Long Trade on BCH (BalanceBreakoutRegime)
With 1.67 BCH at 311.61$ per unit. Take profit: 323.5552 (3.83 %) & Stop Loss: 306.8319 (1.53 %)
Long Trade on BCH (BalanceBreakoutRegime)
With 1.67 BCH at 311.61$ per unit. Take profit: 323.5552 (3.83 %) & Stop Loss: 306.8319 (1.53 %)
Position
Entry 311.61$
Qty 1.6743 BCH
Size 521.7331$ (margin 100$) (leverage 5)
Risk Setup
TP 323.5552 (+3.83%)
TP $ 20$
SL 306.8319 (-1.53%)
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: 0.6409
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 | 1.27×ATR |
| 4h | clear | 1.53×ATR |
| 1d | clear | 1.78×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↓ down | 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) : bull_high (+2) 02/10 12:00 Tactical (1H) : bear_high (-1) 02/10 18:00 Score : +4 / ±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 |
transition
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 49.2% |
| 1h | 86.2% |
| 4h | 81.5% |
| 24h | 27.7% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 47.7% | +0.00% |
| 4h | 76.9% | +1.41% |
| 24h | 36.9% | -1.04% |
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% | 0.6815 | r1h: 0.000% · r4h: 0.000% · r1d: 1.02% · r3d: -0.25% · ema21_slope: 2.0220% · dist_ema21: 5.944% |
| Force Relative | 25% | 0.4882 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -0.45% · rs_3d: -1.91% · beta_24h: 1.233 |
| Volume | 20% | 0.2355 | rvol_20: 0.38× · zscore_50: -0.173 · trend: -14.72% |
| Qualité Tendance | 15% | 0.8451 | ADX: 41.4 (trend) · Chop: 28.0 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 6.492% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6035 | r1h: 1.020% · r4h: 2.481% · r1d: 0.76% · r3d: 1.33% · ema21_slope: -0.0556% · dist_ema21: 0.610% |
| Force Relative | 25% | 0.6083 | rs_1h: 1.065% · rs_4h: 2.243% · rs_1d: 1.17% · rs_3d: 0.30% · beta_24h: 1.427 |
| Volume | 20% | 0.1510 | rvol_20: 0.08× · zscore_50: -0.736 · trend: -50.37% |
| Qualité Tendance | 15% | 0.6855 | ADX: 22.3 (weak) · Chop: 29.2 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.133% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5741 | r1h: 0.000% · r4h: 2.481% · r1d: 0.76% · r3d: 1.33% · ema21_slope: -0.0428% · dist_ema21: 0.264% |
| Force Relative | 25% | 0.5038 | rs_1h: 0.000% · rs_4h: 2.243% · rs_1d: 1.17% · rs_3d: 0.30% · beta_24h: 1.483 |
| Volume | 20% | 0.1499 | rvol_20: 0.22× · zscore_50: -0.982 · trend: -38.52% |
| Qualité Tendance | 15% | 0.4703 | ADX: 16.7 (weak) · Chop: 59.1 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.433% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.706% | 0.5R | -0.000% | 0.0R | — | 12 |
| 2h | +0.873% | 0.6R | -0.000% | 0.0R | — | 24 |
| 4h | +0.873% | 0.6R | -0.485% | 0.3R | 1.8× | 48 |
| 8h | +0.873% | 0.6R | -0.988% | 0.6R | 0.9× | 96 |
| 12h ★ | +0.873% | 0.6R | -0.988% | 0.6R | 0.9× | 144 |
| 24h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 288 |
| 36h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 432 |
| 48h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 576 |
| 72h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 864 |
computed 3 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 | early_expansion | bullish_transition | strong | balanced | expansion_after_compression | bull_high |
68%
|
noisy_chop 44% | early | — | — | 0.65 | bull_high | +13.92% | +0.97 | 30/09 20:00 |
| 4h | ↔ neutral | range | range | moderate | balanced | normal | bull_high |
54%
|
noisy_chop 34% | early | near -0.9ATR | — | 0.49 | bull_high | +1.76% | -0.29 | 02/10 12:00 |
| 1h | ↓ down | range | range | strong | balanced | expansion | bear_high |
62%
|
noisy_chop 37% | mid | — | — | 0.40 | range_medium | +0.05% | +0.07 | 02/10 18:00 |
| 15m | ↔ neutral | transition | bearish_transition | strong | balanced | compression | range_medium |
45%
|
choppy 56% | late | — | near -0.6ATR | 0.68 | range_low | -0.65% | +0.33 | 02/10 19:45 |
| 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
#197552
|
↑ up | early_expansion | bullish_transition | strong | balanced | 0.670 | expansion_after_compression | bull_high |
68%
|
noisy_chop 44% | early 8b 0.7ATR | — | — | 0.38 | 75% | ↑ +0.69 | above_value | +0.43 | — | #105781 | 0.65 | bull_high | +13.92% | +0.97 |
30/09 20:00
upd 01/10 20:19
|
|
4h
#205667
|
↔ neutral | range | range | moderate | balanced | 0.607 | normal | bull_high |
54%
|
