Short Trade on XLM (BalanceBreakoutRegime)
With 1318.37 XLM at 0.164$ per unit. Take profit: 0.1492 (9.25 %) & Stop Loss: 0.1705 (3.71 %)
Short Trade on XLM (BalanceBreakoutRegime)
With 1318.37 XLM at 0.164$ per unit. Take profit: 0.1492 (9.25 %) & Stop Loss: 0.1705 (3.71 %)
Position
Entry 0.1644$
Qty 1318.3677 XLM
Size 216.7396$ (margin 100$) (leverage 2)
Risk Setup
TP 0.1492 (+9.25%)
TP $ 20.04$
SL 0.1705 (-3.71%)
SL $ 8.04$
RR 2.49
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.6662
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 | 0.22×ATR |
| 4h | clear | — |
| 1d | near | 0.18×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↓ down | late | BLOCKED |
| 1d | ↓ down | late | BLOCKED |
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) : bear_high (+3) 28/10 20:00 Operational (4H) : bear_high_confirmed (+2) 29/10 16:00 Tactical (1H) : bear_high_confirmed (+1) 29/10 22:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
range
0.25 |
range
0 |
| Operational |
range
0.25 |
range
0 |
| Tactical |
bear
0.90 |
transition
+1 |
| Micro |
bear
0.90 |
transition
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 77.9% |
| 1h | 94.8% |
| 4h | 55.8% |
| 24h | 14.3% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 79.2% | +0.21% |
| 4h | 59.7% | +0.48% |
| 24h | 23.4% | -4.88% |
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% | 0.1188 | r1h: 0.000% · r4h: 0.000% · r1d: -5.95% · r3d: -4.26% · ema21_slope: -0.6832% · dist_ema21: -9.808% |
| Force Relative | 25% | 0.3590 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -1.80% · rs_3d: -1.56% · beta_24h: 1.623 |
| Volume | 20% | 0.3591 | rvol_20: 1.43× · zscore_50: -0.234 · trend: -31.07% |
| Qualité Tendance | 15% | 0.5211 | ADX: 25.4 (trend) · Chop: 61.8 (neutral) |
| Volatilité | 10% | 0.1455 | ATR%: 5.563% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3664 | r1h: 0.862% · r4h: -0.799% · r1d: -3.17% · r3d: -3.39% · ema21_slope: -0.1734% · dist_ema21: -2.307% |
| Force Relative | 25% | 0.5254 | rs_1h: 0.071% · rs_4h: 1.235% · rs_1d: 0.00% · rs_3d: -0.39% · beta_24h: 1.199 |
| Volume | 20% | 0.4185 | rvol_20: 0.63× · zscore_50: -0.030 · trend: 109.17% |
| Qualité Tendance | 15% | 0.7659 | ADX: 31.9 (trend) · Chop: 20.2 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.595% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.2418 | r1h: 0.000% · r4h: -4.163% · r1d: -5.95% · r3d: -4.26% · ema21_slope: -0.0221% · dist_ema21: -4.406% |
| Force Relative | 25% | 0.4309 | rs_1h: 0.000% · rs_4h: -0.611% · rs_1d: -1.80% · rs_3d: -1.56% · beta_24h: 1.230 |
| Volume | 20% | 1.0000 | rvol_20: 6.51× · zscore_50: 5.001 · trend: 142.26% |
| Qualité Tendance | 15% | 0.6710 | ADX: 20.5 (weak) · Chop: 32.9 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 2.086% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.225% | 0.1R | -1.174% | 0.3R | 0.2× | 12 |
| 2h | +0.225% | 0.1R | -2.251% | 0.6R | 0.1× | 24 |
| 4h | +0.225% | 0.1R | -2.251% | 0.6R | 0.1× | 48 |
| 8h | +0.225% | 0.1R | -2.251% | 0.6R | 0.1× | 96 |
| 12h ★ | +0.225% | 0.1R | -4.106% | 1.1R | 0.1× | 144 |
| 24h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 288 |
| 36h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 432 |
| 48h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 576 |
| 72h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 864 |
computed 6 days 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 | ↓ down | range | range | moderate | grind | compression | bear_high |
51%
|
noisy_chop 45% | late | near 0.2ATR | — | 0.59 | range_high | +0.21% | -0.85 | 28/10 20:00 |
| 4h | ↓ down | range | range | moderate | balanced | volatile_reversal | bear_high_confirmed |
46%
|
noisy_chop 42% | late | — | — | 0.74 | bear_high_confirmed | -4.29% | -0.14 | 29/10 16:00 |
| 1h | ↓ down | transition | bearish_transition | strong | grind | volatile_reversal | bear_high_confirmed |
53%
|
noisy_chop 43% | mid | near 0.2ATR | — | 0.82 | bear_high_confirmed | -3.63% | +0.01 | 29/10 22:00 |
| 15m | ↓ down | transition | bearish_transition | moderate | grind | compression | bear_high |
61%
|
noisy_chop 38% | mid | — | near -0.7ATR | 0.86 | bear_medium | -1.72% | +0.16 | 29/10 23:30 |
| 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
#454153
|
↓ down | range | range | moderate | grind | 0.399 | compression | bear_high |
51%
|
