Long Trade on BTC (BalanceBreakoutRegime)
With 0.0085 BTC at 84703$ per unit. Take profit: 87051.8064 (2.77 %) & Stop Loss: 83763.4774 (1.11 %)
Long Trade on BTC (BalanceBreakoutRegime)
With 0.0085 BTC at 84703$ per unit. Take profit: 87051.8064 (2.77 %) & Stop Loss: 83763.4774 (1.11 %)
Position
Entry 84703$
Qty 0.008515 BTC
Size 721.2429$ (margin 100$) (leverage 7)
Risk Setup
TP 87051.8064 (+2.77%)
TP $ 20$
SL 83763.4774 (-1.11%)
SL $ 8$
RR 2.5
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.7068
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 | near | -0.85×ATR |
| 4h | clear | 0.68×ATR |
| 1d | clear | 5.82×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↓ down | early | OK |
| 1d | ↑ up | early | OK |
V5 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 29/09 20:00 Operational (4H) : bull_high (+2) 01/10 08:00 Tactical (1H) : bull_medium (+1) 01/10 13:00 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 | 15.8% |
| 1h | 96.5% |
| 4h | 61.4% |
| 24h | 40.4% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 33.3% | -0.14% |
| 4h | 26.3% | +0.33% |
| 24h | 26.3% | -0.58% |
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% | 0.6579 | r1h: 0.000% · r4h: 0.000% · r1d: -0.02% · r3d: -0.98% · ema21_slope: 0.5090% · dist_ema21: 2.190% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.3540 | rvol_20: 1.06× · zscore_50: 0.064 · trend: -5.11% |
| Qualité Tendance | 15% | 0.8328 | ADX: 41.8 (trend) · Chop: 40.1 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.736% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5635 | r1h: 0.833% · r4h: 1.121% · r1d: 1.02% · r3d: 1.20% · ema21_slope: 0.0169% · dist_ema21: 1.086% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.6738 | rvol_20: 2.28× · zscore_50: 0.966 · trend: 43.28% |
| Qualité Tendance | 15% | 0.5407 | ADX: 12.2 (weak) · Chop: 45.7 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.609% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5316 | r1h: 0.000% · r4h: 0.297% · r1d: 0.00% · r3d: 0.91% · ema21_slope: -0.0052% · dist_ema21: 0.465% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.4095 | rvol_20: 1.30× · zscore_50: 0.273 · trend: -2.49% |
| Qualité Tendance | 15% | 0.5041 | ADX: 18.2 (weak) · Chop: 56.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.053% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.646% | 0.6R | -0.083% | 0.1R | 7.8× | 12 |
| 2h | +0.646% | 0.6R | -0.207% | 0.2R | 3.1× | 24 |
| 4h | +0.646% | 0.6R | -0.302% | 0.3R | 2.1× | 48 |
| 8h | +0.646% | 0.6R | -0.302% | 0.3R | 2.1× | 96 |
| 12h ★ | +2.563% | 2.3R | -0.302% | 0.3R | 8.5× | 144 |
| 24h | +2.989% | 2.7R | -0.302% | 0.3R | 9.9× | 288 |
| 36h | +2.989% | 2.7R | -1.012% | 0.9R | 3.0× | 432 |
| 48h | +2.989% | 2.7R | -1.012% | 0.9R | 3.0× | 576 |
| 72h | +2.989% | 2.7R | -1.012% | 0.9R | 3.0× | 864 |
computed 1 week 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 | moderate | grind | normal | bull_high |
61%
|
noisy_chop 36% | early | — | — | — | — | — | — | 29/09 20:00 |
| 4h | ↑ up | range | range | moderate | fading | expansion | bull_high |
57%
|
noisy_chop 35% | early | near 0.2ATR | — | — | — | — | — | 01/10 08:00 |
| 1h | ↔ neutral | range | range | strong | balanced | expansion_after_compression | bull_medium |
60%
|
noisy_chop 43% | late | — | near -0.9ATR | — | — | — | — | 01/10 13:00 |
| 15m | ↑ up | transition | bullish_transition | strong | explosive | volatile_reversal | bull_low_confirmed |
34%
|
noisy_chop 42% | late | — | — | — | — | — | — | 01/10 13:45 |
| 5m | ↑ up | range | range | moderate | explosive | compression | bull_low |
49%
|
noisy_chop 42% | mid | — | — | — | — | — | — | 01/10 14:00 |
| 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
#187496
|
↑ up | transition | bullish_transition | moderate | grind | 0.604 | normal | bull_high |
61%
|
noisy_chop 36% | early 15b 0.7ATR | — | — | 1.06 | 75% | ↔ +0.04 | above_value | -0.97 | — | #101556 | — | — | — | — |
29/09 20:00
upd 30/09 20:15
|
|
4h
#194119
|
↑ up | range | range | moderate | fading | 0.538 | expansion | bull_high |
57%
|
noisy_chop 35% | early 6b 0.3ATR | near 0.2ATR | — | 1.09 | 71% | ↔ -0.08 | above_value | +0.02 | — | #104212 | — | — | — | — |
01/10 08:00
upd 01/10 12:05
|
|
1h
anchor #194969
|
↔ neutral | range | range | strong | balanced | 0.541 | expansion_after_compression | bull_medium |
60%
|
noisy_chop 43% | late 9b 1.6ATR | — | near -0.9ATR | 1.35 | 74% | ↑ +0.53 | above_value | +0.33 | — | #104598 | — | — | — | — |
01/10 13:00
