Short Trade on ETH (BalanceBreakoutRegime)
With 0.23 ETH at 2306.8$ per unit. Take profit: 2221.2166 (3.71 %) & Stop Loss: 2341.0334 (1.48 %)
Short Trade on ETH (BalanceBreakoutRegime)
With 0.23 ETH at 2306.8$ per unit. Take profit: 2221.2166 (3.71 %) & Stop Loss: 2341.0334 (1.48 %)
Position
Entry 2306.8$
Qty 0.2337 ETH
Size 539.0765$ (margin 100$) (leverage 5)
Risk Setup
TP 2221.2166 (+3.71%)
TP $ 20$
SL 2341.0334 (-1.48%)
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: 0.4957
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | 0.43×ATR |
| 4h | near | 0.28×ATR |
| 1d | clear | 7.85×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | late | BLOCKED |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | mid | 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) : range_high (0) 27/10 20:00 Operational (4H) : bear_high (+2) 28/10 16:00 Tactical (1H) : bear_medium (+1) 28/10 21:00 Score : +3 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
range
0.25 |
compression
0 |
| Operational |
range
0.25 |
compression
0 |
| 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 | 14.3% |
| 1h | 6.1% |
| 4h | 6.1% |
| 24h | 26.5% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 16.3% | -0.30% |
| 4h | 14.3% | -2.03% |
| 24h | 28.6% | -1.40% |
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% | 0.2916 | r1h: 0.000% · r4h: 0.000% · r1d: 0.37% · r3d: 1.27% · ema21_slope: -0.3522% · dist_ema21: -2.879% |
| Force Relative | 25% | 0.4467 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -0.16% · rs_3d: -0.24% · beta_24h: 1.358 |
| Volume | 20% | 0.2452 | rvol_20: 0.83× · zscore_50: -0.631 · trend: -24.20% |
| Qualité Tendance | 15% | 0.5278 | ADX: 28.5 (trend) · Chop: 64.2 (range) |
| Volatilité | 10% | 0.7653 | ATR%: 3.704% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3942 | r1h: -1.717% · r4h: -2.149% · r1d: -1.76% · r3d: -0.04% · ema21_slope: -0.0041% · dist_ema21: -1.532% |
| Force Relative | 25% | 0.4648 | rs_1h: -0.358% · rs_4h: -0.469% · rs_1d: -0.60% · rs_3d: -0.37% · beta_24h: 1.200 |
| Volume | 20% | 0.3514 | rvol_20: 1.00× · zscore_50: 0.168 · trend: -5.26% |
| Qualité Tendance | 15% | 0.7330 | ADX: 28.0 (trend) · Chop: 37.7 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 0.763% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4759 | r1h: 0.000% · r4h: -0.548% · r1d: 0.37% · r3d: 1.27% · ema21_slope: 0.0031% · dist_ema21: 0.426% |
| Force Relative | 25% | 0.4825 | rs_1h: 0.000% · rs_4h: -0.230% · rs_1d: -0.16% · rs_3d: -0.24% · beta_24h: 1.324 |
| Volume | 20% | 0.5374 | rvol_20: 1.62× · zscore_50: 0.925 · trend: 22.93% |
| Qualité Tendance | 15% | 0.5518 | ADX: 25.7 (trend) · Chop: 58.3 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.357% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.637% | 0.4R | -0.256% | 0.2R | 2.5× | 12 |
| 2h | +0.637% | 0.4R | -0.256% | 0.2R | 2.5× | 24 |
| 4h | +0.637% | 0.4R | -1.188% | 0.8R | 0.5× | 48 |
| 8h | +0.637% | 0.4R | -1.188% | 0.8R | 0.5× | 96 |
| 12h ★ | +0.637% | 0.4R | -1.188% | 0.8R | 0.5× | 144 |
| 24h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 288 |
| 36h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 432 |
| 48h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 576 |
| 72h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 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 | compression | range_high |
30%
|
noisy_chop 34% | mid | — | — | 0.91 | bull_high | +3.86% | -0.40 | 27/10 20:00 |
| 4h | ↔ neutral | range | range | strong | balanced | normal | bear_high |
58%
|
noisy_chop 35% | early | near 0.3ATR | near 0.3ATR | 0.87 | range_high | -0.42% | -0.01 | 28/10 16:00 |
| 1h | ↔ neutral | range | range | moderate | balanced | volatile_reversal | bear_medium |
48%
|
noisy_chop 45% | late | near 0.4ATR | — | 0.91 | bear_medium | -0.95% | -0.05 | 28/10 21:00 |
| 15m | ↔ neutral | range | range | strong | fading | compression | bear_low |
45%
|
choppy 47% | late | near -1.4ATR | — | 0.92 | bear_low_confirmed | -1.19% | -0.04 | 28/10 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
#444571
|
↔ neutral | range | range | moderate | grind | 0.566 | compression | range_high |
30%
|
noisy_chop 34% | mid 37b -1.0ATR | — | — | 0.47 | 13% | ↓ -0.28 | value | +1.83 | — | #211832 | 0.91 | bull_high | +3.86% | -0.40 |
27/10 20:00
upd 28/10 20:16
|
|
4h
#444503
|
↔ neutral | range | range | strong | balanced | 0.679 | normal | bear_high |
