Long Trade on SPX (BosPullback)
With 825.47 SPX at 0.438$ per unit. Take profit: 0.4553 (3.83 %) & Stop Loss: 0.4288 (2.21 %)
01 Oct 2026 at 14:33:01
hyperliquid
SPX
LONG
BosPullback
hyperliquid
01 Oct 2026 14:33
→ 04:15
· 13 hours
Position
Entry 0.4385$
Qty 825.4665 SPX
Size 361.9918$ (margin 100$) (leverage 4)
Risk Setup
TP 0.4553 (+3.83%)
TP $ 13.87$
SL 0.4288 (-2.21%)
SL $ 8.01$
RR 1.73
Status
win
PnL
+3.83%
/ +13.87$
MAE -1.07%
MFE +1.05%
0.5R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 170259)
#37 / 77
OUT
seuil : top 15
score du 01/10/2026 14:00
score du 01/10/2026 14:00
Avg Rank 8h: 0.6962
Quality Score
0.518
score brut du coin
Quality Rank
#37 / 77
OUT
seuil : top 15
Signal Confidence
86 %
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
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.21 %
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
#37 / 77
OUT
seuil : top 15
Signal Confidence
86 %
OK
seuil : ≥ 40%
Combined Regime Score
+4
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
2.21 %
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 | clear | 0.65×ATR |
| 4h | near | 0.44×ATR |
| 1d | clear | 4.07×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie BosPullback. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
1.6M $
volume USDT au moment du signal
01/10 14:31
01/10 14:31
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 29/09 20:00 Operational (4H) : bear_high (-2) 01/10 08:00 Tactical (1H) : bull_high (+1) 01/10 13:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
1H_regime : bull_high 15m_regime : range_high |
BTC/Market Regime v2
BTC Regime (snapshot) 4579
bull
developing
bull_consolidation
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
range
0.25 |
range
0 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
bull
0.55 |
expansion
|
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
57.1%
Macro
mixed_dispersion
Local 4h
unknown
Leadership
unknown
Legacy leadership :
mixed
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 | 40.7% |
| 1h | 15.3% |
| 4h | 76.3% |
| 24h | 45.8% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 30.5% | -0.02% |
| 4h | 50.9% | +0.87% |
| 24h | 32.2% | -0.43% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.213
Universe :
59
· ≥ $2.0M
Regime confidence :
0.75
Snapshot évalué :
01/10 14:31
· 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
30/09/2026 20:00
Score brut
0.3678
Score SMA
0.3037
Rank
#75
/ 76
Rank Norm SMA 8h
0.0133
Rank Norm SMA
0.0054
Calculé le
30/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4034 | r1h: 0.000% · r4h: 0.000% · r1d: 7.09% · r3d: 0.05% · ema21_slope: -0.5326% · dist_ema21: -4.281% |
| Force Relative | 25% | 0.5154 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 7.11% · rs_3d: 1.04% · beta_24h: 1.934 |
| Volume | 20% | 0.2110 | rvol_20: 0.53× · zscore_50: -0.552 · trend: -17.67% |
| Qualité Tendance | 15% | 0.5049 | ADX: 17.2 (weak) · Chop: 55.3 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 9.867% (optimal 0.3–3 %) |
1H
Calculé le
01/10/2026 14:00
Score brut
0.5181
Score SMA
0.5021
Rank
#37
/ 77
Rank Norm SMA 8h
0.6962
