Long Trade on XPL (BalanceBreakoutRegime)
With 2662.01 XPL at 0.0992$ per unit. Take profit: 0.1067 (7.59 %) & Stop Loss: 0.09616 (3.04 %)
Long Trade on XPL (BalanceBreakoutRegime)
With 2662.01 XPL at 0.0992$ per unit. Take profit: 0.1067 (7.59 %) & Stop Loss: 0.09616 (3.04 %)
Position
Entry 0.09917$
Qty 2662.0082 XPL
Size 263.9913$ (margin 100$) (leverage 3)
Risk Setup
TP 0.1067 (+7.59%)
TP $ 20.04$
SL 0.09616 (-3.04%)
SL $ 8.01$
RR 2.5
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.3241
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 | -0.03×ATR |
| 4h | clear | 2.08×ATR |
| 1d | near | -0.20×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | early | OK |
V5 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 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) 30/09 20:00 Operational (4H) : range_high (0) 02/10 00:00 Tactical (1H) : range_high (0) 02/10 05:00 Score : +3 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.55 |
expansion
+1 |
| Tactical |
bull
0.90 |
expansion
+1 |
| Micro |
bull
0.90 |
expansion
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 66.1% |
| 1h | 41.9% |
| 4h | 64.5% |
| 24h | 80.7% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 64.5% | +0.06% |
| 4h | 46.8% | +0.43% |
| 24h | 38.7% | +2.13% |
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% | 0.5845 | r1h: 0.000% · r4h: 0.000% · r1d: 1.32% · r3d: -2.19% · ema21_slope: 0.8933% · dist_ema21: 0.215% |
| Force Relative | 25% | 0.4075 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -0.15% · rs_3d: -3.84% · beta_24h: 1.526 |
| Volume | 20% | 0.4022 | rvol_20: 0.81× · zscore_50: 0.261 · trend: 51.36% |
| Qualité Tendance | 15% | 0.6139 | ADX: 20.8 (weak) · Chop: 45.5 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 11.560% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6009 | r1h: 2.138% · r4h: 0.830% · r1d: 2.66% · r3d: -1.58% · ema21_slope: 0.0880% · dist_ema21: 1.696% |
| Force Relative | 25% | 0.5517 | rs_1h: 1.993% · rs_4h: 0.404% · rs_1d: -0.44% · rs_3d: -4.10% · beta_24h: 1.789 |
| Volume | 20% | 0.3923 | rvol_20: 1.30× · zscore_50: 0.159 · trend: -9.48% |
| Qualité Tendance | 15% | 0.3977 | ADX: 10.9 (weak) · Chop: 62.0 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 1.757% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4412 | r1h: 0.000% · r4h: 0.327% · r1d: 1.27% · r3d: -3.20% · ema21_slope: -0.2555% · dist_ema21: -0.080% |
| Force Relative | 25% | 0.3011 | rs_1h: 0.000% · rs_4h: -0.369% · rs_1d: -1.96% · rs_3d: -5.74% · beta_24h: 2.047 |
| Volume | 20% | 0.1950 | rvol_20: 0.74× · zscore_50: -0.793 · trend: -43.30% |
| Qualité Tendance | 15% | 0.3994 | ADX: 21.6 (weak) · Chop: 72.9 (range) |
| Volatilité | 10% | 0.5541 | ATR%: 4.338% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.876% | 0.6R | -0.892% | 0.3R | 2.1× | 12 |
| 2h | +1.876% | 0.6R | -1.349% | 0.4R | 1.4× | 24 |
| 4h | +4.064% | 1.3R | -1.349% | 0.4R | 3.0× | 48 |
| 8h | +4.497% | 1.5R | -3.598% | 1.2R | 1.3× | 96 |
| 12h ★ | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 144 |
| 24h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 288 |
| 36h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 432 |
| 48h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 576 |
| 72h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 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 | ↔ neutral | range | range | moderate | grind | expansion_after_compression | bull_high |
63%
|
noisy_chop 39% | early | — | near -0.2ATR | 0.54 | bull_high | +13.92% | +0.54 | 30/09 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | grind | compression | range_high |
36%
|
noisy_chop 36% | early | — | — | 0.48 | bull_high | +4.12% | -0.36 | 02/10 00:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | grind | normal | range_high |
37%
|
noisy_chop 38% | mid | — | near 0.0ATR | 0.47 | bull_medium | +2.47% | -0.01 | 02/10 05:00 |
| 15m | ↔ neutral | range | range | moderate | grind | expansion_after_compression | bull_high |
58%
|
noisy_chop 40% | mid | — | near 0.4ATR | 0.64 | bull_low | +1.48% | -0.00 | 02/10 05:45 |
| 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
#197694
|
↔ neutral | range | range | moderate | grind | 0.665 | expansion_after_compression | bull_high |
63%
|
noisy_chop 39% | early 6b 0.0ATR | — | near -0.2ATR | 0.81 | 88% | ↑ +0.84 | below_value | -8.06 | — | #105827 | 0.54 | bull_high | +13.92% | +0.54 |
30/09 20:00
upd 01/10 20:26
|
|
4h
#200863
|
