Short Trade on WLFI (BalanceBreakoutRegime)
With 6830.31 WLFI at 0.0505$ per unit. Take profit: 0.04761 (5.8 %) & Stop Loss: 0.05171 (2.31 %)
Short Trade on WLFI (BalanceBreakoutRegime)
With 6830.31 WLFI at 0.0505$ per unit. Take profit: 0.04761 (5.8 %) & Stop Loss: 0.05171 (2.31 %)
Position
Entry 0.05054$
Qty 6830.3095 WLFI
Size 345.2107$ (margin 100$) (leverage 3)
Risk Setup
TP 0.04761 (+5.8%)
TP $ 20.01$
SL 0.05171 (-2.31%)
SL $ 7.99$
RR 2.5
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.6113
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 | -1.31×ATR |
| 4h | near | -2.04×ATR |
| 1d | near | -1.43×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | 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_confirmed (+3) 28/10 20:00 Operational (4H) : bear_high_confirmed (+2) 30/10 04:00 Tactical (1H) : bear_high (+1) 30/10 07:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
range
0.25 |
range
0 |
| Operational |
bear
0.55 |
expansion
+1 |
| Tactical |
bear
0.90 |
transition
+1 |
| Micro |
bear
0.55 |
expansion
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 51.3% |
| 1h | 67.5% |
| 4h | 62.5% |
| 24h | 12.5% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 67.5% | +0.03% |
| 4h | 83.8% | +0.55% |
| 24h | 27.5% | -4.62% |
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% | 0.2195 | r1h: 0.000% · r4h: 0.000% · r1d: -2.32% · r3d: -3.93% · ema21_slope: -0.3719% · dist_ema21: -6.285% |
| Force Relative | 25% | 0.4983 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 1.82% · rs_3d: -1.23% · beta_24h: 0.829 |
| Volume | 20% | 0.9009 | rvol_20: 2.95× · zscore_50: 2.335 · trend: 64.62% |
| Qualité Tendance | 15% | 0.5693 | ADX: 22.1 (weak) · Chop: 52.4 (neutral) |
| Volatilité | 10% | 0.7138 | ATR%: 3.859% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4098 | r1h: -0.160% · r4h: -1.279% · r1d: -1.41% · r3d: -3.46% · ema21_slope: -0.0406% · dist_ema21: -1.318% |
| Force Relative | 25% | 0.5370 | rs_1h: 0.442% · rs_4h: -0.255% · rs_1d: 2.09% · rs_3d: -0.27% · beta_24h: 0.439 |
| Volume | 20% | 0.2023 | rvol_20: 0.35× · zscore_50: -0.201 · trend: -38.26% |
| Qualité Tendance | 15% | 0.6307 | ADX: 24.7 (weak) · Chop: 47.5 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.116% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3439 | r1h: 0.000% · r4h: -1.279% · r1d: -1.41% · r3d: -3.46% · ema21_slope: -0.1461% · dist_ema21: -2.589% |
| Force Relative | 25% | 0.5170 | rs_1h: 0.000% · rs_4h: -0.255% · rs_1d: 2.09% · rs_3d: -0.27% · beta_24h: 0.525 |
| Volume | 20% | 0.3901 | rvol_20: 0.73× · zscore_50: -0.143 · trend: 72.27% |
| Qualité Tendance | 15% | 0.6831 | ADX: 28.0 (trend) · Chop: 44.4 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.596% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.387% | 0.6R | -0.075% | 0.0R | 18.4× | 12 |
| 2h | +1.387% | 0.6R | -0.291% | 0.1R | 4.8× | 24 |
| 4h | +1.387% | 0.6R | -0.760% | 0.3R | 1.8× | 48 |
| 8h | +1.387% | 0.6R | -0.760% | 0.3R | 1.8× | 96 |
| 12h ★ | +1.387% | 0.6R | -0.760% | 0.3R | 1.8× | 143 |
| 24h | +1.755% | 0.8R | -0.760% | 0.3R | 2.3× | 287 |
| 36h | +1.755% | 0.8R | -0.760% | 0.3R | 2.3× | 432 |
| 48h | +1.755% | 0.8R | -0.760% | 0.3R | 2.3× | 575 |
| 72h | +1.755% | 0.8R | -1.553% | 0.7R | 1.1× | 864 |
computed 1 day 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 | strong | fading | compression | bear_high_confirmed |
56%
|
noisy_chop 36% | late | near -1.4ATR | — | 0.38 | range_high | +0.21% | -0.51 | 28/10 20:00 |
| 4h | ↓ down | early_expansion | bearish_transition | strong | explosive | expansion | bear_high_confirmed |
62%
|
noisy_chop 39% | late | near -2.0ATR | — | 0.29 | bear_high_confirmed | -4.79% | -0.08 | 30/10 04:00 |
| 1h | ↓ down | range | range | moderate | balanced | volatile_reversal | bear_high |
54%
|
noisy_chop 38% | mid | near -1.3ATR | — | 0.30 | bear_high | -3.25% | +0.30 | 30/10 07:00 |
| 15m | ↔ neutral | range | range | strong | fading | compression | bear_medium |
58%
|
noisy_chop 43% | mid | near -0.4ATR | — | 0.51 | bear_low | -1.79% | -0.03 | 30/10 08:30 |
| 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
#454222
|
↓ down | range | range | strong | fading | 0.593 | compression | bear_high_confirmed |
56%
|
noisy_chop 36% | late 47b -1.9ATR | near -1.4ATR | — | 2.95 | 85% | ↑ +0.70 | below_value | -4.19 | — | #215774 | 0.38 | range_high | +0.21% | -0.51 |
