Short Trade on BTC (BalanceBreakoutRegime)
With 0.02 BTC at 77508$ per unit. Take profit: 76499.3736 (1.3 %) & Stop Loss: 77911.4506 (0.52 %)
02 Nov 2026 at 11:38:04
hyperliquid
BTC
SHORT
BalanceBreakoutRegime
hyperliquid
02 Nov 2026 11:38
→ 23:35
· 11 hours
Position
Entry 77508$
Qty 0.01983 BTC
Size 1536.902$ (margin 100$) (leverage 15)
Risk Setup
TP 76499.3736 (+1.3%)
TP $ 20$
SL 77911.4506 (-0.52%)
SL $ 8$
RR 2.5
Status
win
PnL
+0.57%
/ +8.82$
MAE -0.10%
MFE +1.24%
2.4R
expires
02 Nov 23:37
Exit
time_expired
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 241259)
#22 / 62
OUT
seuil : top 15
score du 02/11/2026 11:00
score du 02/11/2026 11:00
Avg Rank 8h: 0.7755
Quality Score
0.612
score brut du coin
Quality Rank
#22 / 62
OUT
seuil : top 15
Signal Confidence
76 %
OK
seuil : ≥ 40%
BTC Regime Score
+3
−4 → +4 (macro BTC)
Coin Regime Score
+2
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.52 %
TIGHT
seuil : ≥ 0.75%
Décision V3
WOULD SKIP
rank + confidence + regime + SL size
V4 Shadow Analysis
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
Quality Rank
#22 / 62
OUT
seuil : top 15
Signal Confidence
76 %
OK
seuil : ≥ 40%
Combined Regime Score
+5
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.52 %
TIGHT
seuil : ≥ 0.75%
Supply & Demand — near Demand zone (SHORT: demand = adverse)
1/3 TF adverse
seuil : < 2 TF
| TF | Near Demand | Distance (ATR) |
|---|---|---|
| 1h | near | -0.36×ATR |
| 4h | clear | 3.21×ATR |
| 1d | clear | 1.38×ATR |
Move Maturity — move down late = adverse (SHORT)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 Shadow Analysis
V6 ne s'applique pas à la stratégie BalanceBreakoutRegime. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
1.86B $
volume USDT au moment du signal
02/11 11:30
02/11 11:30
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : range_high (0) 31/10 20:00 Operational (4H) : bear_high (+2) 02/11 07:00 Tactical (1H) : range_low (0) 02/11 10:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
BTC/Market Regime v2
BTC Regime (snapshot) #7642
Voir snapshot →
bear
developing
bear_expansion
| Strategic |
bear
0.55 |
expansion
+2 |
| Operational |
bear
0.55 |
expansion
+1 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
range
|
MTF alignment :
0.85
Stability :
0.63
Transition risk :
0.37
Score contribution (this trade)
+3
Market Breadth
Breadth Score
29.2%
Macro
broad_risk_off
Local 4h
mixed
Leadership
balanced
Legacy leadership :
mixed
Breadth state
deteriorating
Δ 15m
→-0.006
Δ 1h
▼-0.244
Δ 4h
→-0.016
Δ 12h
▼-0.411
Δ 24h
▼-0.122
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 43.8% |
| 1h | 54.2% |
| 4h | 31.3% |
| 24h | 14.6% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 43.8% | -0.02% |
| 4h | 45.8% | -0.27% |
| 24h | 22.9% | -2.88% |
Expansion & Tails (4h)
Up ≥1σ
4.2%
Down ≥1σ
4.2%
Expansion
8.3%
Tail ↑
+0.45
Tail ↓
+0.55
Dispersion :
0.111
Universe :
48
(+1 vs prev)
· ≥ $2.0M
+1 added
·
-0 removed
Regime confidence :
0.78
Snapshot évalué :
02/11 11:31
· env bear_trend
Quality Score
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.