upd 01/10 14:05
|
|
15m
#194896
|
↑ up | transition | bullish_transition | strong | explosive | 0.696 | volatile_reversal | bull_low_confirmed |
34%
|
noisy_chop 42% | late 4b 1.8ATR | — | — | 1.35 | 91% | ↔ +0.03 | above_value | +0.33 | — | #104598 | — | — | — | — |
01/10 13:45
upd 01/10 14:00
|
|
5m
#194968
|
↑ up | range | range | moderate | explosive | 0.678 | compression | bull_low |
49%
|
noisy_chop 42% | mid 13b 1.0ATR | — | — | 0.06 | 6% | ↔ +0.12 | above_value | +0.33 | — | #104598 | — | — | — | — |
01/10 14:00
upd 01/10 14:05
|
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 | ↑ up | early | 15b | — | 3.805×ATR | p40 | +0.742×ATR | p41 |
| 4h | ↓ down | early | 6b | — | 1.898×ATR | p0 | +0.268×ATR | p19 |
| 1h | ↑ up | late | 9b | — | 3.258×ATR | p61 | +1.605×ATR | p82 |
| 15m | ↑ up | late | 4b | — | 2.765×ATR | p47 | +1.839×ATR | p87 |
| 5m | ↑ up | mid | 13b | — | 4.371×ATR | p77 | +1.021×ATR | p49 |
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:
84493
83133
83813
1790686800
1790877600
2.7462
54
0.8921
1790874000
84493
0.8333
1
0.424
0
5
12
Signal Details
Signaux confirmants (25)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 14:12 | 84703.00000000 | 0% |
| 2 | 14:24 | 84703.00000000 | 0% |
| 3 | 14:36 | 84841.00000000 | +0.163% |
| 4 | 14:47 | 84841.00000000 | +0.163% |
| 5 | 14:58 | 84841.00000000 | +0.163% |
| 6 | 15:11 | 84763.00000000 | +0.071% |
| 7 | 15:23 | 84763.00000000 | +0.071% |
| 8 | 15:34 | 84721.00000000 | +0.021% |
| 9 | 15:46 | 84721.00000000 | +0.021% |
| 10 | 15:57 | 84721.00000000 | +0.021% |
| 11 | 16:12 | 84783.00000000 | +0.094% |
| 12 | 16:25 | 84783.00000000 | +0.094% |
| 13 | 16:37 | 84715.00000000 | +0.014% |
| 14 | 16:49 | 84715.00000000 | +0.014% |
| 15 | 17:00 | 84715.00000000 | +0.014% |
| 16 | 17:13 | 84577.00000000 | -0.149% |
| 17 | 17:25 | 84577.00000000 | -0.149% |
| 18 | 17:37 | 84517.00000000 | -0.22% |
| 19 | 17:48 | 84517.00000000 | -0.22% |
| 20 | 17:59 | 84517.00000000 | -0.22% |
| 21 | 18:14 | 84734.00000000 | +0.037% |
| 22 | 18:26 | 84734.00000000 | +0.037% |
| 23 | 18:38 | 84620.00000000 | -0.098% |
| 24 | 18:49 | 84620.00000000 | -0.098% |
| 25 | 19:00 | 84620.00000000 | -0.098% |
Market Structure Score: 0
No Market Structure V2 data for this trade.
No Trend Analyzer data for this trade.
Order Book Imbalance
Microstructure
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 84703 | 83763.4774 | 87051.8064 | 2.5 | 77584 |
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 = 83763.4774 - 84703 = -939.5226
Récompense (distance jusqu'au take profit):
E - TP = 84703 - 87051.8064 = -2348.8064
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -2348.8064 / -939.5226 = 2.5
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 721.2429 | 100 | 0.008515 | 7.00 |
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 / -939.5226 = -0.01
Taille de position USD = -0.01 x 84703 = -847.03
Donc, tu peux acheter -0.01 avec un stoploss a 83763.4774
Avec un position size USD de -847.03$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -0.01 x -939.5226 = 9.4
Si Stop Loss atteint, tu perdras 9.4$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -0.01 x -2348.8064 = 23.49
Si Take Profit atteint, tu gagneras 23.49$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 2.77 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.11 % | 8 $ |
| PNL | PNL % |
|---|---|
| 10.01 $ | 1.39 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.3022 % | 27.24 % | 26 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 84703 | 83763.4774 | 87051.8064 | 2.5 | 77584 |
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 = 83763.4774 - 84703 = -939.5226
Récompense (distance jusqu'au take profit):
E - TP = 84703 - 87051.8064 = -2348.8064
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -2348.8064 / -939.5226 = 2.5
Array
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)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.646% | 0.6R | -0.083% | 0.1R | 7.8× | 12 |
| 2h | +0.646% | 0.6R | -0.207% | 0.2R | 3.1× | 24 |
| 4h | +0.646% | 0.6R | -0.302% | 0.3R | 2.1× | 48 |
| 8h | +0.646% | 0.6R | -0.302% | 0.3R | 2.1× | 96 |
| 12h ★ | +2.563% | 2.3R | -0.302% | 0.3R | 8.5× | 144 |
| 24h | +2.989% | 2.7R | -0.302% | 0.3R | 9.9× | 288 |
| 36h | +2.989% | 2.7R | -1.012% | 0.9R | 3.0× | 432 |
| 48h | +2.989% | 2.7R | -1.012% | 0.9R | 3.0× | 576 |
| 72h | +2.989% | 2.7R | -1.012% | 0.9R | 3.0× | 864 |
computed 1 week ago
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