Short Trade on ZRO (BalanceBreakoutRegime)
With 85.35 ZRO at 1.631$ per unit. Take profit: 1.3964 (14.37 %) & Stop Loss: 1.7244 (5.75 %)
Short Trade on ZRO (BalanceBreakoutRegime)
With 85.35 ZRO at 1.631$ per unit. Take profit: 1.3964 (14.37 %) & Stop Loss: 1.7244 (5.75 %)
Position
Entry 1.6307$
Qty 85.3483 ZRO
Size 139.1774$ (margin 100$) (leverage 1)
Risk Setup
TP 1.3964 (+14.37%)
TP $ 20$
SL 1.7244 (-5.75%)
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: 0.2767
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 | -0.51×ATR |
| 4h | near | -1.29×ATR |
| 1d | clear | 3.14×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | mid | 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) 27/10 20:00 Operational (4H) : bear_high (+2) 28/10 20:00 Tactical (1H) : bear_high (+1) 29/10 01:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
range
0.25 |
compression
0 |
| Operational |
range
0.25 |
range
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 | 40.0% |
| 1h | 56.0% |
| 4h | 82.0% |
| 24h | 16.0% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 40.0% | -0.01% |
| 4h | 64.0% | +0.64% |
| 24h | 20.0% | -2.31% |
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% | 0.4054 | 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 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3914 | r1h: 0.299% · r4h: 0.972% · r1d: -4.27% · r3d: -3.56% · ema21_slope: -0.1156% · dist_ema21: -2.257% |
| Force Relative | 25% | 0.4554 | rs_1h: 0.327% · rs_4h: 0.681% · rs_1d: -3.44% · rs_3d: -3.52% · beta_24h: 2.371 |
| Volume | 20% | 0.4679 | rvol_20: 1.29× · zscore_50: 0.753 · trend: 18.69% |
| Qualité Tendance | 15% | 0.6742 | ADX: 21.0 (weak) · Chop: 38.3 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.069% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.1916 | r1h: 0.000% · r4h: -4.635% · r1d: -6.98% · r3d: -3.76% · ema21_slope: -0.0544% · dist_ema21: -4.842% |
| Force Relative | 25% | 0.2692 | rs_1h: 0.000% · rs_4h: -2.813% · rs_1d: -5.42% · rs_3d: -4.10% · beta_24h: 2.647 |
| Volume | 20% | 0.3285 | rvol_20: 1.12× · zscore_50: -0.176 · trend: -19.05% |
| Qualité Tendance | 15% | 0.4410 | ADX: 15.5 (weak) · Chop: 61.4 (neutral) |
| Volatilité | 10% | 0.5877 | ATR%: 4.237% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.588% | 0.3R | -0.000% | 0.0R | — | 12 |
| 2h | +1.588% | 0.3R | -0.000% | 0.0R | — | 24 |
| 4h | +1.588% | 0.3R | -1.729% | 0.3R | 0.9× | 48 |
| 8h | +1.588% | 0.3R | -10.382% | 1.8R | 0.2× | 96 |
| 12h ★ | +1.588% | 0.3R | -10.382% | 1.8R | 0.2× | 144 |
| 24h | +12.909% | 2.3R | -10.382% | 1.8R | 1.2× | 288 |
| 36h | +12.909% | 2.3R | -10.382% | 1.8R | 1.2× | 432 |
| 48h | +12.909% | 2.3R | -10.382% | 1.8R | 1.2× | 576 |
| 72h | +12.909% | 2.3R | -15.999% | 2.8R | 0.8× | 864 |
computed 1 week 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 | 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 | expansion | bear_high |
52%
|
noisy_chop 41% | mid | near -1.3ATR | — | 0.39 | bear_high | -2.15% | -0.69 | 28/10 20:00 |
| 1h | ↓ down | range | range | moderate | balanced | expansion | bear_high |
58%
|
noisy_chop 41% | early | near -0.5ATR | — | 0.58 | range_medium | -0.60% | -0.39 | 29/10 01:00 |
| 15m | ↓ down | transition | bearish_transition | strong | balanced | compression | bear_high |
62%
|
noisy_chop 44% | mid | near 0.4ATR | — | 0.58 | range_low | -0.68% | -0.16 | 29/10 02:15 |
| 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
#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
#446089
|
↓ down | transition | bearish_transition | moderate | fading | 0.656 | expansion | bear_high |
52%
|
noisy_chop 41% | mid 1b -1.3ATR | near -1.3ATR | — | 1.12 | 33% | ↔ +0.09 | below_value | -2.12 | — | #212467 | 0.39 | bear_high | -2.15% | -0.69 |
28/10 20:00
upd 29/10 00:14
|
|
1h
anchor #446868
|
↓ down | range | range | moderate | balanced | 0.431 | expansion | bear_high |
58%
|
noisy_chop 41% | early 2b -1.0ATR | near -0.5ATR | — | 1.29 | 68% | ↑ +0.43 | below_value | -1.35 | inside | #212822 | 0.58 | range_medium | -0.60% | -0.39 |
