Short Trade on OP (BalanceBreakoutRegime)
With 2746.13 OP at 0.11$ per unit. Take profit: 0.1031 (6.61 %) & Stop Loss: 0.1133 (2.63 %)
Short Trade on OP (BalanceBreakoutRegime)
With 2746.13 OP at 0.11$ per unit. Take profit: 0.1031 (6.61 %) & Stop Loss: 0.1133 (2.63 %)
Position
Entry 0.1104$
Qty 2746.1305 OP
Size 303.1453$ (margin 100$) (leverage 3)
Risk Setup
TP 0.1031 (+6.61%)
TP $ 20.05$
SL 0.1133 (-2.63%)
SL $ 7.96$
RR 2.52
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.4660
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 | -1.73×ATR |
| 4h | clear | 4.65×ATR |
| 1d | clear | — |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↓ down | early | OK |
| 1d | — | — | OK |
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 |
|---|
|
Operational (4H) : bear_high (+2) 02/11 07:00 Tactical (1H) : range_high (0) 02/11 11:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
| Strategic |
bear
0.55 |
expansion
+2 |
| Operational |
bear
0.55 |
expansion
+1 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
range
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 12.5% |
| 1h | 58.3% |
| 4h | 12.5% |
| 24h | 14.6% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 12.5% | -0.18% |
| 4h | 39.6% | -0.85% |
| 24h | 20.8% | -2.40% |
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% | 0.2084 | r1h: 0.000% · r4h: 0.000% · r1d: -5.57% · r3d: -0.03% · ema21_slope: -0.8828% · dist_ema21: -5.651% |
| Force Relative | 25% | 0.4765 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -5.83% · rs_3d: 4.63% · beta_24h: 3.158 |
| Volume | 20% | 0.2924 | rvol_20: 0.75× · zscore_50: -0.240 · trend: 1.67% |
| Qualité Tendance | 15% | 0.5342 | ADX: 17.7 (weak) · Chop: 52.2 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 10.232% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4251 | r1h: -0.428% · r4h: -2.426% · r1d: -2.42% · r3d: 2.05% · ema21_slope: -0.0241% · dist_ema21: -1.208% |
| Force Relative | 25% | 0.4376 | rs_1h: -0.391% · rs_4h: -2.001% · rs_1d: -1.59% · rs_3d: 1.85% · beta_24h: 0.904 |
| Volume | 20% | 0.8217 | rvol_20: 2.43× · zscore_50: 1.692 · trend: 180.65% |
| Qualité Tendance | 15% | 0.4978 | ADX: 10.6 (weak) · Chop: 49.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.132% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4635 | r1h: 0.000% · r4h: -1.014% · r1d: -1.68% · r3d: 3.74% · ema21_slope: 0.0986% · dist_ema21: -0.401% |
| Force Relative | 25% | 0.5330 | rs_1h: 0.000% · rs_4h: -0.543% · rs_1d: -1.09% · rs_3d: 3.85% · beta_24h: 1.741 |
| Volume | 20% | 0.9597 | rvol_20: 4.09× · zscore_50: 3.073 · trend: 69.77% |
| Qualité Tendance | 15% | 0.1640 | ADX: 12.5 (weak) · Chop: 92.6 (range) |
| Volatilité | 10% | 1.0000 | ATR%: 2.807% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.525% | 0.2R | -1.096% | 0.4R | 0.5× | 12 |
| 2h | +1.069% | 0.4R | -1.096% | 0.4R | 1.0× | 24 |
| 4h | +1.232% | 0.5R | -1.096% | 0.4R | 1.1× | 48 |
| 8h | +1.567% | 0.6R | -1.096% | 0.4R | 1.4× | 96 |
| 12h ★ | +2.681% | 1.0R | -1.096% | 0.4R | 2.5× | 144 |
| 24h | +3.071% | 1.2R | -3.460% | 1.3R | 0.9× | 288 |
| 36h | +4.547% | 1.7R | -3.460% | 1.3R | 1.3× | 432 |
| 48h | +4.547% | 1.7R | -5.625% | 2.1R | 0.8× | 576 |
| 72h | +9.502% | 3.6R | -5.625% | 2.1R | 1.7× | 864 |
computed 1 week 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 | — | ||||||||||||||||
| 4h | ↓ down | range | range | strong | grind | compression | bear_high |
65%
|
noisy_chop 38% | early | — | — | 0.56 | bear_high | -3.28% | +0.75 | 02/11 07:00 |
| 1h | ↔ neutral | range | range | strong | balanced | expansion | range_high |
38%
|
noisy_chop 39% | mid | near -1.7ATR | — | 0.66 | bear_medium_confirmed | -1.01% | -0.11 | 02/11 11:00 |
| 15m | ↓ down | transition | bearish_transition | moderate | fading | volatile_reversal | bear_medium_confirmed |
49%
|
noisy_chop 47% | late | — | — | 0.50 | bear_low_confirmed | -1.04% | -0.23 | 02/11 12:15 |
| 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 | Pas de snapshot | ||||||||||||||||||||||||
|
4h
#486579
|
↓ down | range | range | strong | grind | 0.323 | compression | bear_high |
65%
|
noisy_chop 38% | early 15b -0.2ATR | — | — | 4.09 | 94% | ↓ -0.65 | above_value | -0.57 | — | #229215 | 0.56 | bear_high | -3.28% | +0.75 |
02/11 07:00
upd 02/11 11:12
|
|
1h
anchor #486964
|
