Short Trade on ARB (BalanceBreakoutRegime)
With 1500.07 ARB at 0.199$ per unit. Take profit: 0.1862 (6.67 %) & Stop Loss: 0.2049 (2.71 %)
01 Oct 2026 at 11:14:22
hyperliquid
ARB
SHORT
BalanceBreakoutRegime
hyperliquid
01 Oct 2026 11:14
→ 23:10
· 11 hours
Position
Entry 0.1995$
Qty 1500.0741 ARB
Size 299.3398$ (margin 100$) (leverage 3)
Risk Setup
TP 0.1862 (+6.67%)
TP $ 19.95$
SL 0.2049 (-2.71%)
SL $ 8.1$
RR 2.46
Status
loss
PnL
-1.74%
/ -5.21$
MAE -2.24%
MFE +1.03%
0.4R
expires
01 Oct 23:14
Exit
time_expired
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 169904)
#57 / 77
OUT
seuil : top 15
score du 01/10/2026 11:00
score du 01/10/2026 11:00
Avg Rank 8h: 0.4407
Quality Score
0.463
score brut du coin
Quality Rank
#57 / 77
OUT
seuil : top 15
Signal Confidence
90 %
OK
seuil : ≥ 40%
BTC Regime Score
-2
−4 → +4 (macro BTC)
Coin Regime Score
-2
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
-4
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
2.71 %
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
#57 / 77
OUT
seuil : top 15
Signal Confidence
90 %
OK
seuil : ≥ 40%
Combined Regime Score
-4
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
2.71 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
1/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | clear | 1.24×ATR |
| 4h | near | -1.04×ATR |
| 1d | clear | 2.14×ATR |
Move Maturity — move down late = adverse (SHORT)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↓ down | early | OK |
| 1d | ↓ down | early | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
12.7M $
volume USDT au moment du signal
01/10 11:00
01/10 11:00
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (-3) 29/09 20:00 Operational (4H) : range_high (0) 01/10 04:00 Tactical (1H) : bear_high (+1) 01/10 10:00 Score : -2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) 4565
bull
developing
bull_consolidation
| Strategic |
bull
0.90 |
expansion
-2 |
| Operational |
range
0.25 |
range
0 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
range
|
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
-2
Market Breadth
Breadth Score
16.4%
Macro
btc_led_risk_on
Local 4h
unknown
Leadership
unknown
Legacy leadership :
btc
Breadth state
insufficient_history
Δ 15m
·—
Δ 1h
·—
Δ 4h
·—
Δ 12h
·—
Δ 24h
·—
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 37.3% |
| 1h | 27.1% |
| 4h | 18.6% |
| 24h | 35.6% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 30.5% | -0.06% |
| 4h | 13.6% | -0.68% |
| 24h | 30.5% | -1.06% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.134
Universe :
59
· ≥ $2.0M
Regime confidence :
0.75
Snapshot évalué :
01/10 11:01
· 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
30/09/2026 20:00
Score brut
0.4846
Score SMA
0.5682
Rank
#69
/ 76
Rank Norm SMA 8h
0.0933
Rank Norm SMA
0.2832
Calculé le
30/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6115 | r1h: 0.000% · r4h: 0.000% · r1d: -0.22% · r3d: -10.29% · ema21_slope: 2.2117% · dist_ema21: 4.952% |
| Force Relative | 25% | 0.5131 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -0.20% · rs_3d: -9.31% · beta_24h: 1.713 |
| Volume | 20% | 0.2205 | rvol_20: 0.38× · zscore_50: -0.457 · trend: -11.75% |
| Qualité Tendance | 15% | 0.8583 | ADX: 48.5 (trend) · Chop: 43.8 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 10.744% (optimal 0.3–3 %) |
1H
Calculé le
01/10/2026 11:00
Score brut
0.4626
Score SMA
0.4908
Rank
#57
/ 77
Rank Norm SMA 8h
0.4407
Rank Norm SMA
0.2903
Calculé le
01/10/2026 11:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4076 | r1h: -1.321% · r4h: -0.116% · r1d: -1.66% · r3d: -1.53% · ema21_slope: -0.0720% · dist_ema21: -1.670% |
| Force Relative | 25% | 0.3888 | rs_1h: -1.427% · rs_4h: -0.224% · rs_1d: -1.94% · rs_3d: -2.75% · beta_24h: 2.334 |
| Volume | 20% | 0.3315 | rvol_20: 1.07× · zscore_50: -0.025 · trend: -17.95% |
| Qualité Tendance | 15% | 0.5124 | ADX: 14.5 (weak) · Chop: 51.6 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.729% (optimal 0.3–3 %) |
4H
Calculé le
01/10/2026 08:00
Score brut
0.3824
Score SMA
0.4436
Rank
#68
/ 77
Rank Norm SMA 8h
0.1371
Rank Norm SMA
0.1345
