Long Trade on SOL (BalanceBreakoutRegime)
With 2.49 SOL at 122.02$ per unit. Take profit: 130.0417 (6.57 %) & Stop Loss: 118.8113 (2.63 %)
30 Sep 2026 at 09:43:37
hyperliquid
SOL
LONG
BalanceBreakoutRegime
hyperliquid
30 Sep 2026 09:43
→ 10:20
· 36 minutes
Position
Entry 122.02$
Qty 2.4932 SOL
Size 304.2253$ (margin 100$) (leverage 3)
Risk Setup
TP 130.0417 (+6.57%)
TP $ 20$
SL 118.8113 (-2.63%)
SL $ 8$
RR 2.5
Status
loss
PnL
-2.63%
/ -8$
MAE -4.11%
MFE +0.00%
0.0R
expires
30 Sep 21:43
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 167363)
#10 / 79
OK
seuil : top 15
score du 30/09/2026 09:00
score du 30/09/2026 09:00
Avg Rank 8h: 0.5861
Quality Score
0.688
score brut du coin
Signal Confidence
88 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
240.0M $
volume USDT au moment du signal
30/09 09:30
30/09 09:30
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#10 / 79
OK
seuil : top 15
Signal Confidence
88 %
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
2.63 %
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
#10 / 79
OK
seuil : top 15
Signal Confidence
88 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.63 %
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 | -0.82×ATR |
| 4h | clear | 2.11×ATR |
| 1d | clear | 3.53×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 | ↑ 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 (+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
0.5955
Score SMA
0.6369
Rank
#41
/ 83
Rank Norm SMA 8h
0.5122
Rank Norm SMA
0.5591
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7369 | r1h: 0.000% · r4h: 0.000% · r1d: 0.18% · r3d: -1.91% · ema21_slope: 1.0454% · dist_ema21: 6.081% |
| Force Relative | 25% | 0.5519 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -0.02% · rs_3d: -0.97% · beta_24h: 1.451 |
| Volume | 20% | 0.2727 | rvol_20: 0.73× · zscore_50: -0.447 · trend: -0.43% |
| Qualité Tendance | 15% | 0.8709 | ADX: 44.5 (trend) · Chop: 35.2 (trend) |
| Volatilité | 10% | 0.5128 | ATR%: 4.462% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 09:00
Score brut
0.6877
Score SMA
0.5406
Rank
#10
/ 79
Rank Norm SMA 8h
0.5861
Rank Norm SMA
0.5337
Calculé le
30/09/2026 09:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6284 | r1h: 2.026% · r4h: 3.131% · r1d: 0.84% · r3d: -1.18% · ema21_slope: 0.0188% · dist_ema21: 2.176% |
| Force Relative | 25% | 0.5063 | rs_1h: 0.376% · rs_4h: 0.434% · rs_1d: -0.30% · rs_3d: -1.77% · beta_24h: 1.408 |
| Volume | 20% | 0.9392 | rvol_20: 4.04× · zscore_50: 2.581 · trend: 75.37% |
| Qualité Tendance | 15% | 0.5653 | ADX: 12.6 (weak) · Chop: 43.1 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 0.957% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 08:00
Score brut
0.5147
Score SMA
0.5741
Rank
#31
/ 81
Rank Norm SMA 8h
0.5039
Rank Norm SMA
0.5667
Calculé le
30/09/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5388 | r1h: 0.000% · r4h: 0.887% · r1d: -0.57% · r3d: -3.60% · ema21_slope: -0.0587% · dist_ema21: 0.130% |
| Force Relative | 25% | 0.5078 | rs_1h: 0.000% · rs_4h: 0.142% · rs_1d: -0.06% · rs_3d: -2.42% · beta_24h: 1.447 |
| Volume | 20% | 0.3463 | rvol_20: 1.20× · zscore_50: -0.001 · trend: -24.44% |
| Qualité Tendance | 15% | 0.3788 | ADX: 14.8 (weak) · Chop: 68.5 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 1.862% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.630%
(3.2087)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.975% | 1.1R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -3.319% | 1.3R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -3.319% | 1.3R | 0.0× | 48 |
| 8h | +0.000% | 0.0R | -4.114% | 1.6R | 0.0× | 96 |
| 12h ★ | +0.000% | 0.0R | -4.114% | 1.6R | 0.0× | 144 |
| 24h | +0.000% | 0.0R | -4.376% | 1.7R | 0.0× | 288 |
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0
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 |
65%
|
noisy_chop 42% | mid | — | — | 0.88 | bull_high | +12.90% | +0.73 | 28/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | grind | normal | bull_high |
62%
|
noisy_chop 36% | early | — | — | 0.80 | bull_high | +1.97% | -0.04 | 30/09 04:00 |
| 1h | ↑ up | range | range | moderate | fading | normal | bull_high_confirmed |
58%
|
noisy_chop 37% | late | — | near -0.8ATR | 0.82 | bull_medium_confirmed | +1.82% | +0.06 | 30/09 08:00 |
| 15m | ↔ neutral | transition | bearish_transition | strong | fading | volatile_reversal | bull_medium_confirmed |
48%
|
choppy 53% | late | — | — | 0.90 | bull_low_confirmed | +1.86% | +0.10 | 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
177417 |
↑ up | bull_high |
65%
|
mid 14b 1.2ATR | noisy_chop 42% | 0.587 |
— — |
0.73 | value | -1.80 ATR | — | #97229 |
28/09 20:00
upd 29/09 20:16
|
|
4h
182493 |
↑ up | bull_high |
62%
|
early 8b 0.1ATR | noisy_chop 36% | 0.705 |
— — |
1.20 | above_value | -1.58 ATR | — | #99452 |
30/09 04:00
upd 30/09 08:12
|
|
1h
anchor
182972 |
↑ up | bull_high_confirmed |
58%
|
late 4b 2.4ATR | noisy_chop 37% | 0.434 |
— near -0.8ATR |
4.04 | value | +0.71 ATR | — | #99696 |
30/09 08:00
upd 30/09 09:09
|
|
15m
183137 |
↔ neutral | bull_medium_confirmed |
48%
|
late 19b 3.1ATR | choppy 53% | 0.345 |
— — |
0.93 | value | +0.71 ATR | — | #99696 |