↔ neutral | range | range | strong | balanced | 0.639 | expansion | range_high |
38%
|
noisy_chop 39% | mid 3b -1.1ATR | near -1.7ATR | — | 2.43 | 96% | ↑ +0.96 | above_value | -0.76 | — | #229405 | 0.66 | bear_medium_confirmed | -1.01% | -0.11 |
02/11 11:00
upd 02/11 12:09
|
|
15m
#487097
|
↓ down | transition | bearish_transition | moderate | fading | 0.608 | volatile_reversal | bear_medium_confirmed |
49%
|
noisy_chop 47% | late 3b -2.5ATR | — | — | 0.94 | 97% | ↑ +0.82 | above_value | -0.76 | — | #229405 | 0.50 | bear_low_confirmed | -1.04% | -0.23 |
02/11 12:15
upd 02/11 12:30
|
| 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 |
|---|---|---|---|---|---|---|---|---|
| 4h | ↓ down | early | 15b | — | 3.053×ATR | p43 | -0.206×ATR | p11 |
| 1h | ↓ down | mid | 3b | — | 2.782×ATR | p57 | -1.093×ATR | p65 |
| 15m | ↓ down | late | 3b | — | 2.424×ATR | p34 | -2.475×ATR | p98 |
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:
0.11454
0.111805
0.1131725
1793480400
1793638800
2.0928
45
0.7864
1793635200
0.111805
0.8667
1
1.0827
0
14
5
Signal Details
Signaux confirmants (30)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 12:37 | 0.11039000 | -0.009% |
| 2 | 12:46 | 0.11039000 | -0.009% |
| 3 | 12:55 | 0.11039000 | -0.009% |
| 4 | 13:08 | 0.11099000 | +0.534% |
| 5 | 13:19 | 0.11099000 | +0.534% |
| 6 | 13:30 | 0.11099000 | +0.534% |
| 7 | 13:40 | 0.10998000 | -0.38% |
| 8 | 13:58 | 0.10998000 | -0.38% |
| 9 | 14:14 | 0.11006000 | -0.308% |
| 10 | 14:29 | 0.11006000 | -0.308% |
| 11 | 14:45 | 0.10987000 | -0.48% |
| 12 | 14:54 | 0.10987000 | -0.48% |
| 13 | 15:05 | 0.10987000 | -0.48% |
| 14 | 15:17 | 0.11003000 | -0.335% |
| 15 | 15:26 | 0.11003000 | -0.335% |
| 16 | 16:12 | 0.10996000 | -0.399% |
| 17 | 16:21 | 0.10996000 | -0.399% |
| 18 | 16:29 | 0.10996000 | -0.399% |
| 19 | 16:40 | 0.11021000 | -0.172% |
| 20 | 16:49 | 0.11021000 | -0.172% |
| 21 | 16:58 | 0.11021000 | -0.172% |
| 22 | 17:13 | 0.11083000 | +0.389% |
| 23 | 17:24 | 0.11083000 | +0.389% |
| 24 | 17:34 | 0.11083000 | +0.389% |
| 25 | 17:42 | 0.11002000 | -0.344% |
| 26 | 17:51 | 0.11002000 | -0.344% |
| 27 | 17:59 | 0.11002000 | -0.344% |
| 28 | 18:10 | 0.11000000 | -0.362% |
| 29 | 18:18 | 0.11000000 | -0.362% |
| 30 | 18:26 | 0.11000000 | -0.362% |
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 |
|---|---|---|---|---|
| 0.1104 | 0.1133 | 0.1031 | 2.52 | 0.09386 |
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 = 0.1133 - 0.1104 = 0.0029
Récompense (distance jusqu'au take profit):
E - TP = 0.1104 - 0.1031 = 0.0073
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0073 / 0.0029 = 2.5172
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 303.1453 | 100 | 2746.1305 | 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 / 0.0029 = 2758.62
Taille de position USD = 2758.62 x 0.1104 = 304.55
Donc, tu peux acheter 2758.62 avec un stoploss a 0.1133
Avec un position size USD de 304.55$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 2758.62 x 0.0029 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 2758.62 x 0.0073 = 20.14
Si Take Profit atteint, tu gagneras 20.14$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 6.61 % | 20.05 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.63 % | 7.96 $ |
| PNL | PNL % |
|---|---|
| 6.92 $ | 2.28 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.096 % | 41.72 % | 12 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1104 | 0.1133 | 0.1031 | 2.52 | 0.09386 |
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 = 0.1133 - 0.1104 = 0.0029
Récompense (distance jusqu'au take profit):
E - TP = 0.1104 - 0.1031 = 0.0073
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.0073 / 0.0029 = 2.5172
Array
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Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.525% | 0.2R | -1.096% | 0.4R | 0.5× | 12 |
| 2h | +1.069% | 0.4R | -1.096% | 0.4R | 1.0× | 24 |
| 4h | +1.232% | 0.5R | -1.096% | 0.4R | 1.1× | 48 |
| 8h | +1.567% | 0.6R | -1.096% | 0.4R | 1.4× | 96 |
| 12h ★ | +2.681% | 1.0R | -1.096% | 0.4R | 2.5× | 144 |
| 24h | +3.071% | 1.2R | -3.460% | 1.3R | 0.9× | 288 |
| 36h | +4.547% | 1.7R | -3.460% | 1.3R | 1.3× | 432 |
| 48h | +4.547% | 1.7R | -5.625% | 2.1R | 0.8× | 576 |
| 72h | +9.502% | 3.6R | -5.625% | 2.1R | 1.7× | 864 |
computed 1 week ago
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