Short Trade on ZRO (BalanceBreakoutRegime)
With 90.22 ZRO at 1.636$ per unit. Take profit: 1.414 (13.55 %) & Stop Loss: 1.7244 (5.42 %)
28 Oct 2026 at 23:07:30
hyperliquid
ZRO
SHORT
BalanceBreakoutRegime
hyperliquid
28 Oct 2026 23:07
→ 08:30
· 9 hours
Position
Entry 1.6357$
Qty 90.2151 ZRO
Size 147.5649$ (margin 100$) (leverage 1)
Risk Setup
TP 1.414 (+13.55%)
TP $ 20$
SL 1.7244 (-5.42%)
SL $ 8$
RR 2.5
Status
loss
PnL
-5.42%
/ -8$
MAE -10.04%
MFE +1.89%
0.4R
expires
29 Oct 11:07
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 231619)
#25 / 70
OUT
seuil : top 15
score du 28/10/2026 23:00
score du 28/10/2026 23:00
Avg Rank 8h: 0.3527
Quality Score
0.576
score brut du coin
Quality Rank
#25 / 70
OUT
seuil : top 15
Signal Confidence
83 %
OK
seuil : ≥ 40%
BTC Regime Score
+1
−4 → +4 (macro BTC)
Coin Regime Score
0
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+1
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
5.42 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD SKIP
rank + confidence + regime + SL size
V4 Shadow Analysis
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
Quality Rank
#25 / 70
OUT
seuil : top 15
Signal Confidence
83 %
OK
seuil : ≥ 40%
Combined Regime Score
+1
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
5.42 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
0/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | clear | 0.58×ATR |
| 4h | clear | 1.33×ATR |
| 1d | clear | 3.14×ATR |
Move Maturity — move down late = adverse (SHORT)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | late | BLOCKED |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | early | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 Shadow Analysis
V6 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
9.1M $
volume USDT au moment du signal
28/10 23:00
28/10 23:00
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (-3) 27/10 20:00 Operational (4H) : bear_high (+2) 28/10 16:00 Tactical (1H) : bear_high (+1) 28/10 21:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7204
Voir snapshot →
range
compression
range_bound
| Strategic |
range
0.25 |
compression
0 |
| Operational |
range
0.25 |
compression
0 |
| Tactical |
bear
0.55 |
expansion
+1 |
| Micro |
bear
0.90 |
expansion
|
MTF alignment :
0.65
Stability :
0.73
Transition risk :
0.27
Score contribution (this trade)
+1
Market Breadth
Breadth Score
6.7%
Macro
alt_capitulation
Local 4h
bearish
Leadership
btc_leading
Legacy leadership :
btc
Breadth state
stable
Δ 15m
→-0.003
Δ 1h
→-0.049
Δ 4h
▼-0.706
Δ 12h
→-0.017
Δ 24h
▼-0.763
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 96.0% |
| 1h | 12.0% |
| 4h | 4.0% |
| 24h | 10.0% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 96.0% | +0.19% |
| 4h | 10.0% | -4.35% |
| 24h | 16.0% | -3.86% |
Expansion & Tails (4h)
Up ≥1σ
0.0%
Down ≥1σ
80.0%
Expansion
80.0%
Tail ↑
+0.92
Tail ↓
+0.51
Dispersion :
0.239
Universe :
50
(+2 vs prev)
· ≥ $2.0M
+2 added
·
-0 removed
Regime confidence :
0.84
Snapshot évalué :
28/10 23:01
· env range_bound
Quality Score
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.