noisy_chop 34% | early 1b -0.9ATR | near -0.9ATR | — | 2.24 | 88% | ↑ +0.46 | value | -1.00 | — | #109295 | 0.49 | bull_high | +1.76% | -0.29 |
02/10 12:00
upd 02/10 16:14
|
|
1h
anchor #206990
|
↓ down | range | range | strong | balanced | 0.386 | expansion | bear_high |
62%
|
noisy_chop 37% | mid 4b -0.3ATR | — | — | 0.06 | 1% | ↔ +0.03 | above_value | +0.14 | — | #109890 | 0.40 | range_medium | +0.05% | +0.07 |
02/10 18:00
upd 02/10 19:09
|
|
15m
#207332
|
↔ neutral | transition | bearish_transition | strong | balanced | 0.654 | compression | range_medium |
45%
|
choppy 56% | late 20b 3.1ATR | — | near -0.6ATR | 0.53 | 23% | ↓ -0.74 | above_value | +0.14 | — | #109890 | 0.68 | range_low | -0.65% | +0.33 |
02/10 19:45
upd 02/10 20:01
|
| 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 | ↓ down | early | 8b | — | 2.836×ATR | p6 | +0.689×ATR | p41 |
| 4h | ↓ down | early | 1b | — | 1.828×ATR | p6 | -0.928×ATR | p52 |
| 1h | ↑ up | mid | 4b | — | 3.421×ATR | p79 | -0.292×ATR | p24 |
| 15m | ↑ up | late | 20b | — | 11.093×ATR | p100 | +3.097×ATR | p96 |
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:
310.6
303.735
307.1675
1790787600
1790985600
2.0457
56
0.8239
1790982000
310.6
0.6964
1
0.301
0
7
5
Signal Details
Signaux confirmants (26)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 20:13 | 311.61000000 | 0% |
| 2 | 20:25 | 311.61000000 | 0% |
| 3 | 20:35 | 313.81000000 | +0.706% |
| 4 | 20:46 | 313.81000000 | +0.706% |
| 5 | 20:56 | 313.81000000 | +0.706% |
| 6 | 21:07 | 312.28000000 | +0.215% |
| 7 | 21:17 | 312.28000000 | +0.215% |
| 8 | 21:26 | 312.28000000 | +0.215% |
| 9 | 21:36 | 313.96000000 | +0.754% |
| 10 | 21:46 | 313.96000000 | +0.754% |
| 11 | 21:55 | 313.96000000 | +0.754% |
| 12 | 22:07 | 312.54000000 | +0.298% |
| 13 | 22:18 | 312.54000000 | +0.298% |
| 14 | 22:28 | 312.54000000 | +0.298% |
| 15 | 22:38 | 312.30000000 | +0.221% |
| 16 | 22:48 | 312.30000000 | +0.221% |
| 17 | 22:58 | 312.30000000 | +0.221% |
| 18 | 23:09 | 312.35000000 | +0.237% |
| 19 | 23:19 | 312.35000000 | +0.237% |
| 20 | 23:29 | 312.35000000 | +0.237% |
| 21 | 23:39 | 311.67000000 | +0.019% |
| 22 | 23:49 | 311.67000000 | +0.019% |
| 23 | 23:58 | 311.67000000 | +0.019% |
| 24 | 00:11 | 310.80000000 | -0.26% |
| 25 | 00:22 | 310.80000000 | -0.26% |
| 26 | 00:31 | 310.80000000 | -0.26% |
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 |
|---|---|---|---|---|
| 311.61 | 306.8319 | 323.5552 | 2.5 | 200.75 |
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 = 306.8319 - 311.61 = -4.7781
Récompense (distance jusqu'au take profit):
E - TP = 311.61 - 323.5552 = -11.9452
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -11.9452 / -4.7781 = 2.5
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 521.7331 | 100 | 1.6743 | 5.00 |
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 / -4.7781 = -1.67
Taille de position USD = -1.67 x 311.61 = -520.39
Donc, tu peux acheter -1.67 avec un stoploss a 306.8319
Avec un position size USD de -520.39$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -1.67 x -4.7781 = 7.98
Si Stop Loss atteint, tu perdras 7.98$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -1.67 x -11.9452 = 19.95
Si Take Profit atteint, tu gagneras 19.95$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.83 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.53 % | 8 $ |
| PNL | PNL % |
|---|---|
| -0.1 $ | -0.02 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.9884 % | 64.46 % | 21 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 311.61 | 306.8319 | 323.5552 | 2.5 | 200.75 |
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 = 306.8319 - 311.61 = -4.7781
Récompense (distance jusqu'au take profit):
E - TP = 311.61 - 323.5552 = -11.9452
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -11.9452 / -4.7781 = 2.5
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.706% | 0.5R | -0.000% | 0.0R | — | 12 |
| 2h | +0.873% | 0.6R | -0.000% | 0.0R | — | 24 |
| 4h | +0.873% | 0.6R | -0.485% | 0.3R | 1.8× | 48 |
| 8h | +0.873% | 0.6R | -0.988% | 0.6R | 0.9× | 96 |
| 12h ★ | +0.873% | 0.6R | -0.988% | 0.6R | 0.9× | 144 |
| 24h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 288 |
| 36h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 432 |
| 48h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 576 |
| 72h | +3.565% | 2.3R | -0.988% | 0.6R | 3.6× | 864 |
computed 3 weeks ago
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