Short Trade on ARB (BalanceBreakoutRegime)
With 2404.42 ARB at 0.164$ per unit. Take profit: 0.1561 (5.05 %) & Stop Loss: 0.1677 (2.01 %)
28 Oct 2026 at 23:43:25
hyperliquid
ARB
SHORT
BalanceBreakoutRegime
hyperliquid
28 Oct 2026 23:43
→ 01:05
· 1 hour
Position
Entry 0.1644$
Qty 2404.4169 ARB
Size 395.2861$ (margin 100$) (leverage 4)
Risk Setup
TP 0.1561 (+5.05%)
TP $ 19.96$
SL 0.1677 (-2.01%)
SL $ 7.93$
RR 2.52
Status
loss
PnL
-2.01%
/ -7.93$
MAE -6.21%
MFE +1.25%
0.6R
expires
29 Oct 11:43
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 231605)
#46 / 70
OUT
seuil : top 15
score du 28/10/2026 23:00
score du 28/10/2026 23:00
Avg Rank 8h: 0.6377
Quality Score
0.525
score brut du coin
Quality Rank
#46 / 70
OUT
seuil : top 15
Signal Confidence
77 %
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
2.01 %
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
#46 / 70
OUT
seuil : top 15
Signal Confidence
77 %
OK
seuil : ≥ 40%
Combined Regime Score
+1
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
2.01 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | -0.30×ATR |
| 4h | near | -0.32×ATR |
| 1d | clear | 1.08×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 | mid | 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)
5.9M $
volume USDT au moment du signal
28/10 23:30
28/10 23:30
| 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_confirmed (+1) 28/10 22:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7206
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
7.2%
Macro
alt_capitulation
Local 4h
bearish
Leadership
btc_leading
Legacy leadership :
btc
Breadth state
stable
Δ 15m
→+0.000
Δ 1h
→-0.004
Δ 4h
▼-0.354
Δ 12h
→-0.045
Δ 24h
▼-0.714
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 37.3% |
| 1h | 62.8% |
| 4h | 3.9% |
| 24h | 11.8% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 37.3% | -0.02% |
| 4h | 11.8% | -3.65% |
| 24h | 15.7% | -3.18% |
Expansion & Tails (4h)
Up ≥1σ
0.0%
Down ≥1σ
70.6%
Expansion
70.6%
Tail ↑
+0.82
Tail ↓
+0.36
Dispersion :
0.224
Universe :
51
(0 vs prev)
· ≥ $2.0M
+0 added
·
-0 removed
Regime confidence :
0.84
Snapshot évalué :
28/10 23:31
· 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
0.3257
Score SMA
0.2724
Rank
#40
/ 66
Rank Norm SMA 8h
0.4000
Rank Norm SMA
0.1501
Calculé le
28/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4039 | r1h: 0.000% · r4h: 0.000% · r1d: 2.83% · r3d: 2.05% · ema21_slope: -0.4954% · dist_ema21: -4.744% |
| Force Relative | 25% | 0.4500 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 2.29% · rs_3d: 0.54% · beta_24h: 2.584 |
| Volume | 20% | 0.1478 | rvol_20: 0.53× · zscore_50: -0.851 · trend: -64.21% |
| Qualité Tendance | 15% | 0.4168 | ADX: 17.2 (weak) · Chop: 66.2 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 8.458% (optimal 0.3–3 %) |
1H
Calculé le
28/10/2026 23:00
Score brut
0.5248
Score SMA
0.4779
Rank
#46
/ 70
Rank Norm SMA 8h
0.6377
Rank Norm SMA
0.2939
Calculé le
28/10/2026 23:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4008 | r1h: -0.548% · r4h: -4.666% · r1d: -2.63% · r3d: -0.89% · ema21_slope: 0.0882% · dist_ema21: -2.556% |
| Force Relative | 25% | 0.3868 | rs_1h: -0.498% · rs_4h: -3.043% · rs_1d: -1.41% · rs_3d: -1.38% · beta_24h: 2.113 |
| Volume | 20% | 0.5331 | rvol_20: 1.38× · zscore_50: 1.166 · trend: 35.55% |
| Qualité Tendance | 15% | 0.6749 | ADX: 21.0 (weak) · Chop: 30.5 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.697% (optimal 0.3–3 %) |
4H
Calculé le
28/10/2026 20:00
Score brut
0.5295
Score SMA
0.4076
Rank
#29
/ 66
Rank Norm SMA 8h
0.5923
Rank Norm SMA
0.1954
Calculé le
28/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4394 | r1h: 0.000% · r4h: -1.415% · r1d: 2.83% · r3d: 2.05% · ema21_slope: -0.0638% · dist_ema21: 1.259% |
| Force Relative | 25% | 0.4780 | rs_1h: 0.000% · rs_4h: -1.096% · rs_1d: 2.29% · rs_3d: 0.54% · beta_24h: 1.991 |
| Volume | 20% | 0.4715 | rvol_20: 1.93× · zscore_50: -0.075 · trend: -13.64% |
| Qualité Tendance | 15% | 0.5594 | ADX: 21.0 (weak) · Chop: 52.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.717% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.007%