1D
Calculé le
28/10/2026 20:00
Score brut
0.3512
Score SMA
0.3756
Rank
#31
/ 66
Rank Norm SMA 8h
0.5385
Rank Norm SMA
0.6218
Calculé le
28/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4054 | r1h: 0.000% · r4h: 0.000% · r1d: 1.33% · r3d: -3.58% · ema21_slope: -0.3856% · dist_ema21: -6.045% |
| Force Relative | 25% | 0.4552 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.80% · rs_3d: -5.09% · beta_24h: 1.832 |
| Volume | 20% | 0.1675 | rvol_20: 0.44× · zscore_50: -0.662 · trend: -41.30% |
| Qualité Tendance | 15% | 0.5486 | ADX: 24.7 (weak) · Chop: 57.6 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 11.610% (optimal 0.3–3 %) |
1H
Calculé le
28/10/2026 23:00
Score brut
0.5763
Score SMA
—
Rank
—
Rank Norm SMA 8h
0.3527
Rank Norm SMA
—
Calculé le
28/10/2026 23:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3466 | r1h: 0.572% · r4h: -3.931% · r1d: -4.84% · r3d: -4.14% · ema21_slope: -0.0559% · dist_ema21: -3.512% |
| Force Relative | 25% | 0.3941 | rs_1h: 0.622% · rs_4h: -2.307% · rs_1d: -3.61% · rs_3d: -4.63% · beta_24h: 2.480 |
| Volume | 20% | 0.8450 | rvol_20: 2.62× · zscore_50: 2.591 · trend: 49.80% |
| Qualité Tendance | 15% | 0.6985 | ADX: 23.8 (weak) · Chop: 37.9 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.133% (optimal 0.3–3 %) |
4H
Calculé le
28/10/2026 20:00
Score brut
0.3856
Score SMA
0.3755
Rank
#64
/ 66
Rank Norm SMA 8h
0.1000
Rank Norm SMA
0.1150
Calculé le
28/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3180 | r1h: 0.000% · r4h: -3.463% · r1d: 1.33% · r3d: -3.58% · ema21_slope: -0.0637% · dist_ema21: -0.699% |
| Force Relative | 25% | 0.3422 | rs_1h: 0.000% · rs_4h: -3.145% · rs_1d: 0.80% · rs_3d: -5.09% · beta_24h: 2.751 |
| Volume | 20% | 0.3334 | rvol_20: 1.17× · zscore_50: -0.174 · trend: -21.90% |
| Qualité Tendance | 15% | 0.4464 | ADX: 16.2 (weak) · Chop: 61.5 (neutral) |
| Volatilité | 10% | 0.7098 | ATR%: 3.871% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -5.423%
(0.0887)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.614% | 0.3R | -0.000% | 0.0R | — | 12 |
| 2h | +1.614% | 0.3R | -1.100% | 0.2R | 1.5× | 24 |
| 4h | +1.614% | 0.3R | -2.042% | 0.4R | 0.8× | 48 |
| 8h | +1.889% | 0.4R | -2.690% | 0.5R | 0.7× | 96 |
| 12h ★ | +1.889% | 0.4R | -10.045% | 1.9R | 0.2× | 143 |
| 24h | +13.175% | 2.4R | -10.045% | 1.9R | 1.3× | 287 |
| 36h | +13.175% | 2.4R | -10.045% | 1.9R | 1.3× | 431 |
| 48h | +13.175% | 2.4R | -10.045% | 1.9R | 1.3× | 575 |
| 72h | +13.175% | 2.4R | -14.324% | 2.6R | 0.9× | 864 |
⏱ MFE in 1297 min
MAE in 592 min
✗ Adverse move came first
computed 2 weeks ago
Prediction
ML Trade Score: -100
ML Pullback Score: 1.6
Prediction Score: N/A
Contexte Multi-Timeframe (au signal)
ⓘ| 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 | transition | bullish_transition | moderate | fading | compression | bull_high |
52%
|
noisy_chop 38% | early | — | — | 0.41 | bull_high | +4.55% | -0.89 | 27/10 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | fading | normal | bear_high |
56%
|
noisy_chop 37% | early | — | near -0.2ATR | 0.38 | range_high | -0.37% | -0.38 | 28/10 16:00 |
| 1h | ↔ neutral | range | range | moderate | balanced | expansion | bear_high |
56%
|
noisy_chop 44% | late | — | — | 0.56 | bear_medium | -0.95% | -0.40 | 28/10 21:00 |
| 15m | ↓ down | range | range | strong | grind | normal | bear_high_confirmed |
60%
|
noisy_chop 52% | late | — | — | 0.57 | bear_low_confirmed | -1.14% | -0.36 | 28/10 22:45 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| 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
#444656
|