1D
Calculé le
01/11/2026 19:00
Score brut
0.4604
Score SMA
0.4934
Rank
#8
/ 51
Rank Norm SMA 8h
0.8600
Rank Norm SMA
0.8620
Calculé le
01/11/2026 19:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3721 | r1h: 0.000% · r4h: 0.000% · r1d: 1.02% · r3d: 0.49% · ema21_slope: -0.2494% · dist_ema21: -2.731% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.1610 | rvol_20: 0.36× · zscore_50: -1.290 · trend: -14.75% |
| Qualité Tendance | 15% | 0.6102 | ADX: 21.2 (weak) · Chop: 46.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.517% (optimal 0.3–3 %) |
1H
Calculé le
02/11/2026 11:00
Score brut
0.6115
Score SMA
0.5217
Rank
#22
/ 62
Rank Norm SMA 8h
0.7755
Rank Norm SMA
0.5663
Calculé le
02/11/2026 11:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4639 | r1h: -0.442% · r4h: -0.471% · r1d: -0.59% · r3d: -0.11% · ema21_slope: -0.0089% · dist_ema21: -0.611% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.7713 | rvol_20: 2.02× · zscore_50: 2.004 · trend: 96.06% |
| Qualité Tendance | 15% | 0.6207 | ADX: 14.5 (weak) · Chop: 36.3 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 0.461% (optimal 0.3–3 %) |
4H
Calculé le
02/11/2026 11:00
Score brut
0.5401
Score SMA
0.5121
Rank
#26
/ 62
Rank Norm SMA 8h
0.6685
Rank Norm SMA
0.6728
Calculé le
02/11/2026 11:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4311 | r1h: 0.000% · r4h: -0.471% · r1d: -0.59% · r3d: -0.11% · ema21_slope: -0.0499% · dist_ema21: -0.829% |
| Force Relative | 25% | 0.5000 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 0.00% · rs_3d: 0.00% · beta_24h: 1.000 |
| Volume | 20% | 0.6226 | rvol_20: 2.50× · zscore_50: 0.672 · trend: -6.50% |
| Qualité Tendance | 15% | 0.4082 | ADX: 22.5 (weak) · Chop: 72.8 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 0.959% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -0.521%
(403.4506)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.701% | 1.4R | -0.102% | 0.2R | 6.9× | 12 |
| 2h | +0.914% | 1.8R | -0.102% | 0.2R | 9.0× | 24 |
| 4h | +1.081% | 2.1R | -0.102% | 0.2R | 10.6× | 48 |
| 8h | +1.106% | 2.1R | -0.102% | 0.2R | 10.9× | 96 |
| 12h ★ | +1.244% | 2.4R | -0.102% | 0.2R | 12.2× | 144 |
| 24h | +1.504% | 2.9R | -0.459% | 0.9R | 3.3× | 288 |
| 36h | +2.349% | 4.5R | -0.694% | 1.3R | 3.4× | 432 |
| 48h | +2.349% | 4.5R | -4.734% | 9.1R | 0.5× | 576 |
| 72h | +2.542% | 4.9R | -4.734% | 9.1R | 0.5× | 864 |
⏱ MFE in 2066 min
MAE in 1741 min
✗ Adverse move came first
computed 1 week ago
Prediction
ML Trade Score: 40
ML Pullback Score: 6.96
Prediction Score: N/A
Contexte Multi-Timeframe (au signal)
ⓘ| 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 | strong | grind | compression | range_high |
39%
|
noisy_chop 39% | mid | — | — | — | — | — | — | 31/10 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | grind | compression | bear_high |
60%
|
noisy_chop 34% | early | — | — | — | — | — | — | 02/11 07:00 |
| 1h | ↓ down | range | range | moderate | fading | volatile_reversal | range_low |
31%
|
noisy_chop 34% | early | near -0.4ATR | — | — | — | — | — | 02/11 10:00 |
| 15m | ↓ down | range | range | strong | balanced | volatile_reversal | bear_low_confirmed |
30%
|
noisy_chop 40% | late | near -0.3ATR | — | — | — | — | — | 02/11 11:15 |
| 5m | ↓ down | transition | bearish_transition | moderate | grind | normal | range_low |
43%
|
noisy_chop 40% | mid | near -0.9ATR | — | — | — | — | — | 02/11 11:30 |
Contexte Multi-Timeframe (relation)
ⓘ| 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
#481925
|
↔ neutral | range | range | strong | grind | 0.593 | compression | range_high |
39%
|
noisy_chop 39% | mid 41b -1.1ATR | — | — | 0.36 | 10% | ↓ -0.22 | value | -6.72 | — | #227314 | — | — | — | — |
31/10 20:00
upd 01/11 19:15
|
|
4h
#486569
|
↓ down | transition | bearish_transition | moderate | grind | 0.476 | compression | bear_high |
60%
|
noisy_chop 34% | early 17b -0.5ATR | — | — | 2.05 | 79% | ↓ -0.33 | above_value | -0.47 | — | #229085 | — | — | — | — |
02/11 07:00
