Long Trade on ZRO (momentum_pullback_v1)
With 78.51 ZRO at 1.853$ per unit. Take profit: 1.9231 (3.78 %) & Stop Loss: 1.7512 (5.5 %)
Long Trade on ZRO (momentum_pullback_v1)
With 78.51 ZRO at 1.853$ per unit. Take profit: 1.9231 (3.78 %) & Stop Loss: 1.7512 (5.5 %)
Position
Entry 1.8531$
Qty 78.5083 ZRO
Size 145.4838$ (margin 100$) (leverage 1)
Risk Setup
TP 1.9231 (+3.78%)
TP $ 5.5$
SL 1.7512 (-5.5%)
SL $ 8$
RR 0.69
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.9656
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 | 0.56×ATR |
| 4h | near | -0.09×ATR |
| 1d | clear | 1.86×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | late | BLOCKED |
Filtre spécifique à la stratégie momentum_pullback_v1 (side : long) : BTC regime v2 ≥ +3, leadership aligné et breadth state aligné.
Filtre spécifique à la stratégie momentum_pullback_v1 (side : long) : BTC regime v2 ≥ +3, Local 4h aligné et Median return 4h aligné.
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high_confirmed (+3) 30/09 20:00 Operational (4H) : bull_high (+2) 01/10 16:00 Tactical (1H) : bull_high (+1) 01/10 21:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.55 |
expansion
+1 |
| 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 | 62.7% |
| 1h | 40.7% |
| 4h | 76.3% |
| 24h | 39.0% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 78.0% | +0.09% |
| 4h | 69.5% | +0.47% |
| 24h | 18.6% | -0.49% |
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% | 0.9791 | r1h: 0.000% · r4h: 0.000% · r1d: 3.54% · r3d: 15.59% · ema21_slope: 3.2315% · dist_ema21: 27.930% |
| Force Relative | 25% | 0.8920 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 2.07% · rs_3d: 13.94% · beta_24h: 0.135 |
| Volume | 20% | 0.7432 | rvol_20: 1.96× · zscore_50: 1.640 · trend: 134.08% |
| Qualité Tendance | 15% | 0.9035 | ADX: 48.4 (trend) · Chop: 27.5 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 9.168% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7297 | r1h: -0.332% · r4h: 3.629% · r1d: 7.51% · r3d: 22.17% · ema21_slope: 0.3653% · dist_ema21: 3.668% |
| Force Relative | 25% | 0.7446 | rs_1h: -0.482% · rs_4h: 3.184% · rs_1d: 5.87% · rs_3d: 19.95% · beta_24h: 2.048 |
| Volume | 20% | 0.2866 | rvol_20: 0.83× · zscore_50: -0.229 · trend: -13.73% |
| Qualité Tendance | 15% | 0.6427 | ADX: 19.1 (weak) · Chop: 40.2 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.911% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7988 | r1h: 0.000% · r4h: -3.772% · r1d: 3.54% · r3d: 15.59% · ema21_slope: 0.5828% · dist_ema21: 6.559% |
| Force Relative | 25% | 0.6831 | rs_1h: 0.000% · rs_4h: -4.025% · rs_1d: 2.07% · rs_3d: 13.94% · beta_24h: 0.761 |
| Volume | 20% | 0.4360 | rvol_20: 1.00× · zscore_50: 0.341 · trend: 50.23% |
| Qualité Tendance | 15% | 0.5794 | ADX: 22.8 (weak) · Chop: 51.9 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 6.002% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.380% | 0.4R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -3.103% | 0.6R | 0.0× | 24 |
| 4h | +4.155% | 0.8R | -3.103% | 0.6R | 1.3× | 48 |
| 8h | +4.797% | 0.9R | -3.103% | 0.6R | 1.6× | 96 |
| 12h ★ | +7.528% | 1.4R | -3.103% | 0.6R | 2.4× | 144 |
| 24h | +8.327% | 1.5R | -6.465% | 1.2R | 1.3× | 288 |
| 48h | +15.984% | 2.9R | -6.772% | 1.2R | 2.4× | 576 |
| 72h | +15.984% | 2.9R | -6.772% | 1.2R | 2.4× | 864 |
computed 2 weeks 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 | range | range | moderate | grind | volatile_reversal | bull_high_confirmed |
58%
|
noisy_chop 41% | late | — | — | 0.43 | bull_high | +13.92% | +1.00 | 30/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | grind | expansion | bull_high |
