Short Trade on ARB (BalanceBreakoutRegime)
With 2189.75 ARB at 0.163$ per unit. Take profit: 0.1543 (5.63 %) & Stop Loss: 0.1671 (2.2 %)
Short Trade on ARB (BalanceBreakoutRegime)
With 2189.75 ARB at 0.163$ per unit. Take profit: 0.1543 (5.63 %) & Stop Loss: 0.1671 (2.2 %)
Position
Entry 0.1635$
Qty 2189.7531 ARB
Size 357.9589$ (margin 100$) (leverage 4)
Risk Setup
TP 0.1543 (+5.63%)
TP $ 20.15$
SL 0.1671 (-2.2%)
SL $ 7.88$
RR 2.56
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.3505
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 | clear | — |
| 4h | clear | 1.67×ATR |
| 1d | clear | 1.08×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↓ down | mid | 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) : bull_high (-3) 27/10 20:00 Operational (4H) : bear_high (+2) 29/10 00:00 Tactical (1H) : bear_high (+1) 29/10 03:00 Score : 0 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
range
0.25 |
compression
0 |
| Operational |
bear
0.55 |
expansion
+1 |
| Tactical |
bear
0.55 |
expansion
+1 |
| Micro |
bear
0.55 |
transition
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 52.0% |
| 1h | 70.0% |
| 4h | 20.0% |
| 24h | 2.0% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 54.0% | +0.02% |
| 4h | 44.0% | -0.52% |
| 24h | 16.0% | -3.46% |
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% | 0.4039 | 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 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3908 | r1h: -0.791% · r4h: -1.349% · r1d: -3.31% · r3d: -3.65% · ema21_slope: -0.0340% · dist_ema21: -2.761% |
| Force Relative | 25% | 0.3942 | rs_1h: -0.646% · rs_4h: -1.334% · rs_1d: -1.80% · rs_3d: -3.43% · beta_24h: 2.132 |
| Volume | 20% | 0.3100 | rvol_20: 0.91× · zscore_50: 0.122 · trend: -23.22% |
| Qualité Tendance | 15% | 0.6479 | ADX: 17.7 (weak) · Chop: 31.6 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.635% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2802 | r1h: 0.000% · r4h: -1.349% · r1d: -3.31% · r3d: -3.65% · ema21_slope: -0.0785% · dist_ema21: -3.499% |
| Force Relative | 25% | 0.3778 | rs_1h: 0.000% · rs_4h: -1.334% · rs_1d: -1.80% · rs_3d: -3.43% · beta_24h: 2.064 |
| Volume | 20% | 0.2071 | rvol_20: 0.67× · zscore_50: -0.705 · trend: -29.85% |
| Qualité Tendance | 15% | 0.5662 | ADX: 19.9 (weak) · Chop: 50.5 (neutral) |
| Volatilité | 10% | 0.9581 | ATR%: 3.126% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.110% | 0.1R | -1.413% | 0.6R | 0.1× | 12 |
| 2h | +0.110% | 0.1R | -1.413% | 0.6R | 0.1× | 24 |
| 4h | +0.110% | 0.1R | -3.841% | 1.7R | 0.0× | 48 |
| 8h | +0.110% | 0.1R | -7.651% | 3.5R | 0.0× | 96 |
| 12h ★ | +0.110% | 0.1R | -7.651% | 3.5R | 0.0× | 144 |
| 24h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 288 |
| 36h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 432 |
| 48h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 576 |
| 72h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 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 | 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 | strong | grind | expansion | bear_high |
54%
|
noisy_chop 34% | mid | — | — | 0.55 | bear_high | -2.12% | -0.29 | 29/10 00:00 |
| 1h | ↓ down | range | range | strong | balanced | volatile_reversal | bear_high |
49%
|
noisy_chop 45% | mid | — | — | 0.65 | bear_medium | -1.03% | -0.13 | 29/10 03:00 |
| 15m | ↓ down | transition | bearish_transition | strong | grind | compression | bear_medium |
62%
|
noisy_chop 44% | late | — | — | 0.67 | range_low | -0.70% | -0.06 | 29/10 04:00 |
| 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
#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
#447597
|
↓ down | range | range | strong | grind | 0.334 | expansion | bear_high |
54%
|
noisy_chop 34% | mid 2b -1.2ATR | — | — | 0.67 | 7% | ↑ +0.45 | below_value | -2.08 | — | #213091 | 0.55 | bear_high | -2.12% | -0.29 |
29/10 00:00
upd 29/10 04:12
|
|
1h
anchor #447596
|