noisy_chop 45% | late 30b -2.4ATR | near 0.2ATR | — | 1.43 | 70% | ↔ -0.07 | below_value | -3.29 | — | #215759 | 0.59 | range_high | +0.21% | -0.85 |
28/10 20:00
upd 29/10 20:28
|
|
4h
#454118
|
↓ down | range | range | moderate | balanced | 0.552 | volatile_reversal | bear_high_confirmed |
46%
|
noisy_chop 42% | late 1b -2.2ATR | — | — | 6.51 | 95% | ↑ +0.33 | below_value | -3.29 | inside | #215759 | 0.74 | bear_high_confirmed | -4.29% | -0.14 |
29/10 16:00
upd 29/10 20:26
|
|
1h
anchor #455521
|
↓ down | transition | bearish_transition | strong | grind | 0.473 | volatile_reversal | bear_high_confirmed |
53%
|
noisy_chop 43% | mid 2b -1.3ATR | near 0.2ATR | — | 0.63 | 85% | ↑ +0.92 | below_value | -2.71 | — | #216397 | 0.82 | bear_high_confirmed | -3.63% | +0.01 |
29/10 22:00
upd 29/10 23:13
|
|
15m
#455807
|
↓ down | transition | bearish_transition | moderate | grind | 0.465 | compression | bear_high |
61%
|
noisy_chop 38% | mid 6b 1.1ATR | — | near -0.7ATR | 0.17 | 67% | ↔ -0.08 | below_value | -2.71 | — | #216397 | 0.86 | bear_medium | -1.72% | +0.16 |
29/10 23:30
upd 29/10 23:48
|
| 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 | late | 30b | — | 8.34×ATR | p96 | -2.387×ATR | p97 |
| 4h | ↓ down | late | 1b | — | 3.475×ATR | p36 | -2.179×ATR | p90 |
| 1h | ↑ up | mid | 2b | — | 1.87×ATR | p21 | -1.257×ATR | p63 |
| 15m | ↑ up | mid | 6b | — | 3.667×ATR | p71 | +1.071×ATR | p45 |
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:
0.173315
0.16711
0.1702125
1793174400
1793329200
2.4275
44
0.7971
1793304000
0.16711
0.7727
7
1.0602
0
5
5
Signal Details
Signaux confirmants (18)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 23:52 | 0.16440000 | 0% |
| 2 | 00:02 | 0.16440000 | 0% |
| 3 | 00:15 | 0.16413000 | -0.164% |
| 4 | 00:25 | 0.16413000 | -0.164% |
| 5 | 00:37 | 0.16413000 | -0.164% |
| 6 | 00:46 | 0.16538000 | +0.596% |
| 7 | 00:55 | 0.16538000 | +0.596% |
| 8 | 01:06 | 0.16538000 | +0.596% |
| 9 | 04:13 | 0.16546000 | +0.645% |
| 10 | 04:24 | 0.16546000 | +0.645% |
| 11 | 04:36 | 0.16546000 | +0.645% |
| 12 | 04:45 | 0.16577000 | +0.833% |
| 13 | 04:54 | 0.16577000 | +0.833% |
| 14 | 05:05 | 0.16577000 | +0.833% |
| 15 | 05:16 | 0.16528000 | +0.535% |
| 16 | 05:25 | 0.16528000 | +0.535% |
| 17 | 05:35 | 0.16528000 | +0.535% |
| 18 | 05:44 | 0.16510000 | +0.426% |
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)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1644 | 0.1705 | 0.1492 | 2.49 | 0.1509 |
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 = 0.1705 - 0.1644 = 0.0061
Récompense (distance jusqu'au take profit):
E - TP = 0.1644 - 0.1492 = 0.0152
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0152 / 0.0061 = 2.4918
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 216.7396 | 100 | 1318.3677 | 2.00 |
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 / 0.0061 = 1311.48
Taille de position USD = 1311.48 x 0.1644 = 215.61
Donc, tu peux acheter 1311.48 avec un stoploss a 0.1705
Avec un position size USD de 215.61$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 1311.48 x 0.0061 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 1311.48 x 0.0152 = 19.93
Si Take Profit atteint, tu gagneras 19.93$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 9.25 % | 20.04 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.71 % | 8.04 $ |
| PNL | PNL % |
|---|---|
| -8.04 $ | -3.71 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.9659 % | 106.88 % | 6 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1644 | 0.1705 | 0.1492 | 2.49 | 0.1509 |
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 = 0.1705 - 0.1644 = 0.0061
Récompense (distance jusqu'au take profit):
E - TP = 0.1644 - 0.1492 = 0.0152
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0152 / 0.0061 = 2.4918
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.225% | 0.1R | -1.174% | 0.3R | 0.2× | 12 |
| 2h | +0.225% | 0.1R | -2.251% | 0.6R | 0.1× | 24 |
| 4h | +0.225% | 0.1R | -2.251% | 0.6R | 0.1× | 48 |
| 8h | +0.225% | 0.1R | -2.251% | 0.6R | 0.1× | 96 |
| 12h ★ | +0.225% | 0.1R | -4.106% | 1.1R | 0.1× | 144 |
| 24h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 288 |
| 36h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 432 |
| 48h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 576 |
| 72h | +0.225% | 0.1R | -4.860% | 1.3R | 0.1× | 864 |
computed 6 days ago
Aucun commentaire.