68%
|
noisy_chop 41% | early | — | near -0.1ATR | 0.29 | bull_high | +2.78% | +0.80 | 01/10 16:00 |
| 1h | ↑ up | transition | bullish_transition | strong | explosive | expansion | bull_high |
68%
|
noisy_chop 45% | mid | — | — | 0.27 | bull_medium | +1.10% | +0.49 | 01/10 21:00 |
| 15m | ↔ neutral | range | range | strong | fading | normal | bull_high |
58%
|
noisy_chop 41% | early | — | near 0.3ATR | 0.38 | range_low | +0.71% | -0.16 | 01/10 21:45 |
| 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
#197583
|
↑ up | range | range | moderate | grind | 0.687 | volatile_reversal | bull_high_confirmed |
58%
|
noisy_chop 41% | late 16b 2.0ATR | — | — | 1.96 | 98% | ↑ +0.94 | above_value | +4.24 | — | #105788 | 0.43 | bull_high | +13.92% | +1.00 |
30/09 20:00
upd 01/10 20:20
|
|
4h
#197438
|
↑ up | transition | bullish_transition | moderate | grind | 0.594 | expansion | bull_high |
68%
|
noisy_chop 41% | early 3b 0.9ATR | — | near -0.1ATR | 1.00 | 91% | ↑ +0.36 | above_value | +4.24 | — | #105788 | 0.29 | bull_high | +2.78% | +0.80 |
01/10 16:00
upd 01/10 20:14
|
|
1h
anchor #198364
|
↑ up | transition | bullish_transition | strong | explosive | 0.697 | expansion | bull_high |
68%
|
noisy_chop 45% | mid 3b 1.1ATR | — | — | 0.83 | 70% | ↑ +0.54 | above_value | +4.79 | — | #106177 | 0.27 | bull_medium | +1.10% | +0.49 |
01/10 21:00
upd 01/10 22:10
|
|
15m
#198291
|
↔ neutral | range | range | strong | fading | 0.497 | normal | bull_high |
58%
|
noisy_chop 41% | early 3b 0.7ATR | — | near 0.3ATR | 0.27 | 17% | ↓ -0.35 | above_value | +4.85 | — | #106022 | 0.38 | range_low | +0.71% | -0.16 |
01/10 21:45
upd 01/10 22:01
|
| 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 | ↑ up | late | 16b | — | 5.366×ATR | p71 | +2.006×ATR | p90 |
| 4h | ↑ up | early | 3b | — | 1.705×ATR | p0 | +0.944×ATR | p52 |
| 1h | ↑ up | mid | 3b | — | 1.486×ATR | p2 | +1.118×ATR | p65 |
| 15m | ↑ up | early | 3b | — | 0.77×ATR | p0 | +0.671×ATR | p35 |
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:
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-10-01 02:45:00
[1] => 1.6812
[2] => L
)
[1] => Array
(
[0] => 2026-10-01 05:15:00
[1] => 1.7516
[2] => H
)
[2] => Array
(
[0] => 2026-10-01 06:45:00
[1] => 1.7367
[2] => H
)
[3] => Array
(
[0] => 2026-10-01 10:00:00
[1] => 1.6212
[2] => L
)
[4] => Array
(
[0] => 2026-10-01 13:30:00
[1] => 1.6975
[2] => H
)
[5] => Array
(
[0] => 2026-10-01 14:45:00
[1] => 1.6395
[2] => L
)
[6] => Array
(
[0] => 2026-10-01 16:15:00
[1] => 1.7935
[2] => H
)
[7] => Array
(
[0] => 2026-10-01 20:00:00
[1] => 1.8849
[2] => H
)
[8] => Array
(
[0] => 2026-10-01 22:00:00
[1] => 1.7512
[2] => L
)
[9] => Array
(
[0] => 2026-10-02 02:00:00
[1] => 1.8596
[2] => H
)
)
[detected_trend] => range
[features] => Array
(
[ms_trend_state] => 0
[ms_dist_from_last_high_pct] => -0.34953753495375
[ms_dist_from_last_low_pct] => 5.8188670625856
[ms_bars_since_swing_high] => 0
[ms_bars_since_swing_low] => 16
[ms_last_swing_amplitude_pct] => 6.1900411146642
[ms_bos_up] => 0
[ms_bos_down] => 0
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-09-29 03:00:00
[1] => 1.47
[2] => L
)
[1] => Array
(
[0] => 2026-09-29 15:00:00
[1] => 1.7311
[2] => H
)
[2] => Array
(
[0] => 2026-09-29 17:00:00
[1] => 1.5124
[2] => L
)
[3] => Array
(
[0] => 2026-09-30 05:00:00
[1] => 1.886
[2] => H
)
[4] => Array
(
[0] => 2026-09-30 13:00:00
[1] => 1.8374
[2] => H
)
[5] => Array
(
[0] => 2026-09-30 20:00:00
[1] => 1.6567
[2] => L
)
[6] => Array
(
[0] => 2026-09-30 22:00:00