Rank Norm SMA
0.3832
Calculé le
01/10/2026 14:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5735 | r1h: 2.790% · r4h: 0.915% · r1d: -0.38% · r3d: 4.29% · ema21_slope: -0.0512% · dist_ema21: 0.753% |
| Force Relative | 25% | 0.5855 | rs_1h: 1.957% · rs_4h: -0.207% · rs_1d: -1.40% · rs_3d: 3.09% · beta_24h: 3.294 |
| Volume | 20% | 0.9177 | rvol_20: 3.81× · zscore_50: 2.711 · trend: 52.72% |
| Qualité Tendance | 15% | 0.5978 | ADX: 20.7 (weak) · Chop: 47.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.958% (optimal 0.3–3 %) |
4H
Calculé le
01/10/2026 12:00
Score brut
0.4319
Score SMA
0.3895
Rank
#56
/ 77
Rank Norm SMA 8h
0.3750
Rank Norm SMA
0.1099
Calculé le
01/10/2026 12:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3967 | r1h: 0.000% · r4h: -1.317% · r1d: -1.91% · r3d: 3.50% · ema21_slope: 0.0450% · dist_ema21: -0.007% |
| Force Relative | 25% | 0.4531 | rs_1h: 0.000% · rs_4h: -1.614% · rs_1d: -1.92% · rs_3d: 2.59% · beta_24h: 2.398 |
| Volume | 20% | 0.1772 | rvol_20: 0.40× · zscore_50: -0.551 · trend: -39.54% |
| Qualité Tendance | 15% | 0.6034 | ADX: 26.4 (trend) · Chop: 52.6 (neutral) |
| Volatilité | 10% | 0.7364 | ATR%: 3.791% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BosPullback (★
4h)
Initial Risk: -2.212%
(0.0097)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.796% | 0.4R | -1.072% | 0.5R | 0.7× | 12 |
| 2h | +1.049% | 0.5R | -1.072% | 0.5R | 1.0× | 24 |
| 4h ★ | +1.049% | 0.5R | -1.072% | 0.5R | 1.0× | 48 |
| 8h | +1.423% | 0.6R | -1.072% | 0.5R | 1.3× | 96 |
| 12h | +3.293% | 1.5R | -1.072% | 0.5R | 3.1× | 144 |
| 24h | +5.003% | 2.3R | -3.081% | 1.4R | 1.6× | 288 |
| 48h | +5.003% | 2.3R | -6.463% | 2.9R | 0.8× | 576 |
| 72h | +5.003% | 2.3R | -6.463% | 2.9R | 0.8× | 864 |
⏱ MFE in 846 min
MAE in 1436 min
✓ Favorable move came first
computed 1 week ago
Prediction
ML Trade Score: 30
ML Pullback Score: 1.5
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 | ↔ neutral | range | range | moderate | grind | compression | bull_high |
46%
|
noisy_chop 39% | mid | — | — | 0.73 | bull_high | +12.59% | -0.90 | 29/09 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | fading | normal | bear_high |
58%
|
noisy_chop 36% | early | — | near 0.4ATR | 0.63 | bull_high | +2.03% | +0.08 | 01/10 08:00 |
| 1h | ↑ up | range | range | moderate | balanced | expansion | bull_high |
57%
|
noisy_chop 33% | early | near -0.3ATR | — | 0.60 | bull_medium_confirmed | +1.25% | +0.00 | 01/10 13:00 |
| 15m | ↑ up | transition | bullish_transition | strong | balanced | volatile_reversal | range_high |
34%
|
noisy_chop 42% | early | near 0.4ATR | — | 0.71 | bull_low_confirmed | +1.00% | -0.05 | 01/10 14:15 |
| 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
#187708
|
↔ neutral | range | range | moderate | grind | 0.550 | compression | bull_high |
46%
|
noisy_chop 39% | mid 26b -0.5ATR | — | — | 0.53 | 46% | ↑ +0.32 | above_value | -0.13 | — | #101609 | 0.73 | bull_high | +12.59% | -0.90 |
29/09 20:00
upd 30/09 20:25
|
|
4h
#194236
|
↔ neutral | transition | bearish_transition | moderate | fading | 0.399 | normal | bear_high |
58%
|
