Short Trade on SOL (BalanceBreakoutRegime)
With 6.92 SOL at 93.998$ per unit. Take profit: 91.1064 (3.08 %) & Stop Loss: 95.1546 (1.23 %)
Short Trade on SOL (BalanceBreakoutRegime)
With 6.92 SOL at 93.998$ per unit. Take profit: 91.1064 (3.08 %) & Stop Loss: 95.1546 (1.23 %)
Position
Entry 93.998$
Qty 6.9167 SOL
Size 650.1527$ (margin 100$) (leverage 7)
Risk Setup
TP 91.1064 (+3.08%)
TP $ 20$
SL 95.1546 (-1.23%)
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: 0.5690
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 | 0.89×ATR |
| 4h | near | -0.81×ATR |
| 1d | clear | 1.59×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↓ down | mid | OK |
| 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) 31/10 20:00 Operational (4H) : bear_high (+2) 01/11 23:00 Tactical (1H) : bear_medium (+1) 02/11 04:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| 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 | 44.7% |
| 1h | 10.5% |
| 4h | 7.9% |
| 24h | 13.2% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 50.0% | -0.00% |
| 4h | 23.7% | -1.01% |
| 24h | 13.2% | -3.37% |
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% | 0.2177 | r1h: 0.000% · r4h: 0.000% · r1d: -0.95% · r3d: -1.17% · ema21_slope: -0.5531% · dist_ema21: -7.594% |
| Force Relative | 25% | 0.3792 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -1.97% · rs_3d: -1.65% · beta_24h: 1.212 |
| Volume | 20% | 0.2588 | rvol_20: 0.82× · zscore_50: -0.564 · trend: -16.29% |
| Qualité Tendance | 15% | 0.6645 | ADX: 31.3 (trend) · Chop: 50.2 (neutral) |
| Volatilité | 10% | 0.4820 | ATR%: 4.554% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4209 | r1h: -0.334% · r4h: -0.636% · r1d: -1.22% · r3d: -2.60% · ema21_slope: -0.0195% · dist_ema21: -0.437% |
| Force Relative | 25% | 0.4492 | rs_1h: -0.122% · rs_4h: -0.260% · rs_1d: -1.15% · rs_3d: -3.10% · beta_24h: 1.660 |
| Volume | 20% | 0.1730 | rvol_20: 0.19× · zscore_50: -0.528 · trend: -43.84% |
| Qualité Tendance | 15% | 0.6097 | ADX: 18.9 (weak) · Chop: 44.1 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 0.713% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3385 | r1h: 0.000% · r4h: -1.349% · r1d: -1.29% · r3d: -3.11% · ema21_slope: -0.1828% · dist_ema21: -1.856% |
| Force Relative | 25% | 0.4171 | rs_1h: 0.000% · rs_4h: -0.693% · rs_1d: -1.48% · rs_3d: -3.03% · beta_24h: 1.220 |
| Volume | 20% | 0.2923 | rvol_20: 0.61× · zscore_50: -0.277 · trend: 20.26% |
| Qualité Tendance | 15% | 0.5147 | ADX: 30.7 (trend) · Chop: 68.0 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 1.570% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.030% | 0.0R | -0.297% | 0.2R | 0.1× | 12 |
| 2h | +0.266% | 0.2R | -0.543% | 0.4R | 0.5× | 24 |
| 4h | +0.362% | 0.3R | -0.970% | 0.8R | 0.4× | 48 |
| 8h | +2.656% | 2.2R | -0.970% | 0.8R | 2.7× | 96 |
| 12h ★ | +3.374% | 2.7R | -0.970% | 0.8R | 3.5× | 144 |
| 24h | +3.374% | 2.7R | -0.970% | 0.8R | 3.5× | 288 |
| 36h | +3.374% | 2.7R | -0.970% | 0.8R | 3.5× | 432 |
| 48h | +4.415% | 3.6R | -0.970% | 0.8R | 4.6× | 576 |
| 72h | +4.415% | 3.6R | -4.428% | 3.6R | 1.0× | 864 |
computed 5 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 | ↔ neutral | range | range | moderate | grind | compression | bear_high |
52%
|
noisy_chop 37% | late | — | — | 0.88 | range_high | +0.70% | -0.59 | 31/10 20:00 |
| 4h | ↓ down | transition | bearish_transition | strong | explosive | compression | bear_high |
62%
|
noisy_chop 39% | mid | near -0.8ATR | — | 0.87 | bear_high | -2.58% | -0.15 | 01/11 23:00 |
| 1h | ↓ down | range | range | moderate | balanced | volatile_reversal | bear_medium |
50%
|
noisy_chop 37% | early | — | — | 0.88 | range_low | -0.38% | -0.07 | 02/11 04:00 |
| 15m | ↔ neutral | range | range | moderate | grind | compression | range_low |
38%
|
noisy_chop 38% | early | near 0.5ATR | — | 0.84 | range_low | -0.06% | -0.03 | 02/11 04:45 |
| 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
#481931
|
↔ neutral | range | range | moderate | grind | 0.555 | compression | bear_high |
52%
|
noisy_chop 37% | late 35b -2.0ATR | — | — | 0.82 | 40% | ↓ -0.31 | above_value | -1.51 | — | #227316 | 0.88 | range_high | +0.70% | -0.59 |
31/10 20:00
upd 01/11 19:15
|
|
4h
#484204
|
↓ down | transition | bearish_transition | strong | explosive | 0.380 | compression | bear_high |
62%
|