29/10 01:00
upd 29/10 02:11
|
|
15m
#447017
|
↓ down | transition | bearish_transition | strong | balanced | 0.536 | compression | bear_high |
62%
|
noisy_chop 44% | mid 4b -1.2ATR | near 0.4ATR | — | 0.66 | 71% | ↓ -0.57 | below_value | -1.35 | — | #212822 | 0.58 | range_low | -0.68% | -0.16 |
29/10 02:15
upd 29/10 02:31
|
| 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 | 16b | — | 4×ATR | p28 | -0.538×ATR | p33 |
| 4h | ↓ down | mid | 1b | — | 2.287×ATR | p6 | -1.314×ATR | p72 |
| 1h | ↑ up | early | 2b | — | 0.951×ATR | p0 | -0.987×ATR | p49 |
| 15m | ↓ down | mid | 4b | — | 2.585×ATR | p42 | -1.16×ATR | p66 |
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:
1.7666
1.6756
1.7211
1793134800
1793253600
2.7298
34
0.8158
1793235600
1.6756
0.7941
5
1.3469
0
2
9
Signal Details
Signaux confirmants (9)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 02:38 | 1.63070000 | 0% |
| 2 | 02:47 | 1.63070000 | 0% |
| 3 | 02:56 | 1.63070000 | 0% |
| 4 | 06:08 | 1.63430000 | +0.221% |
| 5 | 06:19 | 1.63430000 | +0.221% |
| 6 | 06:28 | 1.63430000 | +0.221% |
| 7 | 06:38 | 1.64800000 | +1.061% |
| 8 | 06:47 | 1.64800000 | +1.061% |
| 9 | 06:55 | 1.64800000 | +1.061% |
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 |
|---|---|---|---|---|
| 1.6307 | 1.7244 | 1.3964 | 2.5 | 1.3958 |
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 = 1.7244 - 1.6307 = 0.0937
Récompense (distance jusqu'au take profit):
E - TP = 1.6307 - 1.3964 = 0.2343
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.2343 / 0.0937 = 2.5005
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 139.1774 | 100 | 85.3483 | 1.00 |
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 / 0.0937 = 85.38
Taille de position USD = 85.38 x 1.6307 = 139.23
Donc, tu peux acheter 85.38 avec un stoploss a 1.7244
Avec un position size USD de 139.23$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 85.38 x 0.0937 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 85.38 x 0.2343 = 20
Si Take Profit atteint, tu gagneras 20$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 14.37 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 5.75 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -5.75 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -6.672 % | 116.12 % | 10 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.6307 | 1.7244 | 1.3964 | 2.5 | 1.3958 |
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 = 1.7244 - 1.6307 = 0.0937
Récompense (distance jusqu'au take profit):
E - TP = 1.6307 - 1.3964 = 0.2343
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.2343 / 0.0937 = 2.5005
Array
(
)
Array
(
[1.1] => Array
(
[take_profit] => 1.3964
[entry_price] => 1.6307
[stop_loss] => 1.73377
[rr_ratio] => 2.27
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-29 12:30:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 1.3964
[entry_price] => 1.6307
[stop_loss] => 1.74314
[rr_ratio] => 2.08
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-29 12:30:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 1.3964
[entry_price] => 1.6307
[stop_loss] => 1.75251
[rr_ratio] => 1.92
[sl_change_percentage] => 1.3
[closed_at] => 2026-10-29 12:35:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 1.3964
[entry_price] => 1.6307
[stop_loss] => 1.77125
[rr_ratio] => 1.67
[sl_change_percentage] => 1.5
[closed_at] => 2026-10-29 12:35:00+00
[result] => loss
)
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.588% | 0.3R | -0.000% | 0.0R | — | 12 |
| 2h | +1.588% | 0.3R | -0.000% | 0.0R | — | 24 |
| 4h | +1.588% | 0.3R | -1.729% | 0.3R | 0.9× | 48 |
| 8h | +1.588% | 0.3R | -10.382% | 1.8R | 0.2× | 96 |
| 12h ★ | +1.588% | 0.3R | -10.382% | 1.8R | 0.2× | 144 |
| 24h | +12.909% | 2.3R | -10.382% | 1.8R | 1.2× | 288 |
| 36h | +12.909% | 2.3R | -10.382% | 1.8R | 1.2× | 432 |
| 48h | +12.909% | 2.3R | -10.382% | 1.8R | 1.2× | 576 |
| 72h | +12.909% | 2.3R | -15.999% | 2.8R | 0.8× | 864 |
computed 1 week ago
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