upd 02/11 11:05
|
|
1h
anchor #486568
|
↓ down | range | range | moderate | fading | 0.508 | volatile_reversal | range_low |
31%
|
noisy_chop 34% | early 2b -0.5ATR | near -0.4ATR | — | 0.66 | 44% | ↑ +0.18 | above_value | -0.47 | — | #229085 | — | — | — | — |
02/11 10:00
upd 02/11 11:05
|
|
15m
#486760
|
↓ down | range | range | strong | balanced | 0.507 | volatile_reversal | bear_low_confirmed |
30%
|
noisy_chop 40% | late 5b -1.5ATR | near -0.3ATR | — | 0.74 | 92% | ↑ +0.53 | above_value | -1.39 | — | #229210 | — | — | — | — |
02/11 11:15
upd 02/11 11:30
|
|
5m
#486823
|
↓ down | transition | bearish_transition | moderate | grind | 0.503 | normal | range_low |
43%
|
noisy_chop 40% | mid 5b -1.7ATR | near -0.9ATR | — | 0.00 | 1% | ↓ -0.42 | above_value | -1.39 | — | #229210 | — | — | — | — |
02/11 11:30
upd 02/11 11:35
|
Source : table pivot
trade_context_snapshots — lit les colonnes SQL réelles
(donc évolue avec les futures features ajoutées à market_context_snapshots).
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | mid | 41b | — | 4.638×ATR | p57 | -1.137×ATR | p57 |
| 4h | ↑ up | early | 17b | — | 2.298×ATR | p24 | -0.521×ATR | p37 |
| 1h | ↑ up | early | 2b | — | 0.768×ATR | p2 | -0.489×ATR | p31 |
| 15m | ↓ down | late | 5b | — | 2.906×ATR | p44 | -1.494×ATR | p83 |
| 5m | ↓ down | mid | 5b | — | 2.186×ATR | p18 | -1.742×ATR | p79 |
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
Signal
BalanceBreakoutRegime - SELL
Indicators:
- long_trend: -1
- confidence: 0.7588
- reason: down_bo width=1.50×ATR dur=29b phase=fresh
- stop_price: 77911.45057368
- tp_price: 76499.3735658
- atr:
- score: 0.75876389282445
- exit_rules:
- expires_at: 2026-11-03T04:37:55.764606
- max_bars: 12
- max_bars_tf: 1h
- confidence_pre_ob: 0.75876389282445
Details
- 1H:
- 15m:
- 5m:
- btc_indicators ¸
- market_structures ¸
- market_structure_v2 ¸
- trend_analyzer_1h ¸
- orderbook_context
- obi_top5 : -0.0877
- obi_top10 : -0.0877
- micro_price : 77466.74093352
- spread_pct : 0.000129
- mid_price : 77466.75
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price :
- ask_wall_size :
- ask_wall_dist_atr :
- snapshots_count : 5
- obi_top5_mean : 0.0772
- obi_top5_std : 0.1606
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7196
- aggregation_tick : 100
- error : ¸
- strategy_details
- strategy : balance_breakout_regime_strict
- strategy_details
- balance_zone_top:
78148
- balance_zone_bottom:
77602
- balance_zone_mid:
77875
- balance_zone_start_time:
1793534400
- balance_zone_end_time:
1793635200
- balance_zone_width_atr:
1.4979
- balance_zone_duration_bars:
29
- balance_zone_quality: loose
- balance_zone_maturity: forming
- balance_zone_confidence:
0.7588
- balance_zone_state: leaving_balance
- balance_zone_breakout_direction: down
- balance_zone_breakout_phase: fresh
- balance_zone_breakout_time:
1793631600
- balance_zone_breakout_price:
77602
- strategy_details
- balance_metrics_inside_close_ratio:
0.6897
- balance_metrics_bars_since_breakout:
1
- balance_metrics_distance_to_edge_atr:
0.2579
- balance_metrics_has_retested:
- balance_metrics_retest_count:
0
- balance_metrics_touch_upper:
9
- balance_metrics_touch_lower:
3
- regime : bear_high
- atr_entry : 364.5057368 ¸
Signal Details
duration_bars
29
inside_close_ratio
0.6897
bars_since_breakout
1
distance_to_edge_atr
0.2579
Signaux confirmants (12)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 11:38 | 77508.00000000 | 0% |
| 2 | 11:47 | 77508.00000000 | 0% |
| 3 | 11:55 | 77508.00000000 | 0% |
| 4 | 12:08 | 77489.00000000 | -0.025% |
| 5 | 12:17 | 77489.00000000 | -0.025% |
| 6 | 12:26 | 77489.00000000 | -0.025% |
| 7 | 12:36 | 77045.00000000 | -0.597% |
| 8 | 12:45 | 77045.00000000 | -0.597% |
| 9 | 12:54 | 77045.00000000 | -0.597% |
| 10 | 13:06 | 77288.00000000 | -0.284% |
| 11 | 13:19 | 77288.00000000 | -0.284% |
| 12 | 13:29 | 77288.00000000 | -0.284% |
Market Structure
Market Structure Score: 0
Market Structure V2
No Market Structure V2 data for this trade.