Calculé le
01/10/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3958 | r1h: 0.000% · r4h: 0.436% · r1d: -1.74% · r3d: -3.73% · ema21_slope: -0.2785% · dist_ema21: -2.698% |
| Force Relative | 25% | 0.3938 | rs_1h: 0.000% · rs_4h: -0.150% · rs_1d: -1.74% · rs_3d: -4.70% · beta_24h: 3.098 |
| Volume | 20% | 0.2231 | rvol_20: 0.74× · zscore_50: -0.514 · trend: -35.57% |
| Qualité Tendance | 15% | 0.3623 | ADX: 13.9 (weak) · Chop: 69.5 (range) |
| Volatilité | 10% | 0.6622 | ATR%: 4.014% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.707%
(0.0054)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.426% | 0.2R | -1.273% | 0.5R | 0.3× | 12 |
| 2h | +1.033% | 0.4R | -1.273% | 0.5R | 0.8× | 24 |
| 4h | +1.033% | 0.4R | -1.589% | 0.6R | 0.7× | 48 |
| 8h | +1.033% | 0.4R | -1.589% | 0.6R | 0.7× | 96 |
| 12h ★ | +1.033% | 0.4R | -2.241% | 0.8R | 0.5× | 144 |
| 24h | +1.033% | 0.4R | -4.752% | 1.8R | 0.2× | 288 |
| 36h | +5.549% | 2.1R | -4.752% | 1.8R | 1.2× | 432 |
| 48h | +5.549% | 2.1R | -4.752% | 1.8R | 1.2× | 576 |
| 72h | +5.549% | 2.1R | -4.752% | 1.8R | 1.2× | 864 |
⏱ MFE in 1680 min
MAE in 815 min
✗ Adverse move came first
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 1.06
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 | early_expansion | bullish_transition | moderate | grind | expansion | bull_high |
69%
|
noisy_chop 37% | early | — | — | 0.58 | bull_high | +12.59% | +0.99 | 29/09 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | grind | compression | range_high |
36%
|
noisy_chop 35% | early | near -1.0ATR | — | 0.33 | bull_high | +1.77% | -0.62 | 01/10 04:00 |
| 1h | ↓ down | range | range | moderate | balanced | normal | bear_high |
59%
|
noisy_chop 35% | mid | — | — | 0.41 | range_medium | +0.28% | -0.24 | 01/10 10:00 |
| 15m | ↔ neutral | range | range | moderate | balanced | expansion | bear_high |
56%
|
noisy_chop 35% | mid | near -0.5ATR | — | 0.71 | range_low | +0.27% | -0.06 | 01/10 10:45 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| 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
#187524
|
↑ up | early_expansion | bullish_transition | moderate | grind | 0.623 | expansion | bull_high |
69%
|
noisy_chop 37% | early 7b 0.4ATR | — | — | 0.38 | 84% | ↔ +0.13 | below_value | -5.64 | — | #101563 | 0.58 | bull_high | +12.59% | +0.99 |
29/09 20:00
upd 30/09 20:17
|
|
4h
#192493
|
↓ down | transition | bearish_transition | moderate | grind | 0.480 | compression | range_high |
36%
|
noisy_chop 35% | early 11b -0.8ATR | near -1.0ATR | — | 0.74 | 33% | ↓ -0.60 | below_value | -6.66 | — | #103670 | 0.33 | bull_high | +1.77% | -0.62 |
01/10 04:00
upd 01/10 08:12
|
|
1h
anchor #193734
|
↓ down | range | range | moderate | balanced | 0.440 | normal | bear_high |
59%
|
noisy_chop 35% | mid 4b -1.0ATR | — | — | 1.07 | 44% | ↑ +0.40 | below_value | -7.16 | inside | #104218 | 0.41 | range_medium | +0.28% | -0.24 |
01/10 10:00
upd 01/10 11:09
|
|
15m
#193660
|
↔ neutral | range | range | moderate | balanced | 0.492 | expansion | bear_high |
56%
|
noisy_chop 35% | mid 4b -1.1ATR | near -0.5ATR | — | 0.29 | 33% | ↓ -0.28 | below_value | -6.54 | — | #104062 | 0.71 | range_low | +0.27% | -0.06 |
01/10 10:45
upd 01/10 11:00
|
| 5m | Pas de snapshot | ||||||||||||||||||||||||
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 | early | 7b | — | 2.428×ATR | p0 | +0.361×ATR | p15 |
| 4h | ↓ down | early | 11b | — | 1.949×ATR | p0 | -0.763×ATR | p37 |
| 1h | ↑ up | mid | 4b | — | 0.678×ATR | p0 | -1.004×ATR | p70 |
| 15m | ↓ down | mid | 4b | — | 2.27×ATR | p27 | -1.116×ATR | p75 |
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 - SELL
Indicators:
- long_trend: -1
- confidence: 0.8977
- reason: down_bo width=2.41×ATR dur=71b phase=fresh
- stop_price: 0.20488307
- tp_price: 0.18621734
- atr:
- score: 0.89769766995468
- expires_at: 2026-10-02T03:14:14.554730
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.89769766995468
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : -0.086
- obi_top10 : 0.0034
- micro_price : 0.19996122
- spread_pct : 0.015003
- mid_price : 0.199975
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price : 0.201
