Long Trade on FIL (BalanceBreakoutRegime)
With 237.91 FIL at 1.067$ per unit. Take profit: 1.1513 (7.88 %) & Stop Loss: 1.0336 (3.15 %)
Long Trade on FIL (BalanceBreakoutRegime)
With 237.91 FIL at 1.067$ per unit. Take profit: 1.1513 (7.88 %) & Stop Loss: 1.0336 (3.15 %)
Position
Entry 1.0672$
Qty 237.9128 FIL
Size 253.9006$ (margin 100$) (leverage 3)
Risk Setup
TP 1.1513 (+7.88%)
TP $ 20.01$
SL 1.0336 (-3.15%)
SL $ 7.99$
RR 2.5
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.8495
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 | -0.13×ATR |
| 4h | near | 0.29×ATR |
| 1d | clear | 1.15×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 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) 01/10 20:00 Operational (4H) : bull_high (+2) 03/10 00:00 Tactical (1H) : bull_high (+1) 03/10 05:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.55 |
expansion
+1 |
| Tactical |
range
0.25 |
transition
0 |
| Micro |
range
0.25 |
compression
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 62.7% |
| 1h | 74.6% |
| 4h | 47.5% |
| 24h | 17.0% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 62.7% | +0.05% |
| 4h | 47.5% | -0.09% |
| 24h | 32.2% | -3.98% |
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% | 0.7418 | r1h: 0.000% · r4h: 0.000% · r1d: 1.26% · r3d: -2.38% · ema21_slope: 1.2484% · dist_ema21: 5.332% |
| Force Relative | 25% | 0.5617 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 1.68% · rs_3d: -3.41% · beta_24h: 1.571 |
| Volume | 20% | 0.2207 | rvol_20: 0.43× · zscore_50: -0.228 · trend: -23.12% |
| Qualité Tendance | 15% | 0.6447 | ADX: 29.6 (trend) · Chop: 50.8 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 9.083% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5749 | r1h: 1.382% · r4h: 1.132% · r1d: 2.56% · r3d: -1.09% · ema21_slope: 0.1362% · dist_ema21: 2.075% |
| Force Relative | 25% | 0.6228 | rs_1h: 1.413% · rs_4h: 1.189% · rs_1d: 4.63% · rs_3d: -2.24% · beta_24h: 2.298 |
| Volume | 20% | 0.1625 | rvol_20: 0.20× · zscore_50: -0.562 · trend: -56.38% |
| Qualité Tendance | 15% | 0.5664 | ADX: 15.9 (weak) · Chop: 46.3 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.411% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4676 | r1h: 0.000% · r4h: -1.881% · r1d: 0.46% · r3d: -1.66% · ema21_slope: -0.1469% · dist_ema21: 0.268% |
| Force Relative | 25% | 0.4423 | rs_1h: 0.000% · rs_4h: -1.730% · rs_1d: 2.26% · rs_3d: -3.19% · beta_24h: 1.199 |
| Volume | 20% | 0.1584 | rvol_20: 0.48× · zscore_50: -0.896 · trend: -36.37% |
| Qualité Tendance | 15% | 0.4697 | ADX: 15.1 (weak) · Chop: 57.5 (neutral) |
| Volatilité | 10% | 0.8611 | ATR%: 3.417% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.909% | 0.3R | 0.0× | 12 |
| 2h | +0.469% | 0.2R | -0.909% | 0.3R | 0.5× | 24 |
| 4h | +0.469% | 0.2R | -1.387% | 0.4R | 0.3× | 48 |
| 8h | +1.471% | 0.5R | -1.387% | 0.4R | 1.1× | 96 |
| 12h ★ | +1.471% | 0.5R | -1.387% | 0.4R | 1.1× | 144 |
| 24h | +1.471% | 0.5R | -1.387% | 0.4R | 1.1× | 288 |
| 36h | +1.471% | 0.5R | -2.221% | 0.7R | 0.7× | 432 |
| 48h | +2.155% | 0.7R | -2.221% | 0.7R | 1.0× | 576 |
| 72h | +13.475% | 4.3R | -2.221% | 0.7R | 6.1× | 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 | transition | bullish_transition | moderate | explosive | volatile_reversal | bull_high |
58%
|
noisy_chop 39% | early | near -0.3ATR | — | 0.61 | bull_high | +13.14% | +0.93 | 01/10 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | strong | explosive | compression | bull_high |
55%
|
noisy_chop 34% | early | — | near 0.3ATR | 0.38 | bull_high | +1.93% | -0.25 | 03/10 00:00 |
| 1h | ↑ up | range | range | moderate | grind | expansion | bull_high |
62%
|
noisy_chop 43% | late | — | near -0.1ATR | 0.47 | range_medium | +0.06% | +0.33 | 03/10 05:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | fading | compression | bull_medium |
60%
|
noisy_chop 41% | late | — | near -1.8ATR | 0.65 | range_low | -0.26% | +0.07 | 03/10 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
#207609
|
↑ up | transition | bullish_transition | moderate | explosive | 0.689 | volatile_reversal | bull_high |
58%
|
noisy_chop 39% | early 6b 0.5ATR | near -0.3ATR | — | 0.43 | 84% | ↓ -0.55 | above_value | -0.28 | — | #110077 | 0.61 | bull_high | +13.14% | +0.93 |
01/10 20:00
upd 02/10 20:23
|
|
4h
#211002
|
↔ neutral | transition | bearish_transition | strong | explosive | 0.786 | compression | bull_high |
55%
|