noisy_chop 39% | mid 18b -1.6ATR | near -0.8ATR | — | 0.52 | 30% | ↓ -0.22 | above_value | -1.69 | inside | #228244 | 0.87 | bear_high | -2.58% | -0.15 |
01/11 23:00
upd 02/11 03:10
|
|
1h
anchor #484784
|
↓ down | range | range | moderate | balanced | 0.431 | volatile_reversal | bear_medium |
50%
|
noisy_chop 37% | early 6b -0.5ATR | — | — | 0.19 | 10% | ↔ +0.07 | above_value | -1.62 | — | #228499 | 0.88 | range_low | -0.38% | -0.07 |
02/11 04:00
upd 02/11 05:08
|
|
15m
#484732
|
↔ neutral | range | range | moderate | grind | 0.532 | compression | range_low |
38%
|
noisy_chop 38% | early 5b -0.8ATR | near 0.5ATR | — | 0.17 | 5% | ↓ -0.67 | above_value | -1.15 | — | #228397 | 0.84 | range_low | -0.06% | -0.03 |
02/11 04:45
upd 02/11 05:00
|
| 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 | 35b | — | 7.077×ATR | p83 | -2.013×ATR | p85 |
| 4h | ↓ down | mid | 18b | — | 2.768×ATR | p22 | -1.594×ATR | p79 |
| 1h | ↓ down | early | 6b | — | 2.385×ATR | p37 | -0.521×ATR | p36 |
| 15m | ↓ down | early | 5b | — | 2.014×ATR | p9 | -0.847×ATR | p55 |
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:
95.891
94.289
95.09
1793433600
1793613600
2.4788
51
0.6695
1793610000
94.289
0.8039
1
0.4503
1
1
18
9
Signal Details
Signaux confirmants (24)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 05:13 | 93.99800000 | 0% |
| 2 | 05:22 | 93.99800000 | 0% |
| 3 | 05:31 | 93.99800000 | 0% |
| 4 | 05:41 | 94.13700000 | +0.148% |
| 5 | 05:50 | 94.13700000 | +0.148% |
| 6 | 05:58 | 94.13700000 | +0.148% |
| 7 | 06:09 | 94.13400000 | +0.145% |
| 8 | 06:18 | 94.13400000 | +0.145% |
| 9 | 06:27 | 94.13400000 | +0.145% |
| 10 | 06:37 | 93.90900000 | -0.095% |
| 11 | 06:46 | 93.90900000 | -0.095% |
| 12 | 06:54 | 93.90900000 | -0.095% |
| 13 | 07:06 | 94.14200000 | +0.153% |
| 14 | 07:19 | 94.14200000 | +0.153% |
| 15 | 07:28 | 94.14200000 | +0.153% |
| 16 | 07:39 | 94.27700000 | +0.297% |
| 17 | 07:48 | 94.27700000 | +0.297% |
| 18 | 07:57 | 94.27700000 | +0.297% |
| 19 | 08:08 | 94.07100000 | +0.078% |
| 20 | 08:17 | 94.07100000 | +0.078% |
| 21 | 08:26 | 94.07100000 | +0.078% |
| 22 | 08:36 | 93.74900000 | -0.265% |
| 23 | 08:45 | 93.74900000 | -0.265% |
| 24 | 08:54 | 93.74900000 | -0.265% |
Market Structure Score: 0
No Market Structure V2 data for this trade.
No Trend Analyzer data for this trade.
Order Book Imbalance
Microstructure
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 93.998 | 95.1546 | 91.1064 | 2.5 | 83.57 |
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 = 95.1546 - 93.998 = 1.1566
Récompense (distance jusqu'au take profit):
E - TP = 93.998 - 91.1064 = 2.8916
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 2.8916 / 1.1566 = 2.5001
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 650.1527 | 100 | 6.9167 | 7.00 |
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 / 1.1566 = 6.92
Taille de position USD = 6.92 x 93.998 = 650.47
Donc, tu peux acheter 6.92 avec un stoploss a 95.1546
Avec un position size USD de 650.47$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 6.92 x 1.1566 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 6.92 x 2.8916 = 20.01
Si Take Profit atteint, tu gagneras 20.01$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.08 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.23 % | 8 $ |
| PNL | PNL % |
|---|---|
| 20 $ | 3.08 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.9702 % | 78.85 % | 18 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 93.998 | 95.1546 | 91.1064 | 2.5 | 83.57 |
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 = 95.1546 - 93.998 = 1.1566
Récompense (distance jusqu'au take profit):
E - TP = 93.998 - 91.1064 = 2.8916
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 2.8916 / 1.1566 = 2.5001
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.030% | 0.0R | -0.297% | 0.2R | 0.1× | 12 |
| 2h | +0.266% | 0.2R | -0.543% | 0.4R | 0.5× | 24 |
| 4h | +0.362% | 0.3R | -0.970% | 0.8R | 0.4× | 48 |
| 8h | +2.656% | 2.2R | -0.970% | 0.8R | 2.7× | 96 |
| 12h ★ | +3.374% | 2.7R | -0.970% | 0.8R | 3.5× | 144 |
| 24h | +3.374% | 2.7R | -0.970% | 0.8R | 3.5× | 288 |
| 36h | +3.374% | 2.7R | -0.970% | 0.8R | 3.5× | 432 |
| 48h | +4.415% | 3.6R | -0.970% | 0.8R | 4.6× | 576 |
| 72h | +4.415% | 3.6R | -4.428% | 3.6R | 1.0× | 864 |
computed 5 days ago
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