- ask_wall_size : 1498278.524
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : -0.089
- obi_top5_std : 0.0073
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7121
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.2085
- balance_zone_bottom:
0.20061
- balance_zone_mid:
0.204555
- balance_zone_start_time:
1790614800
- balance_zone_end_time:
1790866800
- balance_zone_width_atr:
2.405
- balance_zone_duration_bars:
71
- balance_zone_quality: tight
- balance_zone_maturity: stretched
- balance_zone_confidence:
0.8977
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1790863200
- balance_zone_breakout_price:
0.20061
- strategy_details
- balance_metrics_inside_close_ratio:
0.7183
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.3231
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
11
- balance_metrics_touch_lower:
13
- regime : bear_high
- atr_entry : 0.00328065 ¸
Signal Details
duration_bars
71
inside_close_ratio
0.7183
bars_since_breakout
1
distance_to_edge_atr
0.3231
Signaux confirmants (7)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 11:14 | 0.19955000 | +0.025% |
| 2 | 11:25 | 0.19955000 | +0.025% |
| 3 | 11:37 | 0.19901000 | -0.246% |
| 4 | 11:49 | 0.19901000 | -0.246% |
| 5 | 12:00 | 0.19901000 | -0.246% |
| 6 | 13:15 | 0.19954000 | +0.02% |
| 7 | 13:25 | 0.19954000 | +0.02% |
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
7121ms
Confidence avant OB :
90%
→
90%
Order Book Imbalance
OBI Top 5
-0.086
avg -0.089
± 0.007
OBI Top 10
0.003
Microstructure
Mid Price
0.2000
Micro Price
0.2000
Spread
0.0150%
↓ Ask Wall (Resistance)
Price
0.2010
Size
1,498,278.52
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1995 | 0.2049 | 0.1862 | 2.46 | 0.1527 |
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 0.1995
- Stop Loss: 0.2049
- Take Profit: 0.1862
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.2049 - 0.1995 = 0.0054
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1995 - 0.1862 = 0.0133
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0133 / 0.0054 = 2.463
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 299.3398 | 100 | 1500.0741 | 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 0.0054
Taille de position = 8 / 0.0054 = 1481.48
Taille de position USD = 1481.48 x 0.1995 = 295.56
Donc, tu peux acheter 1481.48 avec un stoploss a 0.2049
Avec un position size USD de 295.56$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 1481.48 x 0.0054 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 1481.48 x 0.0133 = 19.7
Si Take Profit atteint, tu gagneras 19.7$
Résumé
- Taille de position 1481.48
- Taille de position USD 295.56
- Perte potentielle 8
- Gain potentiel 19.7
- Risk-Reward Ratio 2.463
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 6.67 % | 19.95 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.71 % | 8.1 $ |
| PNL | PNL % |
|---|---|
| -5.21 $ | -1.74 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.2406 % | 82.78 % | 29 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1995 | 0.2049 | 0.1862 | 2.46 | 0.1527 |
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 0.1995
- Stop Loss: 0.2049
- Take Profit: 0.1862
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.2049 - 0.1995 = 0.0054
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1995 - 0.1862 = 0.0133
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0133 / 0.0054 = 2.463
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.707%
(0.0054)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.426% | 0.2R | -1.273% | 0.5R | 0.3× | 12 |
| 2h | +1.033% | 0.4R | -1.273% | 0.5R | 0.8× | 24 |
| 4h | +1.033% | 0.4R | -1.589% | 0.6R | 0.7× | 48 |
| 8h | +1.033% | 0.4R | -1.589% | 0.6R | 0.7× | 96 |
| 12h ★ | +1.033% | 0.4R | -2.241% | 0.8R | 0.5× | 144 |
| 24h | +1.033% | 0.4R | -4.752% | 1.8R | 0.2× | 288 |
| 36h | +5.549% | 2.1R | -4.752% | 1.8R | 1.2× | 432 |
| 48h | +5.549% | 2.1R | -4.752% | 1.8R | 1.2× | 576 |
| 72h | +5.549% | 2.1R | -4.752% | 1.8R | 1.2× | 864 |
⏱ MFE in 1680 min
MAE in 815 min
✗ Adverse move came first
computed 1 week ago
Commentaires
Aucun commentaire.