Trend Analyzer 1H
No Trend Analyzer data for this trade.
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7196ms
Confidence avant OB :
76%
→
76%
Order Book Imbalance
OBI Top 5
-0.088
avg 0.077
± 0.161
OBI Top 10
-0.088
Microstructure
Mid Price
77,466.7500
Micro Price
77,466.7409
Spread
0.0001%
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 77508 | 77911.4506 | 76499.3736 | 2.5 | 68773 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 77508
- Stop Loss: 77911.4506
- Take Profit: 76499.3736
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 77911.4506 - 77508 = 403.4506
-
Récompense (distance jusqu'au take profit):
E - TP = 77508 - 76499.3736 = 1008.6264
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 1008.6264 / 403.4506 = 2.5
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 1536.902 | 100 | 0.01983 | 15.00 |
Details
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
- Account Size 100
- Risk per trade 8 %
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:
- Risk Amount 8
- Distance Stop Loss 403.4506
Taille de position = 8 / 403.4506 = 0.02
Taille de position USD = 0.02 x 77508 = 1550.16
Donc, tu peux acheter 0.02 avec un stoploss a 77911.4506
Avec un position size USD de 1550.16$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 0.02 x 403.4506 = 8.07
Si Stop Loss atteint, tu perdras 8.07$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 0.02 x 1008.6264 = 20.17
Si Take Profit atteint, tu gagneras 20.17$
Résumé
- Taille de position 0.02
- Taille de position USD 1550.16
- Perte potentielle 8.07
- Gain potentiel 20.17
- Risk-Reward Ratio 2.5
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 1.3 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.52 % | 8 $ |
| PNL | PNL % |
|---|---|
| 8.82 $ | 0.57 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.1019 % | 19.58 % | 4 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 77508 | 77911.4506 | 76499.3736 | 2.5 | 68773 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 77508
- Stop Loss: 77911.4506
- Take Profit: 76499.3736
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 77911.4506 - 77508 = 403.4506
-
Récompense (distance jusqu'au take profit):
E - TP = 77508 - 76499.3736 = 1008.6264
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 1008.6264 / 403.4506 = 2.5
📌 ML Extra Data
Extra TP Data
Array
(
[2] => Array
(
[take_profit] => 76701.0988
[stop_loss] => 77911.4506
[rr_ratio] => 2
[closed_at] => 2026-11-02 19:40:00+00
[result] => win
)
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: BalanceBreakoutRegime (★
12h)
Initial Risk: -0.521%
(403.4506)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.701% | 1.4R | -0.102% | 0.2R | 6.9× | 12 |
| 2h | +0.914% | 1.8R | -0.102% | 0.2R | 9.0× | 24 |
| 4h | +1.081% | 2.1R | -0.102% | 0.2R | 10.6× | 48 |
| 8h | +1.106% | 2.1R | -0.102% | 0.2R | 10.9× | 96 |
| 12h ★ | +1.244% | 2.4R | -0.102% | 0.2R | 12.2× | 144 |
| 24h | +1.504% | 2.9R | -0.459% | 0.9R | 3.3× | 288 |
| 36h | +2.349% | 4.5R | -0.694% | 1.3R | 3.4× | 432 |
| 48h | +2.349% | 4.5R | -4.734% | 9.1R | 0.5× | 576 |
| 72h | +2.542% | 4.9R | -4.734% | 9.1R | 0.5× | 864 |
⏱ MFE in 2066 min
MAE in 1741 min
✗ Adverse move came first
computed 1 week ago
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