noisy_chop 34% | early 3b 0.1ATR | — | near 0.3ATR | 0.48 | 20% | ↑ +0.15 | above_value | -1.19 | — | #111564 | 0.38 | bull_high | +1.93% | -0.25 |
03/10 00:00
upd 03/10 04:14
|
|
1h
anchor #211862
|
↑ up | range | range | moderate | grind | 0.598 | expansion | bull_high |
62%
|
noisy_chop 43% | late 1b 1.6ATR | — | near -0.1ATR | 0.20 | 10% | ↓ -0.70 | above_value | +0.18 | — | #111973 | 0.47 | range_medium | +0.06% | +0.33 |
03/10 05:00
upd 03/10 06:11
|
|
15m
#211783
|
↑ up | transition | bullish_transition | moderate | fading | 0.357 | compression | bull_medium |
60%
|
noisy_chop 41% | late 7b 2.3ATR | — | near -1.8ATR | 1.14 | 58% | ↔ +0.04 | above_value | -0.79 | — | #111810 | 0.65 | range_low | -0.26% | +0.07 |
03/10 05:45
upd 03/10 06:02
|
| 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 | — | 2.094×ATR | p0 | +0.485×ATR | p34 |
| 4h | ↑ up | early | 3b | — | 2.402×ATR | p33 | +0.086×ATR | p4 |
| 1h | ↑ up | late | 1b | — | 1.5×ATR | p2 | +1.611×ATR | p83 |
| 15m | ↑ up | late | 7b | — | 3.764×ATR | p59 | +2.251×ATR | p89 |
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:
1.05345
1.01655
1.035
1790888400
1791021600
2.5881
38
0.7605
1791018000
1.05345
0.7105
1
0.9644
0
8
8
Signal Details
Signaux confirmants (30)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 06:13 | 1.06720000 | 0% |
| 2 | 06:23 | 1.06720000 | 0% |
| 3 | 06:33 | 1.06720000 | 0% |
| 4 | 06:42 | 1.06100000 | -0.581% |
| 5 | 06:52 | 1.06100000 | -0.581% |
| 6 | 07:02 | 1.06100000 | -0.581% |
| 7 | 07:13 | 1.05880000 | -0.787% |
| 8 | 07:22 | 1.05880000 | -0.787% |
| 9 | 07:32 | 1.05880000 | -0.787% |
| 10 | 07:42 | 1.06580000 | -0.131% |
| 11 | 07:51 | 1.06580000 | -0.131% |
| 12 | 08:01 | 1.06580000 | -0.131% |
| 13 | 08:14 | 1.07100000 | +0.356% |
| 14 | 08:25 | 1.07100000 | +0.356% |
| 15 | 08:35 | 1.05740000 | -0.918% |
| 16 | 08:45 | 1.05740000 | -0.918% |
| 17 | 08:54 | 1.05740000 | -0.918% |
| 18 | 09:04 | 1.05740000 | -0.918% |
| 19 | 09:14 | 1.05530000 | -1.115% |
| 20 | 09:24 | 1.05530000 | -1.115% |
| 21 | 09:33 | 1.05530000 | -1.115% |
| 22 | 09:42 | 1.05810000 | -0.853% |
| 23 | 09:52 | 1.05810000 | -0.853% |
| 24 | 10:01 | 1.05810000 | -0.853% |
| 25 | 10:13 | 1.06110000 | -0.572% |
| 26 | 10:23 | 1.06110000 | -0.572% |
| 27 | 10:32 | 1.06110000 | -0.572% |
| 28 | 10:42 | 1.06980000 | +0.244% |
| 29 | 10:51 | 1.06980000 | +0.244% |
| 30 | 11:00 | 1.06980000 | +0.244% |
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 |
|---|---|---|---|---|
| 1.0672 | 1.0336 | 1.1513 | 2.5 | 0.6032 |
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 = 1.0336 - 1.0672 = -0.0336
Récompense (distance jusqu'au take profit):
E - TP = 1.0672 - 1.1513 = -0.0841
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0841 / -0.0336 = 2.503
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 253.9006 | 100 | 237.9128 | 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 / -0.0336 = -238.1
Taille de position USD = -238.1 x 1.0672 = -254.1
Donc, tu peux acheter -238.1 avec un stoploss a 1.0336
Avec un position size USD de -254.1$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -238.1 x -0.0336 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -238.1 x -0.0841 = 20.02
Si Take Profit atteint, tu gagneras 20.02$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 7.88 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.15 % | 7.99 $ |
| PNL | PNL % |
|---|---|
| -0.86 $ | -0.34 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.3868 % | 44.05 % | 14 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.0672 | 1.0336 | 1.1513 | 2.5 | 0.6032 |
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 = 1.0336 - 1.0672 = -0.0336
Récompense (distance jusqu'au take profit):
E - TP = 1.0672 - 1.1513 = -0.0841
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0841 / -0.0336 = 2.503
Array
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Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.909% | 0.3R | 0.0× | 12 |
| 2h | +0.469% | 0.2R | -0.909% | 0.3R | 0.5× | 24 |
| 4h | +0.469% | 0.2R | -1.387% | 0.4R | 0.3× | 48 |
| 8h | +1.471% | 0.5R | -1.387% | 0.4R | 1.1× | 96 |
| 12h ★ | +1.471% | 0.5R | -1.387% | 0.4R | 1.1× | 144 |
| 24h | +1.471% | 0.5R | -1.387% | 0.4R | 1.1× | 288 |
| 36h | +1.471% | 0.5R | -2.221% | 0.7R | 0.7× | 432 |
| 48h | +2.155% | 0.7R | -2.221% | 0.7R | 1.0× | 576 |
| 72h | +13.475% | 4.3R | -2.221% | 0.7R | 6.1× | 864 |
computed 3 weeks ago
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