↔ neutral | transition | bullish_transition | moderate | fading | 0.537 | compression | bull_high |
52%
|
noisy_chop 38% | early 16b -0.5ATR | — | — | 0.44 | 80% | ↓ -0.50 | above_value | +0.35 | — | #211853 | 0.41 | bull_high | +4.55% | -0.89 |
27/10 20:00
upd 28/10 20:21
|
|
4h
#444546
|
↓ down | transition | bearish_transition | moderate | fading | 0.631 | normal | bear_high |
56%
|
noisy_chop 37% | early 10b -0.2ATR | — | near -0.2ATR | 1.17 | 35% | ↔ +0.06 | above_value | +0.35 | — | #211853 | 0.38 | range_high | -0.37% | -0.38 |
28/10 16:00
upd 28/10 20:14
|
|
1h
anchor #445348
|
↔ neutral | range | range | moderate | balanced | 0.598 | expansion | bear_high |
56%
|
noisy_chop 44% | late 5b -1.9ATR | — | — | 1.15 | 55% | ↑ +0.57 | below_value | -1.74 | inside | #212186 | 0.56 | bear_medium | -0.95% | -0.40 |
28/10 21:00
upd 28/10 22:11
|
|
15m
#445627
|
↓ down | range | range | strong | grind | 0.468 | normal | bear_high_confirmed |
60%
|
noisy_chop 52% | late 10b -2.1ATR | — | — | 0.23 | 44% | ↑ +0.60 | below_value | -1.74 | — | #212186 | 0.57 | bear_low_confirmed | -1.14% | -0.36 |
28/10 22:45
upd 28/10 23:01
|
| 5m | Pas de snapshot | ||||||||||||||||||||||||
Source : table pivot
trade_context_snapshots — lit les colonnes SQL réelles
(donc évolue avec les futures features ajoutées à market_context_snapshots).
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | early | 16b | — | 4×ATR | p28 | -0.538×ATR | p33 |
| 4h | ↑ up | early | 10b | — | 1.524×ATR | p0 | -0.192×ATR | p13 |
| 1h | ↓ down | late | 5b | — | 4.288×ATR | p87 | -1.93×ATR | p90 |
| 15m | ↓ down | late | 10b | — | 4.571×ATR | p86 | -2.094×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
Signal
BalanceBreakoutRegime - SELL
Indicators:
- long_trend: -1
- confidence: 0.8341
- reason: down_bo width=2.78×ATR dur=31b phase=fresh
- stop_price: 1.72437692
- tp_price: 1.41400769
- atr:
- score: 0.8340834473742
- exit_rules:
- expires_at: 2026-10-29T15:07:21.891612
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.8340834473742
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.0211
- obi_top10 : 0.0371
- micro_price : 1.62843
- spread_pct : 0.030705
- mid_price : 1.62865
- bid_wall_price : 1.62
- bid_wall_size : 195454.4
- bid_wall_dist_atr :
- ask_wall_price : 1.63
- ask_wall_size : 117554
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.0225
- obi_top5_std : 0.0014
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7095
- aggregation_tick : 0.01
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
1.7666
- balance_zone_bottom:
1.6756
- balance_zone_mid:
1.7211
- balance_zone_start_time:
1793134800
- balance_zone_end_time:
1793242800
- balance_zone_width_atr:
2.777
- balance_zone_duration_bars:
31
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.8341
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1793235600
- balance_zone_breakout_price:
1.6756
- strategy_details
- balance_metrics_inside_close_ratio:
0.871
- balance_metrics_bars_since_breakout:
2
- balance_metrics_distance_to_edge_atr:
1.2176
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
2
- balance_metrics_touch_lower:
9
- regime : bear_high
- atr_entry : 0.03276924 ¸
Signal Details
duration_bars
31
inside_close_ratio
0.871
bars_since_breakout
2
distance_to_edge_atr
1.2176
Signaux confirmants (6)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 23:07 | 1.63570000 | 0% |
| 2 | 23:17 | 1.63570000 | 0% |
| 3 | 23:26 | 1.63570000 | 0% |
| 4 | 01:05 | 1.64550000 | +0.599% |
| 5 | 01:14 | 1.64550000 | +0.599% |
| 6 | 01:24 | 1.64550000 | +0.599% |
Market Structure
Market Structure Score: 0
Market Structure V2
No Market Structure V2 data for this trade.