↔ neutral | transition | bearish_transition | moderate | grind | 0.614 | compression | range_high |
36%
|
noisy_chop 36% | early 9b 0.0ATR | — | — | 0.74 | 62% | ↓ -0.24 | above_value | +0.06 | — | #107227 | 0.48 | bull_high | +4.12% | -0.36 |
02/10 00:00
upd 02/10 04:17
|
|
1h
anchor #201628
|
↑ up | transition | bullish_transition | moderate | grind | 0.673 | normal | range_high |
37%
|
noisy_chop 38% | mid 5b 1.1ATR | — | near 0.0ATR | 1.30 | 48% | ↓ -0.36 | above_value | +0.34 | — | #107618 | 0.47 | bull_medium | +2.47% | -0.01 |
02/10 05:00
upd 02/10 06:12
|
|
15m
#201551
|
↔ neutral | range | range | moderate | grind | 0.658 | expansion_after_compression | bull_high |
58%
|
noisy_chop 40% | mid 3b 1.5ATR | — | near 0.4ATR | 0.86 | 51% | ↑ +0.17 | above_value | -0.17 | — | #107461 | 0.64 | bull_low | +1.48% | -0.00 |
02/10 05:45
upd 02/10 06:04
|
| 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 | 6b | — | 2.658×ATR | p12 | +0.016×ATR | p1 |
| 4h | ↑ up | early | 9b | — | 1.709×ATR | p0 | -0.02×ATR | p2 |
| 1h | ↓ down | mid | 5b | — | 0.317×ATR | p0 | +1.064×ATR | p68 |
| 15m | ↑ up | mid | 3b | — | 3.161×ATR | p62 | +1.489×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
Indicators:
0.0984215
0.094245
0.09633325
1790834400
1790935200
2.4787
29
0.8649
1790931600
0.0984215
0.8276
1
0.4442
1
1
6
5
Signal Details
Signaux confirmants (19)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 06:13 | 0.09917000 | 0% |
| 2 | 06:25 | 0.09917000 | 0% |
| 3 | 06:37 | 0.09931900 | +0.15% |
| 4 | 06:47 | 0.09931900 | +0.15% |
| 5 | 06:58 | 0.09931900 | +0.15% |
| 6 | 07:10 | 0.09877400 | -0.399% |
| 7 | 07:20 | 0.09877400 | -0.399% |
| 8 | 07:29 | 0.09877400 | -0.399% |
| 9 | 07:40 | 0.09928200 | +0.113% |
| 10 | 07:51 | 0.09928200 | +0.113% |
| 11 | 08:03 | 0.09928200 | +0.113% |
| 12 | 08:17 | 0.09845000 | -0.726% |
| 13 | 08:28 | 0.09845000 | -0.726% |
| 14 | 08:39 | 0.09952800 | +0.361% |
| 15 | 08:50 | 0.09952800 | +0.361% |
| 16 | 09:00 | 0.09952800 | +0.361% |
| 17 | 09:12 | 0.10009000 | +0.928% |
| 18 | 09:22 | 0.10009000 | +0.928% |
| 19 | 09:33 | 0.10009000 | +0.928% |
Market Structure Score: 0
No Market Structure V2 data for this trade.
No Trend Analyzer data for this trade.
Order Book Imbalance
Microstructure
↑ Bid Wall (Support)
↓ Ask Wall (Resistance)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.09917 | 0.09616 | 0.1067 | 2.5 | 0.0525 |
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 = 0.09616 - 0.09917 = -0.00301
Récompense (distance jusqu'au take profit):
E - TP = 0.09917 - 0.1067 = -0.00753
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00753 / -0.00301 = 2.5017
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 263.9913 | 100 | 2662.0082 | 3.00 |
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 / -0.00301 = -2657.81
Taille de position USD = -2657.81 x 0.09917 = -263.58
Donc, tu peux acheter -2657.81 avec un stoploss a 0.09616
Avec un position size USD de -263.58$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -2657.81 x -0.00301 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -2657.81 x -0.00753 = 20.01
Si Take Profit atteint, tu gagneras 20.01$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 7.59 % | 20.04 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.04 % | 8.01 $ |
| PNL | PNL % |
|---|---|
| -8.01 $ | -3.04 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.4113 % | 112.39 % | 31 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.09917 | 0.09616 | 0.1067 | 2.5 | 0.0525 |
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 = 0.09616 - 0.09917 = -0.00301
Récompense (distance jusqu'au take profit):
E - TP = 0.09917 - 0.1067 = -0.00753
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00753 / -0.00301 = 2.5017
Array
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)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.876% | 0.6R | -0.892% | 0.3R | 2.1× | 12 |
| 2h | +1.876% | 0.6R | -1.349% | 0.4R | 1.4× | 24 |
| 4h | +4.064% | 1.3R | -1.349% | 0.4R | 3.0× | 48 |
| 8h | +4.497% | 1.5R | -3.598% | 1.2R | 1.3× | 96 |
| 12h ★ | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 144 |
| 24h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 288 |
| 36h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 432 |
| 48h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 576 |
| 72h | +4.497% | 1.5R | -9.981% | 3.3R | 0.5× | 864 |
computed 2 weeks ago
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