Long Trade on AR (BalanceBreakoutRegime)
With 34.45 AR at 4.444$ per unit. Take profit: 5.0242 (13.06 %) & Stop Loss: 4.2115 (5.23 %)
Long Trade on AR (BalanceBreakoutRegime)
With 34.45 AR at 4.444$ per unit. Take profit: 5.0242 (13.06 %) & Stop Loss: 4.2115 (5.23 %)
Position
Entry 4.4437$
Qty 34.4545 AR
Size 153.1053$ (margin 100$) (leverage 2)
Risk Setup
TP 5.0242 (+13.06%)
TP $ 20$
SL 4.2115 (-5.23%)
SL $ 8$
RR 2.5
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.3415
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.3415
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 2.53×ATR |
| 4h | clear | 3.37×ATR |
| 1d | clear | 1.52×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↓ down | late | OK |
| 1d | ↓ down | early | OK |
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 29/09 20:00 Operational (4H) : bull_high (+2) 01/10 00:00 Tactical (1H) : bull_high (+1) 01/10 05:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
range
0.25 |
range
0 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
range
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 3.3% |
| 1h | 1.7% |
| 4h | 3.3% |
| 24h | 25.0% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 3.3% | -0.64% |
| 4h | 8.3% | -2.53% |
| 24h | 26.7% | -2.17% |
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.
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6494 | r1h: 0.000% · r4h: 0.000% · r1d: -2.64% · r3d: -12.75% · ema21_slope: 2.9697% · dist_ema21: 5.835% |
| Force Relative | 25% | 0.4701 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -2.63% · rs_3d: -11.77% · beta_24h: 2.348 |
| Volume | 20% | 0.4697 | rvol_20: 1.06× · zscore_50: 0.700 · trend: 50.36% |
| Qualité Tendance | 15% | 0.9056 | ADX: 48.7 (trend) · Chop: 28.8 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 11.210% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6270 | r1h: 6.541% · r4h: 10.063% · r1d: 6.83% · r3d: 6.35% · ema21_slope: -0.0226% · dist_ema21: 8.550% |
| Force Relative | 25% | 0.8747 | rs_1h: 6.291% · rs_4h: 10.697% · rs_1d: 6.64% · rs_3d: 5.00% · beta_24h: 2.060 |
| Volume | 20% | 0.3858 | rvol_20: 1.09× · zscore_50: 0.336 · trend: 2.02% |
| Qualité Tendance | 15% | 0.6500 | ADX: 18.0 (weak) · Chop: 27.6 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.196% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3952 | r1h: 0.000% · r4h: -1.066% · r1d: -3.02% · r3d: -3.53% · ema21_slope: -0.3565% · dist_ema21: -4.260% |
| Force Relative | 25% | 0.3813 | rs_1h: 0.000% · rs_4h: -0.654% · rs_1d: -3.18% · rs_3d: -4.09% · beta_24h: 2.909 |
| Volume | 20% | 0.2218 | rvol_20: 0.58× · zscore_50: -0.460 · trend: -20.05% |
| Qualité Tendance | 15% | 0.3353 | ADX: 11.1 (weak) · Chop: 70.0 (range) |
| Volatilité | 10% | 0.5801 | ATR%: 4.260% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.556% | 0.1R | -1.897% | 0.4R | 0.3× | 12 |
