Long Trade on SPX (BosPullback)
With 1169.79 SPX at 0.363$ per unit. Take profit: 0.38 (4.71 %) & Stop Loss: 0.3561 (1.87 %)
Long Trade on SPX (BosPullback)
With 1169.79 SPX at 0.363$ per unit. Take profit: 0.38 (4.71 %) & Stop Loss: 0.3561 (1.87 %)
Position
Entry 0.3629$
Qty 1169.7924 SPX
Size 424.506$ (margin 100$) (leverage 4)
Risk Setup
TP 0.38 (+4.71%)
TP $ 20$
SL 0.3561 (-1.87%)
SL $ 7.95$
RR 2.51
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h:
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | — |
| 4h | clear | — |
| 1d | clear | — |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | — | — | OK |
| 4h | — | — | OK |
| 1d | — | — | OK |
V5 ne s'applique pas à la stratégie BosPullback. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 ne s'applique pas à la stratégie BosPullback. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
| Coin Market Regime V2 |
|---|
|
— |
| BTC Correlation | Coin Market Regime |
|---|---|
|
1H_regime : range_high 15m_regime : bull_medium |
| Strategic |
bear
0.55 |
expansion
-2 |
| Operational |
bear
0.55 |
expansion
-1 |
| Tactical |
range
0.25 |
compression
0 |
| Micro |
range
0.25 |
range
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 13.9% |
| 1h | 22.2% |
| 4h | 83.3% |
| 24h | 41.7% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 13.9% | -0.23% |
| 4h | 47.2% | +0.53% |
| 24h | 27.8% | -0.39% |
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.
Quality score non disponible pour ce trade.
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.281% | 0.2R | -0.675% | 0.4R | 0.4× | 12 |
| 2h | +0.281% | 0.2R | -2.160% | 1.2R | 0.1× | 24 |
| 4h ★ | +0.281% | 0.2R | -3.301% | 1.8R | 0.1× | 48 |
| 8h | +0.281% | 0.2R | -3.301% | 1.8R | 0.1× | 96 |
| 12h | +1.940% | 1.0R | -3.301% | 1.8R | 0.6× | 144 |
| 24h | +1.940% | 1.0R | -4.657% | 2.5R | 0.4× | 288 |
| 48h | +2.987% | 1.6R | -5.018% | 2.7R | 0.6× | 576 |
| 72h | +8.777% | 4.7R | -5.018% | 2.7R | 1.8× | 864 |
computed 3 days ago
Indicators:
0.36812
148
0.6045
0.6432
0.3153
0.2626
0.3583
1
0.3209
0.5205
0.626
0.88
0.6714
0.3285
0.0794
0.0227
0.6667
0.6611
0.6066
0.5
0.5
1
1
1
0.4748
0.7539
2.7868
0.55
1.8517
2.8138
0.6066
0.4872
0.2916
0.8
0.5023
0.6238
0.4662
0.2735
0.3285
-10.4299
5.1028
1
0
0
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[label] => HL
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[time] => 2026-11-01 23:00:00
[price] => 0.36253
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0.35651
0.36812
0.36812
0.35651
0.35531
0.34993
0.35262
0.8222
0.3675
0.35855
0.363025
0.8091
Signal Details
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 23:48 | 0.36289000 | -0.003% |
| 2 | 00:42 | 0.36308000 | +0.05% |
| 3 | 00:52 | 0.36376000 | +0.237% |
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
↑ Bid Wall (Support)
↓ Ask Wall (Resistance)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3629 | 0.3561 | 0.38 | 2.51 | 0.3391 |
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 = 0.3561 - 0.3629 = -0.0068
Récompense (distance jusqu'au take profit):
E - TP = 0.3629 - 0.38 = -0.0171
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0171 / -0.0068 = 2.5147
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 424.506 | 100 | 1169.7924 | 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 / -0.0068 = -1176.47
Taille de position USD = -1176.47 x 0.3629 = -426.94
Donc, tu peux acheter -1176.47 avec un stoploss a 0.3561
Avec un position size USD de -426.94$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -1176.47 x -0.0068 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -1176.47 x -0.0171 = 20.12
Si Take Profit atteint, tu gagneras 20.12$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 4.71 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.87 % | 7.95 $ |
| PNL | PNL % |
|---|---|
| -7.95 $ | -1.87 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.1604 % | 115.3 % | 6 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.3629 | 0.3561 | 0.38 | 2.51 | 0.3391 |
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 = 0.3561 - 0.3629 = -0.0068
Récompense (distance jusqu'au take profit):
E - TP = 0.3629 - 0.38 = -0.0171
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0171 / -0.0068 = 2.5147
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| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.281% | 0.2R | -0.675% | 0.4R | 0.4× | 12 |
| 2h | +0.281% | 0.2R | -2.160% | 1.2R | 0.1× | 24 |
| 4h ★ | +0.281% | 0.2R | -3.301% | 1.8R | 0.1× | 48 |
| 8h | +0.281% | 0.2R | -3.301% | 1.8R | 0.1× | 96 |
| 12h | +1.940% | 1.0R | -3.301% | 1.8R | 0.6× | 144 |
| 24h | +1.940% | 1.0R | -4.657% | 2.5R | 0.4× | 288 |
| 48h | +2.987% | 1.6R | -5.018% | 2.7R | 0.6× | 576 |
| 72h | +8.777% | 4.7R | -5.018% | 2.7R | 1.8× | 864 |
computed 3 days ago
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