58%
|
noisy_chop 35% | early 2b 0.4ATR | near 0.3ATR | near 0.3ATR | 1.45 | 71% | ↔ +0.06 | value | +1.83 | — | #211832 | 0.87 | range_high | -0.42% | -0.01 |
28/10 16:00
upd 28/10 20:12
|
|
1h
anchor #445326
|
↔ neutral | range | range | moderate | balanced | 0.595 | volatile_reversal | bear_medium |
48%
|
noisy_chop 45% | late 5b -1.8ATR | near 0.4ATR | — | 1.00 | 75% | ↑ +0.38 | above_value | -0.85 | — | #212165 | 0.91 | bear_medium | -0.95% | -0.05 |
28/10 21:00
upd 28/10 22:10
|
|
15m
#445259
|
↔ neutral | range | range | strong | fading | 0.314 | compression | bear_low |
45%
|
choppy 47% | late 18b -5.1ATR | near -1.4ATR | — | 3.92 | 92% | ↑ +0.19 | value | +1.43 | — | #212032 | 0.92 | bear_low_confirmed | -1.19% | -0.04 |
28/10 21:45
upd 28/10 22:00
|
| 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 | mid | 37b | — | 5.367×ATR | p70 | -0.953×ATR | p47 |
| 4h | ↑ up | early | 2b | — | 1.188×ATR | p0 | +0.417×ATR | p37 |
| 1h | ↓ down | late | 5b | — | 4.428×ATR | p84 | -1.773×ATR | p86 |
| 15m | ↓ down | late | 18b | — | 6.682×ATR | p97 | -5.108×ATR | p100 |
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:
2364.1
2314.5
2339.3
1793055600
1793239200
2.8615
52
0.7041
1793235600
2314.5
0.75
1
0.4442
1
1
11
10
Signal Details
Signaux confirmants (24)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 22:12 | 2306.80000000 | 0% |
| 2 | 22:23 | 2306.80000000 | 0% |
| 3 | 22:34 | 2306.80000000 | 0% |
| 4 | 22:43 | 2302.60000000 | -0.182% |
| 5 | 22:53 | 2302.60000000 | -0.182% |
| 6 | 23:03 | 2302.60000000 | -0.182% |
| 7 | 23:13 | 2311.80000000 | +0.217% |
| 8 | 23:23 | 2311.80000000 | +0.217% |
| 9 | 23:33 | 2311.80000000 | +0.217% |
| 10 | 23:42 | 2304.50000000 | -0.1% |
| 11 | 23:51 | 2304.50000000 | -0.1% |
| 12 | 00:01 | 2304.50000000 | -0.1% |
| 13 | 00:14 | 2304.90000000 | -0.082% |
| 14 | 00:23 | 2304.90000000 | -0.082% |
| 15 | 00:33 | 2304.90000000 | -0.082% |
| 16 | 00:43 | 2312.20000000 | +0.234% |
| 17 | 00:51 | 2312.20000000 | +0.234% |
| 18 | 01:01 | 2312.20000000 | +0.234% |
| 19 | 03:14 | 2311.70000000 | +0.212% |
| 20 | 03:23 | 2311.70000000 | +0.212% |
| 21 | 03:34 | 2307.70000000 | +0.039% |
| 22 | 03:43 | 2307.70000000 | +0.039% |
| 23 | 03:53 | 2307.70000000 | +0.039% |
| 24 | 04:04 | 2307.70000000 | +0.039% |
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 |
|---|---|---|---|---|
| 2306.8 | 2341.0334 | 2221.2166 | 2.5 | 1830.1 |
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 = 2341.0334 - 2306.8 = 34.2334
Récompense (distance jusqu'au take profit):
E - TP = 2306.8 - 2221.2166 = 85.5834
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 85.5834 / 34.2334 = 2.5
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 539.0765 | 100 | 0.2337 | 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 / 34.2334 = 0.23
Taille de position USD = 0.23 x 2306.8 = 530.56
Donc, tu peux acheter 0.23 avec un stoploss a 2341.0334
Avec un position size USD de 530.56$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 0.23 x 34.2334 = 7.87
Si Stop Loss atteint, tu perdras 7.87$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 0.23 x 85.5834 = 19.68
Si Take Profit atteint, tu gagneras 19.68$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.71 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.48 % | 8 $ |
| PNL | PNL % |
|---|---|
| -5.26 $ | -0.98 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.1878 % | 80.04 % | 22 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 2306.8 | 2341.0334 | 2221.2166 | 2.5 | 1830.1 |
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 = 2341.0334 - 2306.8 = 34.2334
Récompense (distance jusqu'au take profit):
E - TP = 2306.8 - 2221.2166 = 85.5834
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 85.5834 / 34.2334 = 2.5
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.637% | 0.4R | -0.256% | 0.2R | 2.5× | 12 |
| 2h | +0.637% | 0.4R | -0.256% | 0.2R | 2.5× | 24 |
| 4h | +0.637% | 0.4R | -1.188% | 0.8R | 0.5× | 48 |
| 8h | +0.637% | 0.4R | -1.188% | 0.8R | 0.5× | 96 |
| 12h ★ | +0.637% | 0.4R | -1.188% | 0.8R | 0.5× | 144 |
| 24h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 288 |
| 36h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 432 |
| 48h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 576 |
| 72h | +5.796% | 3.9R | -3.100% | 2.1R | 1.9× | 864 |
computed 2 weeks ago
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