30/09 09:15
upd 30/09 09:30
|
|
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 | 14b | — | 4.388×ATR | p63 | +1.207×ATR | p69 |
| 4h | ↑ up | early | 8b | — | 1.416×ATR | p0 | +0.07×ATR | p5 |
| 1h | ↑ up | late | 4b | — | 3.517×ATR | p80 | +2.369×ATR | p91 |
| 15m | ↑ up | late | 19b | — | 6.695×ATR | p97 | +3.119×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: 0.8781
- reason: up_bo width=2.53×ATR dur=53b phase=fresh
- stop_price: 118.81132527
- tp_price: 130.04168682
- atr:
- score: 0.87814746560347
- expires_at: 2026-10-01T01:43:30.199630
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.87814746560347
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : -0.0638
- obi_top10 : -0.0638
- micro_price : 120.91328406
- spread_pct : 0.000827
- mid_price : 120.9135
- 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 : 0.082
- obi_top5_std : 0.1066
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6874
- aggregation_tick : 1
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
120.4
- balance_zone_bottom:
117.455
- balance_zone_mid:
118.9275
- balance_zone_start_time:
1790586000
- balance_zone_end_time:
1790773200
- balance_zone_width_atr:
2.535
- balance_zone_duration_bars:
53
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8781
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: up
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790769600
- balance_zone_breakout_price:
120.4
- strategy_details
- balance_metrics_inside_close_ratio:
0.8868
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
1.3945
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
6
- balance_metrics_touch_lower:
9
- regime : bull_high
- atr_entry : 1.1617473 ¸
Signal Details
duration_bars
53
inside_close_ratio
0.8868
bars_since_breakout
1
distance_to_edge_atr
1.3945
Signaux confirmants (4)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 09:43 | 122.02000000 | 0% |
| 2 | 09:54 | 122.02000000 | 0% |
| 3 | 10:08 | 121.08000000 | -0.77% |
| 4 | 10:21 | 121.08000000 | -0.77% |
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
6874ms
Confidence avant OB :
88%
→
88%
Order Book Imbalance
OBI Top 5
-0.064
avg 0.082
± 0.107
OBI Top 10
-0.064
Microstructure
Mid Price
120.9135
Micro Price
120.9133
Spread
0.0008%
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 122.02 | 118.8113 | 130.0417 | 2.5 | 112 |
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 122.02
- Stop Loss: 118.8113
- Take Profit: 130.0417
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 118.8113 - 122.02 = -3.2087
-
Récompense (distance jusqu'au take profit):
E - TP = 122.02 - 130.0417 = -8.0217
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -8.0217 / -3.2087 = 2.5
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 304.2253 | 100 | 2.4932 | 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 -3.2087
Taille de position = 8 / -3.2087 = -2.49
Taille de position USD = -2.49 x 122.02 = -303.83
Donc, tu peux acheter -2.49 avec un stoploss a 118.8113
Avec un position size USD de -303.83$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -2.49 x -3.2087 = 7.99
Si Stop Loss atteint, tu perdras 7.99$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -2.49 x -8.0217 = 19.97
Si Take Profit atteint, tu gagneras 19.97$
Résumé
- Taille de position -2.49
- Taille de position USD -303.83
- Perte potentielle 7.99
- Gain potentiel 19.97
- Risk-Reward Ratio 2.5
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 6.57 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.63 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -2.63 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.8356 % | 107.83 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 122.02 | 118.8113 | 130.0417 | 2.5 | 112 |
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 122.02
- Stop Loss: 118.8113
- Take Profit: 130.0417
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 118.8113 - 122.02 = -3.2087
-
Récompense (distance jusqu'au take profit):
E - TP = 122.02 - 130.0417 = -8.0217
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -8.0217 / -3.2087 = 2.5
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 130.0417
[entry_price] => 122.02
[stop_loss] => 118.49043
[rr_ratio] => 2.27
[sl_change_percentage] => 1.1
[closed_at] => 2026-09-30 14:30:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 130.0417
[entry_price] => 122.02
[stop_loss] => 118.16956
[rr_ratio] => 2.08
[sl_change_percentage] => 1.2
[closed_at] => 2026-09-30 15:25:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 130.0417
[entry_price] => 122.02
[stop_loss] => 117.84869
[rr_ratio] => 1.92
[sl_change_percentage] => 1.3
[closed_at] => 2026-09-30 19:15:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.630%
(3.2087)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.975% | 1.1R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -3.319% | 1.3R | 0.0× | 24 |
| 4h | +0.000% | 0.0R | -3.319% | 1.3R | 0.0× | 48 |
| 8h | +0.000% | 0.0R | -4.114% | 1.6R | 0.0× | 96 |
| 12h ★ | +0.000% | 0.0R | -4.114% | 1.6R | 0.0× | 144 |
| 24h | +0.000% | 0.0R | -4.376% | 1.7R | 0.0× | 288 |
computed 1 week ago
Commentaires
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