Trend Analyzer 1H
No Trend Analyzer data for this trade.
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7095ms
Confidence avant OB :
83%
→
83%
Order Book Imbalance
OBI Top 5
0.021
avg 0.023
± 0.001
OBI Top 10
0.037
Microstructure
Mid Price
1.6287
Micro Price
1.6284
Spread
0.0307%
↑ Bid Wall (Support)
Price
1.6200
Size
195,454.40
↓ Ask Wall (Resistance)
Price
1.6300
Size
117,554.00
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.6357 | 1.7244 | 1.414 | 2.5 | 1.4687 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 1.6357
- Stop Loss: 1.7244
- Take Profit: 1.414
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.7244 - 1.6357 = 0.0887
-
Récompense (distance jusqu'au take profit):
E - TP = 1.6357 - 1.414 = 0.2217
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.2217 / 0.0887 = 2.4994
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 147.5649 | 100 | 90.2151 | 1.00 |
Details
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
- Account Size 100
- Risk per trade 8 %
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:
- Risk Amount 8
- Distance Stop Loss 0.0887
Taille de position = 8 / 0.0887 = 90.19
Taille de position USD = 90.19 x 1.6357 = 147.52
Donc, tu peux acheter 90.19 avec un stoploss a 1.7244
Avec un position size USD de 147.52$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 90.19 x 0.0887 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 90.19 x 0.2217 = 20
Si Take Profit atteint, tu gagneras 20$
Résumé
- Taille de position 90.19
- Taille de position USD 147.52
- Perte potentielle 8
- Gain potentiel 20
- Risk-Reward Ratio 2.4994
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 13.55 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.42 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -5.42 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -6.3459 % | 117.02 % | 13 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.6357 | 1.7244 | 1.414 | 2.5 | 1.4687 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 1.6357
- Stop Loss: 1.7244
- Take Profit: 1.414
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.7244 - 1.6357 = 0.0887
-
Récompense (distance jusqu'au take profit):
E - TP = 1.6357 - 1.414 = 0.2217
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.2217 / 0.0887 = 2.4994
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -5.423%
(0.0887)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.614% | 0.3R | -0.000% | 0.0R | — | 12 |
| 2h | +1.614% | 0.3R | -1.100% | 0.2R | 1.5× | 24 |
| 4h | +1.614% | 0.3R | -2.042% | 0.4R | 0.8× | 48 |
| 8h | +1.889% | 0.4R | -2.690% | 0.5R | 0.7× | 96 |
| 12h ★ | +1.889% | 0.4R | -10.045% | 1.9R | 0.2× | 143 |
| 24h | +13.175% | 2.4R | -10.045% | 1.9R | 1.3× | 287 |
| 36h | +13.175% | 2.4R | -10.045% | 1.9R | 1.3× | 431 |
| 48h | +13.175% | 2.4R | -10.045% | 1.9R | 1.3× | 575 |
| 72h | +13.175% | 2.4R | -14.324% | 2.6R | 0.9× | 864 |
⏱ MFE in 1297 min
MAE in 592 min
✗ Adverse move came first
computed 2 weeks ago
Commentaires
Aucun commentaire.