noisy_chop 36% | early 15b 0.0ATR | — | near 0.4ATR | 0.40 | 17% | ↓ -0.26 | value | -2.24 | — | #104419 | 0.63 | bull_high | +2.03% | +0.08 |
01/10 08:00
upd 01/10 12:17
|
|
1h
anchor #195024
|
↑ up | range | range | moderate | balanced | 0.611 | expansion | bull_high |
57%
|
noisy_chop 33% | early 2b 0.4ATR | near -0.3ATR | — | 3.81 | 91% | ↑ +0.39 | value | -1.20 | — | #104806 | 0.60 | bull_medium_confirmed | +1.25% | +0.00 |
01/10 13:00
upd 01/10 14:12
|
|
15m
#195182
|
↑ up | transition | bullish_transition | strong | balanced | 0.678 | volatile_reversal | range_high |
34%
|
noisy_chop 42% | early 3b 0.4ATR | near 0.4ATR | — | 0.06 | 5% | ↑ +0.67 | value | -1.20 | — | #104806 | 0.71 | bull_low_confirmed | +1.00% | -0.05 |
01/10 14:15
upd 01/10 14:32
|
| 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 | mid | 26b | — | 5.226×ATR | p61 | -0.454×ATR | p31 |
| 4h | ↑ up | early | 15b | — | 2.52×ATR | p13 | -0.002×ATR | p0 |
| 1h | ↑ up | early | 2b | — | 1.488×ATR | p4 | +0.379×ATR | p27 |
| 15m | ↓ down | early | 3b | — | 1.979×ATR | p16 | +0.366×ATR | p18 |
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
BosPullback - BUY
Indicators:
- long_trend: 1
- confidence: 0.86
- reason: bos_pullback_long|score=2|shallow|bars_since_bos=13|retests=1|break_atr=0.91|prog=0.36|zone=weak|ob:bid_pressure(+0.07)
- stop_price: 0.42883851
- tp_price: 0.45527
- atr:
- score: 0.79
- confidence_pre_ob: 0.79
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.844
- trend_strength : 0.0781
- trend_persistence : 0.5
- high_delta_atr : 1.1464
- low_delta_atr : -0.012
- current_swing_amp_atr : 4.1142
- current_swing_speed : 0.41142
- current_swing_efficiency : 0.3553
- retracement_ratio : 1.0031
- extension_ratio : 1.4174
- compression_score : 1.2696
- swing_entropy : 1
- breakout_strength : -1.408
- distance_to_last_high_atr : -2.5136
- distance_to_last_low_atr : 1.42
- pivot_count : 30
- swing_count : 29
- market_structure_v2
- last_pivot_kind: low
- last_pivot_price:
0.42962
- last_pivot_index:
146
¸
- trend_analyzer_1h
- direction : up
- phase : range
- structure : range
- breakout_state : none
- quality : volatile
- strength : moderate
- exhaustion : low
- momentum_type : grind
- volatility_regime : normal
- htf_context : unknown
- risk_state : premium
- confidence : 0.537
- state : up_range_grind
- trend_analyzer_1h
- scores_direction_score:
0.6704
- scores_strength_score:
0.517
- scores_quality_score:
0.348
- scores_cleanliness_score:
0.2172
- scores_structural_quality:
0.455
- scores_pullback_score:
1
- scores_exhaustion_score:
0.2338
- scores_continuation_score:
0.573
- scores_structure_score:
0.6187
- scores_volatility_expansion:
0.551
- scores_momentum_type_score:
0.5396
- scores_risk_score:
0.7012
- trend_analyzer_1h
- features_ema20_slope:
-0.0422
- features_ema50_slope:
0.0026
- features_ema_alignment_score:
1
- features_price_vs_ema20:
0.2356
- features_price_vs_ema50:
0.6566
- features_recent_hh_hl_score:
0.45
- features_recent_lh_ll_score:
0.55
- features_last_bos_direction:
1
- features_bars_since_last_bos:
13
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5655
- features_trend_efficiency:
0.3553
- features_impulse_strength:
4.1142
- features_directional_candle_ratio:
0.55
- features_pullback_depth_ratio:
1.0031
- features_pullback_depth_atr:
4.1035
- features_extension_from_mean:
0.6566
- features_impulse_decay_score:
0.2913
- features_opposing_wick_pressure:
0.2395
- features_volatility_percentile:
0.66
- features_volatility_delta:
-0.0675
- features_body_ratio:
0.4785
- features_closes_position_ratio:
0.5354
- features_slope_consistency:
0.5469
- features_range_position:
0.7012
- features_distance_to_recent_high:
-2.4809
- features_distance_to_recent_low:
5.8231
- features_had_recent_range:
1
- features_had_recent_compression:
0
- features_post_break_hl_count:
1
- features_htf_trend_strength:
- features_htf_compression_score:
- features_htf_entropy_score:
- features_htf_hh_hl_score:
- features_htf_state_str: ¸
- orderbook_context
- obi_top5 : 0.0907
- obi_top10 : 0.1701
- micro_price : 0.43759533
- spread_pct : 0.091449
- mid_price : 0.4376
- 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 : 0.153
- obi_top5_std : 0.0351
- pressure_side : bid
- collection_mode : ws_rolling
- collection_ms : 6969
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : bos_pullback
- ms_state_1h : range
- strategy_details
- pivots_1h_0:
Array ( [time] => 2026-09-27 18:00:00 [price] => 0.45331 [kind] => high [label] => LH ) - pivots_1h_1:
Array ( [time] => 2026-09-27 22:00:00 [price] => 0.43643 [kind] => low [label] => HL ) - pivots_1h_2:
Array ( [time] => 2026-09-28 00:00:00 [price] => 0.44966 [kind] => high [label] => LH ) - pivots_1h_3:
Array ( [time] => 2026-09-28 03:00:00 [price] => 0.41818 [kind] => low [label] => LL ) - pivots_1h_4:
Array ( [time] => 2026-09-28 06:00:00 [price] => 0.43077 [kind] => high [label] => LH ) - pivots_1h_5:
Array ( [time] => 2026-09-28 09:00:00 [price] => 0.41136 [kind] => low [label] => LL ) - pivots_1h_6:
Array ( [time] => 2026-09-28 12:00:00 [price] => 0.43197 [kind] => high [label] => LH ) - pivots_1h_7:
Array ( [time] => 2026-09-28 14:00:00 [price] => 0.40761 [kind] => low [label] => LL ) - pivots_1h_8:
Array ( [time] => 2026-09-28 17:00:00 [price] => 0.42933 [kind] => high [label] => LH ) - pivots_1h_9:
Array ( [time] => 2026-09-29 02:00:00 [price] => 0.3923 [kind] => low [label] => LL ) - pivots_1h_10:
Array ( [time] => 2026-09-29 12:00:00 [price] => 0.42184 [kind] => high [label] => LH ) - pivots_1h_11:
Array ( [time] => 2026-09-29 17:00:00 [price] => 0.4044 [kind] => low [label] => HL ) - pivots_1h_12:
Array ( [time] => 2026-09-30 04:00:00 [price] => 0.43014 [kind] => high [label] => HH ) - pivots_1h_13:
Array ( [time] => 2026-09-30 06:00:00 [price] => 0.41803 [kind] => low [label] => HL ) - pivots_1h_14:
Array ( [time] => 2026-09-30 13:00:00 [price] => 0.45041 [kind] => high [label] => HH ) - pivots_1h_15:
Array ( [time] => 2026-09-30 14:00:00 [price] => 0.43208 [kind] => low [label] => HL ) - pivots_1h_16:
Array ( [time] => 2026-09-30 16:00:00 [price] => 0.45284 [kind] => high [label] => HH ) - pivots_1h_17:
Array ( [time] => 2026-09-30 19:00:00 [price] => 0.42972 [kind] => low [label] => LL ) - pivots_1h_18:
Array ( [time] => 2026-10-01 05:00:00 [price] => 0.46239 [kind] => high [label] => HH ) - pivots_1h_19:
Array ( [time] => 2026-10-01 15:00:00 [price] => 0.42962 [kind] => low [label] => HL ) - strategy_details
- pivots_15m_0:
Array ( [time] => 2026-09-30 18:00:00 [price] => 0.44519 [kind] => high [label] => ) - pivots_15m_1:
Array ( [time] => 2026-09-30 19:45:00 [price] => 0.42972 [kind] => low [label] => ) - pivots_15m_2:
Array ( [time] => 2026-10-01 00:00:00 [price] => 0.44588 [kind] => high [label] => ) - pivots_15m_3:
Array ( [time] => 2026-10-01 00:30:00 [price] => 0.43973 [kind] => low [label] => HL ) - pivots_15m_4:
Array ( [time] => 2026-10-01 01:15:00 [price] => 0.44723 [kind] => high [label] => HH ) - pivots_15m_5:
Array ( [time] => 2026-10-01 02:15:00 [price] => 0.44021 [kind] => low [label] => HL ) - pivots_15m_6:
Array ( [time] => 2026-10-01 05:45:00 [price] => 0.46239 [kind] => high [label] => HH ) - pivots_15m_7:
Array ( [time] => 2026-10-01 07:15:00 [price] => 0.43558 [kind] => low [label] => LL ) - pivots_15m_8:
Array ( [time] => 2026-10-01 07:30:00 [price] => 0.44517 [kind] => high [label] => LH ) - pivots_15m_9:
Array ( [time] => 2026-10-01 08:30:00 [price] => 0.43487 [kind] => low [label] => HL ) - pivots_15m_10:
Array ( [time] => 2026-10-01 09:00:00 [price] => 0.44313 [kind] => high [label] => LH ) - pivots_15m_11:
Array ( [time] => 2026-10-01 10:00:00 [price] => 0.43139 [kind] => low [label] => LL ) - pivots_15m_12:
Array ( [time] => 2026-10-01 12:00:00 [price] => 0.44197 [kind] => high [label] => LH ) - pivots_15m_13:
Array ( [time] => 2026-10-01 13:15:00 [price] => 0.43336 [kind] => low [label] => HL ) - pivots_15m_14:
Array ( [time] => 2026-10-01 13:45:00 [price] => 0.43986 [kind] => high [label] => LH ) - pivots_15m_15:
Array ( [time] => 2026-10-01 15:00:00 [price] => 0.42962 [kind] => low [label] => LL ) - pivots_15m_16:
Array ( [time] => 2026-10-01 15:15:00 [price] => 0.4376 [kind] => high [label] => LH ) - pivots_15m_17:
Array ( [time] => 2026-10-01 16:45:00 [price] => 0.43006 [kind] => low [label] => HL ) - pivots_15m_18:
Array ( [time] => 2026-10-01 17:30:00 [price] => 0.44727 [kind] => high [label] => HH ) - bos_level_long : 0.45284
- bos_level_short : 0
- strategy_details
- levels_hl_price:
0.42962
- levels_hl_timestamp: 2026-10-01 15:00:00
- levels_hh_price:
0.46239
- levels_lh_price:
0.46239
- levels_lh_timestamp: 2026-10-01 05:00:00
- levels_ll_price:
0.42962
- strategy_details
- demand_zone_top:
0.43014
- demand_zone_bottom:
0.41803
- demand_zone_mid:
0.424085
- demand_zone_freshness: weak
- demand_zone_strength:
0.7707
- strategy_details
- supply_zone_top:
0.46239
- supply_zone_bottom:
0.44815
- supply_zone_mid:
0.45527
- supply_zone_freshness: tested
- supply_zone_strength:
0.7163
¸
- regimes
- 1H : bull_high
- 15m : range_high ¸
Signal Details
Market Structure
Market Structure Score: 0
Market Structure V2
1H
↔ range
Confidence
84%
Trend
Trend Strength
0.078
Persistence
0.500
High Δ ATR
1.146
Low Δ ATR
-0.012
Current Swing
Amp ATR
4.114
Speed
0.411
Efficiency
0.355
Structure
Retracement
1.003
Extension
1.417
Compression
1.270
Entropy
1.000
Breakout Str.