28/10 20:00
upd 29/10 20:32
|
|
4h
#460271
|
↓ down | early_expansion | bearish_transition | strong | explosive | 0.392 | expansion | bear_high_confirmed |
62%
|
noisy_chop 39% | late 1b -1.7ATR | near -2.0ATR | — | 0.73 | 85% | ↑ +0.59 | below_value | -4.33 | — | #218330 | 0.29 | bear_high_confirmed | -4.79% | -0.08 |
30/10 04:00
upd 30/10 08:32
|
|
1h
anchor #460270
|
↓ down | range | range | moderate | balanced | 0.440 | volatile_reversal | bear_high |
54%
|
noisy_chop 38% | mid 6b -1.0ATR | near -1.3ATR | — | 0.35 | 73% | ↓ -0.23 | below_value | -4.33 | — | #218330 | 0.30 | bear_high | -3.25% | +0.30 |
30/10 07:00
upd 30/10 08:32
|
|
15m
#460394
|
↔ neutral | range | range | strong | fading | 0.303 | compression | bear_medium |
58%
|
noisy_chop 43% | mid 11b -1.5ATR | near -0.4ATR | — | 0.08 | 8% | ↓ -0.59 | below_value | -4.33 | — | #218330 | 0.51 | bear_low | -1.79% | -0.03 |
30/10 08:30
upd 30/10 08:45
|
| 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 | 47b | — | 5.335×ATR | p63 | -1.871×ATR | p90 |
| 4h | ↓ down | late | 1b | — | 2.04×ATR | p0 | -1.65×ATR | p92 |
| 1h | ↓ down | mid | 6b | — | 2.916×ATR | p55 | -1.032×ATR | p61 |
| 15m | ↓ down | mid | 11b | — | 3.466×ATR | p68 | -1.456×ATR | p75 |
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:
0.052215
0.0511015
0.05165825
1793203200
1793361600
2.0619
45
0.7619
1793354400
0.0511015
0.7556
2
1.0379
0
11
9
Signal Details
Signaux confirmants (18)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 09:05 | 0.05054100 | +0.002% |
| 2 | 09:19 | 0.05052900 | -0.022% |
| 3 | 09:31 | 0.05052900 | -0.022% |
| 4 | 10:21 | 0.05037700 | -0.323% |
| 5 | 10:33 | 0.05037700 | -0.323% |
| 6 | 10:44 | 0.05037000 | -0.336% |
| 7 | 10:55 | 0.05037000 | -0.336% |
| 8 | 11:09 | 0.05052000 | -0.04% |
| 9 | 11:22 | 0.05052000 | -0.04% |
| 10 | 11:35 | 0.05052000 | -0.04% |
| 11 | 11:47 | 0.05035000 | -0.376% |
| 12 | 11:59 | 0.05035000 | -0.376% |
| 13 | 12:17 | 0.05060500 | +0.129% |
| 14 | 12:31 | 0.05060500 | +0.129% |
| 15 | 12:44 | 0.05081400 | +0.542% |
| 16 | 12:56 | 0.05081400 | +0.542% |
| 17 | 13:12 | 0.05043800 | -0.202% |
| 18 | 13:24 | 0.05043800 | -0.202% |
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 |
|---|---|---|---|---|
| 0.05054 | 0.05171 | 0.04761 | 2.5 | 0.04875 |
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 = 0.05171 - 0.05054 = 0.00117
Récompense (distance jusqu'au take profit):
E - TP = 0.05054 - 0.04761 = 0.00293
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.00293 / 0.00117 = 2.5043
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 345.2107 | 100 | 6830.3095 | 3.00 |
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 / 0.00117 = 6837.61
Taille de position USD = 6837.61 x 0.05054 = 345.57
Donc, tu peux acheter 6837.61 avec un stoploss a 0.05171
Avec un position size USD de 345.57$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 6837.61 x 0.00117 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 6837.61 x 0.00293 = 20.03
Si Take Profit atteint, tu gagneras 20.03$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 5.8 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.31 % | 7.99 $ |
| PNL | PNL % |
|---|---|
| 2.37 $ | 0.69 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.7598 % | 32.82 % | 13 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.05054 | 0.05171 | 0.04761 | 2.5 | 0.04875 |
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 = 0.05171 - 0.05054 = 0.00117
Récompense (distance jusqu'au take profit):
E - TP = 0.05054 - 0.04761 = 0.00293
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.00293 / 0.00117 = 2.5043
Array
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)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.387% | 0.6R | -0.075% | 0.0R | 18.4× | 12 |
| 2h | +1.387% | 0.6R | -0.291% | 0.1R | 4.8× | 24 |
| 4h | +1.387% | 0.6R | -0.760% | 0.3R | 1.8× | 48 |
| 8h | +1.387% | 0.6R | -0.760% | 0.3R | 1.8× | 96 |
| 12h ★ | +1.387% | 0.6R | -0.760% | 0.3R | 1.8× | 143 |
| 24h | +1.755% | 0.8R | -0.760% | 0.3R | 2.3× | 287 |
| 36h | +1.755% | 0.8R | -0.760% | 0.3R | 2.3× | 432 |
| 48h | +1.755% | 0.8R | -0.760% | 0.3R | 2.3× | 575 |
| 72h | +1.755% | 0.8R | -1.553% | 0.7R | 1.1× | 864 |
computed 1 day ago
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