[1] => 1.7985
[2] => H
)
[7] => Array
(
[0] => 2026-10-01 05:00:00
[1] => 1.7516
[2] => H
)
[8] => Array
(
[0] => 2026-10-01 10:00:00
[1] => 1.6212
[2] => L
)
[9] => Array
(
[0] => 2026-10-01 20:00:00
[1] => 1.8849
[2] => H
)
)
[detected_trend] => range
[features] => Array
(
[ms_trend_state] => 0
[ms_dist_from_last_high_pct] => -2.8277362194281
[ms_dist_from_last_low_pct] => 12.978040957316
[ms_bars_since_swing_high] => 6
[ms_bars_since_swing_low] => 16
[ms_last_swing_amplitude_pct] => 16.265729089563
[ms_bos_up] => 1
[ms_bos_down] => 1
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
Signal Details
Market Structure Score: 0
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-10-01 02:45:00 | 1.6812 | ↓ Low |
| 2026-10-01 05:15:00 | 1.7516 | ↑ High |
| 2026-10-01 06:45:00 | 1.7367 | ↑ High |
| 2026-10-01 10:00:00 | 1.6212 | ↓ Low |
| 2026-10-01 13:30:00 | 1.6975 | ↑ High |
| 2026-10-01 14:45:00 | 1.6395 | ↓ Low |
| 2026-10-01 16:15:00 | 1.7935 | ↑ High |
| 2026-10-01 20:00:00 | 1.8849 | ↑ High |
| 2026-10-01 22:00:00 | 1.7512 | ↓ Low |
| 2026-10-02 02:00:00 | 1.8596 | ↑ High |
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-09-29 03:00:00 | 1.47 | ↓ Low |
| 2026-09-29 15:00:00 | 1.7311 | ↑ High |
| 2026-09-29 17:00:00 | 1.5124 | ↓ Low |
| 2026-09-30 05:00:00 | 1.886 | ↑ High |
| 2026-09-30 13:00:00 | 1.8374 | ↑ High |
| 2026-09-30 20:00:00 | 1.6567 | ↓ Low |
| 2026-09-30 22:00:00 | 1.7985 | ↑ High |
| 2026-10-01 05:00:00 | 1.7516 | ↑ High |
| 2026-10-01 10:00:00 | 1.6212 | ↓ Low |
| 2026-10-01 20:00:00 | 1.8849 | ↑ High |
No Market Structure V2 data for this trade.
No Trend Analyzer data for this trade.
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.8531 | 1.7512 | 1.9231 | 0.69 | 1.8172 |
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 = 1.7512 - 1.8531 = -0.1019
Récompense (distance jusqu'au take profit):
E - TP = 1.8531 - 1.9231 = -0.07
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.07 / -0.1019 = 0.6869
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 145.4838 | 100 | 78.5083 | 1.00 |
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 / -0.1019 = -78.51
Taille de position USD = -78.51 x 1.8531 = -145.49
Donc, tu peux acheter -78.51 avec un stoploss a 1.7512
Avec un position size USD de -145.49$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -78.51 x -0.1019 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -78.51 x -0.07 = 5.5
Si Take Profit atteint, tu gagneras 5.5$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.78 % | 5.5 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.5 % | 8 $ |
| PNL | PNL % |
|---|---|
| 5.5 $ | 3.78 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.1029 % | 56.43 % | 6 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.8531 | 1.7512 | 1.9231 | 0.69 | 1.8172 |
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 = 1.7512 - 1.8531 = -0.1019
Récompense (distance jusqu'au take profit):
E - TP = 1.8531 - 1.9231 = -0.07
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.07 / -0.1019 = 0.6869
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.380% | 0.4R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -3.103% | 0.6R | 0.0× | 24 |
| 4h | +4.155% | 0.8R | -3.103% | 0.6R | 1.3× | 48 |
| 8h | +4.797% | 0.9R | -3.103% | 0.6R | 1.6× | 96 |
| 12h ★ | +7.528% | 1.4R | -3.103% | 0.6R | 2.4× | 144 |
| 24h | +8.327% | 1.5R | -6.465% | 1.2R | 1.3× | 288 |
| 48h | +15.984% | 2.9R | -6.772% | 1.2R | 2.4× | 576 |
| 72h | +15.984% | 2.9R | -6.772% | 1.2R | 2.4× | 864 |
computed 2 weeks ago
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