(0.0033)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.091% | 0.1R | -0.894% | 0.5R | 0.1× | 12 |
| 2h | +0.091% | 0.1R | -2.597% | 1.3R | 0.0× | 24 |
| 4h | +1.253% | 0.6R | -2.597% | 1.3R | 0.5× | 48 |
| 8h | +1.253% | 0.6R | -3.273% | 1.6R | 0.4× | 96 |
| 12h ★ | +1.253% | 0.6R | -6.211% | 3.1R | 0.2× | 144 |
| 24h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 288 |
| 36h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 432 |
| 48h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 576 |
| 72h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 864 |
⏱ MFE in 1231 min
MAE in 741 min
✗ Adverse move came first
computed 2 weeks ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.43
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 | range | range | moderate | grind | compression | bull_high |
58%
|
noisy_chop 36% | mid | — | — | 0.58 | bull_high | +4.55% | +0.03 | 27/10 20:00 |
| 4h | ↓ down | range | range | moderate | grind | normal | bear_high |
55%
|
noisy_chop 32% | early | near -0.3ATR | near -0.2ATR | 0.54 | range_high | -0.37% | +0.18 | 28/10 16:00 |
| 1h | ↔ neutral | transition | bullish_transition | moderate | grind | volatile_reversal | bear_high_confirmed |
46%
|
noisy_chop 46% | late | near -0.3ATR | — | 0.65 | bear_medium_confirmed | -0.98% | -0.10 | 28/10 22:00 |
| 15m | ↔ neutral | transition | bullish_transition | strong | fading | normal | bear_high |
54%
|
choppy 54% | late | near -1.1ATR | — | 0.67 | bear_low_confirmed | -1.25% | -0.45 | 28/10 23:15 |
| 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
#444600
|
↔ neutral | range | range | moderate | grind | 0.669 | compression | bull_high |
58%
|
noisy_chop 36% | mid 35b -0.6ATR | — | — | 0.53 | 68% | ↓ -0.48 | value | +1.33 | — | #211839 | 0.58 | bull_high | +4.55% | +0.03 |
27/10 20:00
upd 28/10 20:18
|
|
4h
#444518
|
↓ down | range | range | moderate | grind | 0.490 | normal | bear_high |
55%
|
noisy_chop 32% | early 2b 0.5ATR | near -0.3ATR | near -0.2ATR | 1.93 | 38% | ↑ +0.54 | value | +1.33 | — | #211839 | 0.54 | range_high | -0.37% | +0.18 |
28/10 16:00
upd 28/10 20:13
|
|
1h
anchor #445684
|
↔ neutral | transition | bullish_transition | moderate | grind | 0.659 | volatile_reversal | bear_high_confirmed |
46%
|
noisy_chop 46% | late 6b -1.4ATR | near -0.3ATR | — | 1.38 | 76% | ↑ +0.34 | value | -1.29 | — | #212310 | 0.65 | bear_medium_confirmed | -0.98% | -0.10 |
28/10 22:00
upd 28/10 23:09
|
|
15m
#445830
|
↔ neutral | transition | bullish_transition | strong | fading | 0.307 | normal | bear_high |
54%
|
choppy 54% | late 24b -3.2ATR | near -1.1ATR | — | 0.63 | 61% | ↑ +0.27 | value | -1.29 | — | #212310 | 0.67 | bear_low_confirmed | -1.25% | -0.45 |
28/10 23:15
upd 28/10 23:30
|
| 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 | mid | 35b | — | 5.761×ATR | p67 | -0.619×ATR | p27 |
| 4h | ↑ up | early | 2b | — | 1.892×ATR | p0 | +0.517×ATR | p34 |
| 1h | ↓ down | late | 6b | — | 4.838×ATR | p95 | -1.357×ATR | p73 |
| 15m | ↓ down | late | 24b | — | 9.668×ATR | p100 | -3.156×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
Signal
BalanceBreakoutRegime - SELL
Indicators:
- long_trend: -1
- confidence: 0.7656
- reason: down_bo width=1.70×ATR dur=53b phase=fresh
- stop_price: 0.16772721
- tp_price: 0.15608197
- atr:
- score: 0.76557154183711
- exit_rules:
- expires_at: 2026-10-29T15:43:17.593378
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.76557154183711
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : 0.0491
- obi_top10 : 0.0403
- micro_price : 0.16447415
- spread_pct : 0.018242
- mid_price : 0.164475
- bid_wall_price : 0.164
- bid_wall_size : 6042653.506
- bid_wall_dist_atr :
- ask_wall_price : 0.165
- ask_wall_size : 5992058.42
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.0177
- obi_top5_std : 0.0297
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6814
- aggregation_tick : 0.001
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
0.1698
- balance_zone_bottom:
0.1651
- balance_zone_mid:
0.16745
