00886 = 2.5056
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -9.517%
(0.0089)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +3.078% | 0.3R | -3.681% | 0.4R | 0.8× | 12 |
| 2h | +3.078% | 0.3R | -3.681% | 0.4R | 0.8× | 24 |
| 4h | +3.078% | 0.3R | -6.529% | 0.7R | 0.5× | 48 |
| 8h | +3.078% | 0.3R | -10.849% | 1.1R | 0.3× | 96 |
| 12h ★ | +3.078% | 0.3R | -10.849% | 1.1R | 0.3× | 144 |
| 24h | +3.078% | 0.3R | -10.849% | 1.1R | 0.3× | 288 |
computed 1 week ago
Commentaires
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