-1.408
Dist High ATR
-2.514
Dist Low ATR
1.420
30 pivots
·
29 swings
·
Last pivot:
↓ 0.4296
@ bar 146
Trend Analyzer 1H
1H
↑ up
up_range_grind
Confidence
54%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
moderate
exhaustion
low
momentum
grind
volatility
normal
risk
premium
htf
unknown
Scores
Direction Score
0.670
Strength Score
0.517
Quality Score
0.348
Cleanliness Score
0.217
Structural Quality
0.455
Pullback Score
1.000
Exhaustion Score
0.234
Continuation Score
0.573
Structure Score
0.619
Volatility Expansion
0.551
Momentum Type Score
0.540
Risk Score
0.701
Features
Ema20 Slope
-0.042
Ema50 Slope
0.003
Ema Alignment Score
1.000
Price Vs Ema20
0.236
Price Vs Ema50
0.657
Recent Hh Hl Score
0.450
Recent Lh Ll Score
0.550
Last Bos Direction
1.000
Bars Since Last Bos
13.000
Candle Overlap Ratio
1.000
Wick Ratio
0.566
Trend Efficiency
0.355
Impulse Strength
4.114
Directional Candle Ratio
0.550
Pullback Depth Ratio
1.003
Pullback Depth Atr
4.104
Extension From Mean
0.657
Impulse Decay Score
0.291
Opposing Wick Pressure
0.240
Volatility Percentile
0.660
Volatility Delta
-0.068
Body Ratio
0.479
Closes Position Ratio
0.535
Slope Consistency
0.547
Range Position
0.701
Distance To Recent High
-2.481
Distance To Recent Low
5.823
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
1.000
Orderbook Context
↑ bid
ws_rolling
5 snapshots
6969ms
Confidence avant OB :
79%
→
86%
Order Book Imbalance
OBI Top 5
0.091
avg 0.153
± 0.035
OBI Top 10
0.170
Microstructure
Mid Price
0.4376
Micro Price
0.4376
Spread
0.0914%
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4385 | 0.4288 | 0.4553 | 1.73 | 0.3528 |
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 0.4385
- Stop Loss: 0.4288
- Take Profit: 0.4553
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4288 - 0.4385 = -0.0097
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4385 - 0.4553 = -0.0168
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0168 / -0.0097 = 1.732
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 361.9918 | 100 | 825.4665 | 4.00 |
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 -0.0097
Taille de position = 8 / -0.0097 = -824.74
Taille de position USD = -824.74 x 0.4385 = -361.65
Donc, tu peux acheter -824.74 avec un stoploss a 0.4288
Avec un position size USD de -361.65$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -824.74 x -0.0097 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -824.74 x -0.0168 = 13.86
Si Take Profit atteint, tu gagneras 13.86$
Résumé
- Taille de position -824.74
- Taille de position USD -361.65
- Perte potentielle 8
- Gain potentiel 13.86
- Risk-Reward Ratio 1.732
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 3.83 % | 13.87 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.21 % | 8.01 $ |
| PNL | PNL % |
|---|---|
| 13.87 $ | 3.83 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.0718 % | 48.45 % | 22 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4385 | 0.4288 | 0.4553 | 1.73 | 0.3528 |
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 0.4385
- Stop Loss: 0.4288
- Take Profit: 0.4553
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4288 - 0.4385 = -0.0097
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4385 - 0.4553 = -0.0168
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0168 / -0.0097 = 1.732
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BosPullback (★
4h)
Initial Risk: -2.212%
(0.0097)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.796% | 0.4R | -1.072% | 0.5R | 0.7× | 12 |
| 2h | +1.049% | 0.5R | -1.072% | 0.5R | 1.0× | 24 |
| 4h ★ | +1.049% | 0.5R | -1.072% | 0.5R | 1.0× | 48 |
| 8h | +1.423% | 0.6R | -1.072% | 0.5R | 1.3× | 96 |
| 12h | +3.293% | 1.5R | -1.072% | 0.5R | 3.1× | 144 |
| 24h | +5.003% | 2.3R | -3.081% | 1.4R | 1.6× | 288 |
| 48h | +5.003% | 2.3R | -6.463% | 2.9R | 0.8× | 576 |
| 72h | +5.003% | 2.3R | -6.463% | 2.9R | 0.8× | 864 |
⏱ MFE in 846 min
MAE in 1436 min
✓ Favorable move came first
computed 1 week ago
Commentaires
Aucun commentaire.