- balance_zone_start_time:
1793055600
- balance_zone_end_time:
1793242800
- balance_zone_width_atr:
1.6955
- balance_zone_duration_bars:
53
- balance_zone_quality: tight
- balance_zone_maturity: established
- balance_zone_confidence:
0.7656
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1793239200
- balance_zone_breakout_price:
0.1651
- strategy_details
- balance_metrics_inside_close_ratio:
0.7925
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.2525
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
13
- balance_metrics_touch_lower:
9
- regime : bear_high
- atr_entry : 0.0027721 ¸
Signal Details
duration_bars
53
inside_close_ratio
0.7925
bars_since_breakout
1
distance_to_edge_atr
0.2525
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 23:43 | 0.16440000 | 0% |
| 2 | 23:52 | 0.16440000 | 0% |
| 3 | 00:02 | 0.16440000 | 0% |
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
6814ms
Confidence avant OB :
77%
→
77%
Order Book Imbalance
OBI Top 5
0.049
avg 0.018
± 0.030
OBI Top 10
0.040
Microstructure
Mid Price
0.1645
Micro Price
0.1645
Spread
0.0182%
↑ Bid Wall (Support)
Price
0.1640
Size
6,042,653.51
↓ Ask Wall (Resistance)
Price
0.1650
Size
5,992,058.42
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1644 | 0.1677 | 0.1561 | 2.52 | 0.1325 |
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 0.1644
- Stop Loss: 0.1677
- Take Profit: 0.1561
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1677 - 0.1644 = 0.0033
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1644 - 0.1561 = 0.0083
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0083 / 0.0033 = 2.5152
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 395.2861 | 100 | 2404.4169 | 4.00 |
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 0.0033
Taille de position = 8 / 0.0033 = 2424.24
Taille de position USD = 2424.24 x 0.1644 = 398.55
Donc, tu peux acheter 2424.24 avec un stoploss a 0.1677
Avec un position size USD de 398.55$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 2424.24 x 0.0033 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 2424.24 x 0.0083 = 20.12
Si Take Profit atteint, tu gagneras 20.12$
Résumé
- Taille de position 2424.24
- Taille de position USD 398.55
- Perte potentielle 8
- Gain potentiel 20.12
- Risk-Reward Ratio 2.5152
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 5.05 % | 19.96 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.01 % | 7.93 $ |
| PNL | PNL % |
|---|---|
| -7.93 $ | -2.01 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.0803 % | 103.64 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1644 | 0.1677 | 0.1561 | 2.52 | 0.1325 |
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 0.1644
- Stop Loss: 0.1677
- Take Profit: 0.1561
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1677 - 0.1644 = 0.0033
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1644 - 0.1561 = 0.0083
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0083 / 0.0033 = 2.5152
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.1561
[entry_price] => 0.1644
[stop_loss] => 0.16803
[rr_ratio] => 2.29
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-29 05:10:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.1561
[entry_price] => 0.1644
[stop_loss] => 0.16836
[rr_ratio] => 2.1
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-29 05:15:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -2.007%
(0.0033)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.091% | 0.1R | -0.894% | 0.5R | 0.1× | 12 |
| 2h | +0.091% | 0.1R | -2.597% | 1.3R | 0.0× | 24 |
| 4h | +1.253% | 0.6R | -2.597% | 1.3R | 0.5× | 48 |
| 8h | +1.253% | 0.6R | -3.273% | 1.6R | 0.4× | 96 |
| 12h ★ | +1.253% | 0.6R | -6.211% | 3.1R | 0.2× | 144 |
| 24h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 288 |
| 36h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 432 |
| 48h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 576 |
| 72h | +11.065% | 5.5R | -7.062% | 3.5R | 1.6× | 864 |
⏱ MFE in 1231 min
MAE in 741 min
✗ Adverse move came first
computed 2 weeks ago
Commentaires
Aucun commentaire.