↓ down | range | range | strong | balanced | 0.494 | volatile_reversal | bear_high |
49%
|
noisy_chop 45% | mid 2b -1.5ATR | — | — | 0.91 | 57% | ↓ -0.26 | below_value | -2.08 | inside | #213091 | 0.65 | bear_medium | -1.03% | -0.13 |
29/10 03:00
upd 29/10 04:12
|
|
15m
#447679
|
↓ down | transition | bearish_transition | strong | grind | 0.480 | compression | bear_medium |
62%
|
noisy_chop 44% | late 11b -1.7ATR | — | — | 0.50 | 24% | ↑ +0.19 | below_value | -2.08 | — | #213091 | 0.67 | range_low | -0.70% | -0.06 |
29/10 04:00
upd 29/10 04:16
|
| 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 | 35b | — | 5.761×ATR | p67 | -0.619×ATR | p27 |
| 4h | ↓ down | mid | 2b | — | 3.057×ATR | p32 | -1.237×ATR | p71 |
| 1h | ↓ down | mid | 2b | — | 2.104×ATR | p30 | -1.464×ATR | p77 |
| 15m | ↓ down | late | 11b | — | 4.952×ATR | p92 | -1.745×ATR | p77 |
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:
0.16964
0.164105
0.1668725
1793059200
1793260800
2.2062
57
0.7847
1793257200
0.164105
0.7895
1
0.2531
0
13
8
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 04:17 | 0.16347000 | -0.018% |
| 2 | 04:27 | 0.16347000 | -0.018% |
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 |
|---|---|---|---|---|
| 0.1635 | 0.1671 | 0.1543 | 2.56 | 0.1269 |
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 = 0.1671 - 0.1635 = 0.0036
Récompense (distance jusqu'au take profit):
E - TP = 0.1635 - 0.1543 = 0.0092
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0092 / 0.0036 = 2.5556
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 357.9589 | 100 | 2189.7531 | 4.00 |
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 / 0.0036 = 2222.22
Taille de position USD = 2222.22 x 0.1635 = 363.33
Donc, tu peux acheter 2222.22 avec un stoploss a 0.1671
Avec un position size USD de 363.33$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 2222.22 x 0.0036 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 2222.22 x 0.0092 = 20.44
Si Take Profit atteint, tu gagneras 20.44$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 5.63 % | 20.15 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.2 % | 7.88 $ |
| PNL | PNL % |
|---|---|
| -7.88 $ | -2.20 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.3119 % | 105 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1635 | 0.1671 | 0.1543 | 2.56 | 0.1269 |
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 = 0.1671 - 0.1635 = 0.0036
Récompense (distance jusqu'au take profit):
E - TP = 0.1635 - 0.1543 = 0.0092
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0092 / 0.0036 = 2.5556
Array
(
)
Array
(
[1.1] => Array
(
[take_profit] => 0.1543
[entry_price] => 0.1635
[stop_loss] => 0.16746
[rr_ratio] => 2.32
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-29 10:35:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.1543
[entry_price] => 0.1635
[stop_loss] => 0.16782
[rr_ratio] => 2.13
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-29 10:45:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.1543
[entry_price] => 0.1635
[stop_loss] => 0.16818
[rr_ratio] => 1.97
[sl_change_percentage] => 1.3
[closed_at] => 2026-10-29 10:50:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.1543
[entry_price] => 0.1635
[stop_loss] => 0.1689
[rr_ratio] => 1.7
[sl_change_percentage] => 1.5
[closed_at] => 2026-10-29 10:50:00+00
[result] => loss
)
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.110% | 0.1R | -1.413% | 0.6R | 0.1× | 12 |
| 2h | +0.110% | 0.1R | -1.413% | 0.6R | 0.1× | 24 |
| 4h | +0.110% | 0.1R | -3.841% | 1.7R | 0.0× | 48 |
| 8h | +0.110% | 0.1R | -7.651% | 3.5R | 0.0× | 96 |
| 12h ★ | +0.110% | 0.1R | -7.651% | 3.5R | 0.0× | 144 |
| 24h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 288 |
| 36h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 432 |
| 48h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 576 |
| 72h | +10.575% | 4.8R | -7.651% | 3.5R | 1.4× | 864 |
computed 1 week ago
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