| 2h | +1.105% | 0.2R | -1.897% | 0.4R | 0.6× | 24 |
| 4h | +1.105% | 0.2R | -1.951% | 0.4R | 0.6× | 48 |
| 8h | +1.105% | 0.2R | -3.974% | 0.8R | 0.3× | 96 |
| 12h ★ | +1.105% | 0.2R | -5.804% | 1.1R | 0.2× | 144 |
| 24h | +1.105% | 0.2R | -5.804% | 1.1R | 0.2× | 288 |
| 36h | +1.105% | 0.2R | -7.480% | 1.4R | 0.2× | 432 |
| 48h | +5.916% | 1.1R | -7.480% | 1.4R | 0.8× | 576 |
| 72h | +7.570% | 1.5R | -7.480% | 1.4R | 1.0× | 864 |
computed 6 days ago
| 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 |
63%
|
noisy_chop 45% | early | — | — | 0.55 | bull_high | +12.59% | +1.00 | 29/09 20:00 |
| 4h | ↔ neutral | transition | bullish_transition | moderate | grind | compression | bull_high |
49%
|
noisy_chop 36% | late | near -3.1ATR | — | 0.33 | bull_high | +1.21% | -0.86 | 01/10 00:00 |
| 1h | ↔ neutral | range | range | strong | fading | volatile_reversal | bull_high |
53%
|
noisy_chop 44% | late | — | — | 0.21 | range_medium | -0.04% | +0.46 | 01/10 05:00 |
| 15m | ↑ up | transition | bullish_transition | strong | explosive | volatile_reversal | bull_high_confirmed |
59%
|
ranging_calm 55% | late | — | — | 0.51 | range_low | -0.10% | +0.71 | 01/10 06:00 |
| 5m | — | ||||||||||||||||
| TF | Direction | Phase | Structure | Strength | Momentum | Mom. score | Volatility | Regime | Tradability | PAQ | Move | Demand | Supply | RVOL | Vol %ile | Vol Trend | Vol Zone | POC ATR | LVN | VP ref | BTC Corr | BTC Regime | BTC OutPerf | RS / BTC | Évalué à / Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1d
#187671
|
↑ up | transition | bullish_transition | strong | explosive | 0.822 | volatile_reversal | bull_high |
63%
|
noisy_chop 45% | early 10b 0.4ATR | — | — | 1.06 | 94% | ↑ +0.83 | below_value | -5.80 | — | #101597 | 0.55 | bull_high | +12.59% | +1.00 |
29/09 20:00
upd 30/09 20:23
|
|
4h
#190901
|
↔ neutral | transition | bullish_transition | moderate | grind | 0.610 | compression | bull_high |
49%
|
noisy_chop 36% | late 21b -1.2ATR | near -3.1ATR | — | 0.58 | 69% | ↓ -0.40 | below_value | -6.95 | — | #102994 | 0.33 | bull_high | +1.21% | -0.86 |
01/10 00:00
upd 01/10 04:15
|
|
1h
anchor #191728
|
↔ neutral | range | range | strong | fading | 0.334 | volatile_reversal | bull_high |
53%
|
noisy_chop 44% | late 2b 4.1ATR | — | — | 1.09 | 86% | ↓ -0.27 | above_value | -0.48 | — | #103389 | 0.21 | range_medium | -0.04% | +0.46 |
01/10 05:00
upd 01/10 06:11
|
|
15m
#191808
|
↑ up | transition | bullish_transition | strong | explosive | 0.718 | volatile_reversal | bull_high_confirmed |
59%
|
ranging_calm 55% | late 1b 3.3ATR | — | — | 2.01 | 94% | ↑ +0.55 | above_value | -0.48 | — | #103389 | 0.51 | range_low | -0.10% | +0.71 |
01/10 06:00
upd 01/10 06:17
|
| 5m | Pas de snapshot | ||||||||||||||||||||||||
trade_context_snapshots — lit les colonnes SQL réelles
(donc évolue avec les futures features ajoutées à market_context_snapshots).
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | early | 10b | — | 2.541×ATR | p0 | +0.352×ATR | p24 |
| 4h | ↓ down | late | 21b | — | 6.015×ATR | p90 | -1.213×ATR | p58 |
| 1h | ↑ up | late | 2b | — | 4.859×ATR | p91 | +4.05×ATR | p100 |
| 15m | ↓ down | late | 1b | — | 1.688×ATR | p5 | +3.271×ATR | p97 |
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
Indicators:
4.3454
4.0979
4.22165
1790636400
1790848800
2.4407
60
0.8085
1790845200
4.3454
0.75
1
0.9694
0
13
11
Signal Details
Signaux confirmants (25)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 06:17 | 4.44370000 | 0% |
| 2 | 06:28 | 4.44370000 | 0% |
| 3 | 06:39 | 4.44690000 | +0.072% |
| 4 | 06:50 | 4.44690000 | +0.072% |
| 5 | 07:00 | 4.44690000 | +0.072% |
| 6 | 07:13 | 4.39380000 | -1.123% |
| 7 | 07:24 | 4.39380000 | -1.123% |
| 8 | 07:35 | 4.41430000 | -0.662% |
| 9 | 07:46 | 4.41430000 | -0.662% |
| 10 | 07:57 | 4.41430000 | -0.662% |
| 11 | 08:12 | 4.46550000 | +0.491% |
| 12 | 08:25 | 4.46550000 | +0.491% |
| 13 | 08:36 | 4.41540000 | -0.637% |
| 14 | 08:48 | 4.41540000 | -0.637% |
| 15 | 08:59 | 4.41540000 | -0.637% |
| 16 | 09:12 | 4.39990000 | -0.986% |
| 17 | 09:23 | 4.39990000 | -0.986% |
| 18 | 09:34 | 4.39990000 | -0.986% |
| 19 | 09:45 | 4.42470000 | -0.428% |
| 20 | 09:56 | 4.42470000 | -0.428% |
| 21 | 10:10 | 4.39610000 | -1.071% |
| 22 | 10:22 | 4.39610000 | -1.071% |
| 23 | 10:33 | 4.39610000 | -1.071% |
| 24 | 10:44 | 4.41180000 | -0.718% |
| 25 | 10:55 | 4.41180000 | -0.718% |
Market Structure Score: 0
No Market Structure V2 data for this trade.
No Trend Analyzer data for this trade.
Order Book Imbalance
Microstructure
↓ Ask Wall (Resistance)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 4.4437 | 4.2115 | 5.0242 | 2.5 | 3.5111 |
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:
Calcul:
Risque (distance jusqu'au stop loss) :
SL - E = 4.2115 - 4.4437 = -0.2322
Récompense (distance jusqu'au take profit):
E - TP = 4.4437 - 5.0242 = -0.5805
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.5805 / -0.2322 = 2.5
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 153.1053 | 100 | 34.4545 | 2.00 |
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
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:
Taille de position = 8 / -0.2322 = -34.45
Taille de position USD = -34.45 x 4.4437 = -153.09
Donc, tu peux acheter -34.45 avec un stoploss a 4.2115
Avec un position size USD de -153.09$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -34.45 x -0.2322 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -34.45 x -0.5805 = 20
Si Take Profit atteint, tu gagneras 20$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 13.06 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.23 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -5.23 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -5.2749 % | 100.95 % | 13 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 4.4437 | 4.2115 | 5.0242 | 2.5 | 3.5111 |
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:
Calcul:
Risque (distance jusqu'au stop loss) :
SL - E = 4.2115 - 4.4437 = -0.2322
Récompense (distance jusqu'au take profit):
E - TP = 4.4437 - 5.0242 = -0.5805
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.5805 / -0.2322 = 2.5
Array
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)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.556% | 0.1R | -1.897% | 0.4R | 0.3× | 12 |
| 2h | +1.105% | 0.2R | -1.897% | 0.4R | 0.6× | 24 |
| 4h | +1.105% | 0.2R | -1.951% | 0.4R | 0.6× | 48 |
| 8h | +1.105% | 0.2R | -3.974% | 0.8R | 0.3× | 96 |
| 12h ★ | +1.105% | 0.2R | -5.804% | 1.1R | 0.2× | 144 |
| 24h | +1.105% | 0.2R | -5.804% | 1.1R | 0.2× | 288 |
| 36h | +1.105% | 0.2R | -7.480% | 1.4R | 0.2× | 432 |
| 48h | +5.916% | 1.1R | -7.480% | 1.4R | 0.8× | 576 |
| 72h | +7.570% | 1.5R | -7.480% | 1.4R | 1.0× | 864 |
computed 6 days ago
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