Long Trade on CASHCAT (momentum_pullback_v1)
With 1196.17 CASHCAT at 0.103$ per unit. Take profit: 0.1075 (4.57 %) & Stop Loss: 0.09616 (6.46 %)
Long Trade on CASHCAT (momentum_pullback_v1)
With 1196.17 CASHCAT at 0.103$ per unit. Take profit: 0.1075 (4.57 %) & Stop Loss: 0.09616 (6.46 %)
Position
Entry 0.1028$
Qty 1196.1722 CASHCAT
Size 123.0263$ (margin 100$) (leverage 1)
Risk Setup
TP 0.1075 (+4.57%)
TP $ 5.62$
SL 0.09616 (-6.46%)
SL $ 7.94$
RR 0.71
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.9919
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 | 0.77×ATR |
| 4h | near | -0.20×ATR |
| 1d | clear | 13.27×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | mid | OK |
| 1d | ↓ down | late | OK |
Filtre spécifique à la stratégie momentum_pullback_v1 (side : long) : BTC regime v2 ≥ +3, leadership aligné et breadth state aligné.
Filtre spécifique à la stratégie momentum_pullback_v1 (side : long) : BTC regime v2 ≥ +3, Local 4h aligné et Median return 4h aligné.
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bear_high (-3) 31/10 20:00 Operational (4H) : range_high (0) 02/11 11:00 Tactical (1H) : bull_high (+1) 02/11 14:00 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 |
bear
0.55 |
expansion
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | 67.4% |
| 1h | 79.6% |
| 4h | 14.3% |
| 24h | 12.2% |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 22.5% | +0.05% |
| 4h | 30.6% | -1.38% |
| 24h | 20.4% | -3.84% |
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% | 0.3015 | r1h: 0.000% · r4h: 0.000% · r1d: 3.14% · r3d: 6.14% · ema21_slope: -1.4189% · dist_ema21: -10.611% |
| Force Relative | 25% | 0.4676 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 2.12% · rs_3d: 5.66% · beta_24h: 3.062 |
| Volume | 20% | 0.1320 | rvol_20: 0.37× · zscore_50: -1.021 · trend: -62.51% |
| Qualité Tendance | 15% | 0.3466 | ADX: 15.5 (weak) · Chop: 73.2 (range) |
| Volatilité | 10% | 0.0000 | ATR%: 16.022% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8020 | r1h: 3.398% · r4h: 1.882% · r1d: 7.70% · r3d: 11.17% · ema21_slope: 0.2279% · dist_ema21: 2.478% |
| Force Relative | 25% | 0.8746 | rs_1h: 3.292% · rs_4h: 2.426% · rs_1d: 8.60% · rs_3d: 10.98% · beta_24h: 5.050 |
| Volume | 20% | 0.9955 | rvol_20: 2.97× · zscore_50: 3.598 · trend: 131.98% |
| Qualité Tendance | 15% | 0.7790 | ADX: 41.0 (trend) · Chop: 46.0 (neutral) |
| Volatilité | 10% | 0.9826 | ATR%: 3.052% (optimal 0.3–3 %) |
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6430 | r1h: 0.000% · r4h: 1.882% · r1d: 7.70% · r3d: 11.17% · ema21_slope: 0.1931% · dist_ema21: 5.100% |
| Force Relative | 25% | 0.8460 | rs_1h: 0.000% · rs_4h: 2.426% · rs_1d: 8.60% · rs_3d: 10.98% · beta_24h: 3.231 |
| Volume | 20% | 0.8603 | rvol_20: 3.73× · zscore_50: 1.585 · trend: 65.96% |
| Qualité Tendance | 15% | 0.5599 | ADX: 18.9 (weak) · Chop: 50.2 (neutral) |
| Volatilité | 10% | 0.5072 | ATR%: 4.479% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.764% | 0.4R | 0.0× | 12 |
| 2h | +0.302% | 0.1R | -2.764% | 0.4R | 0.1× | 24 |
| 4h | +0.302% | 0.1R | -3.387% | 0.5R | 0.1× | 48 |
| 8h | +4.737% | 0.7R | -3.673% | 0.6R | 1.3× | 96 |
| 12h ★ | +4.737% | 0.7R | -3.673% | 0.6R | 1.3× | 144 |
| 24h | +8.463% | 1.3R | -3.673% | 0.6R | 2.3× | 288 |
| 48h | +15.457% | 2.4R | -3.854% | 0.6R | 4.0× | 576 |
| 72h | +15.457% | 2.4R | -13.473% | 2.1R | 1.2× | 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 | ↔ — | — | — | — | — | — | bear_high |
40%
|
noisy_chop 39% | late | near 0.5ATR | — | — | range_high | +0.70% | -0.54 | 31/10 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | fading | compression | range_high |
42%
|
noisy_chop 38% | mid | — | near -0.2ATR | 0.55 | bear_high_confirmed | -3.73% | +0.78 | 02/11 11:00 |
| 1h | ↑ up | range | range | moderate | balanced | volatile_reversal | bull_high |
56%
|
noisy_chop 40% | early | near 0.5ATR | — | 0.65 | bear_medium_confirmed | -1.43% | +0.68 | 02/11 14:00 |
| 15m | ↔ neutral | range | range | moderate | grind | expansion_after_compression | bull_high |
59%
|
noisy_chop 41% | early | — | near -0.2ATR | 0.66 | bear_low | -1.10% | +0.01 | 02/11 15:00 |
| 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
#482080
|
↔ | — | — | — | — | — | — | bear_high |
40%
|
noisy_chop 39% | late 59b -1.0ATR | near 0.5ATR | — | 0.37 | 4% | ↓ -0.52 | value | +1.64 | — | #227362 | — | range_high | +0.70% | -0.54 |
31/10 20:00
upd 01/11 19:22
|
|
4h
#488115
|
↔ neutral | transition | bearish_transition | moderate | fading | 0.532 | compression | range_high |
42%
|
noisy_chop 38% | mid 1b 1.2ATR | — | near -0.2ATR | 3.73 | 89% | ↑ +0.69 | above_value | +0.57 | — | #229849 | 0.55 | bear_high_confirmed | -3.73% | +0.78 |
02/11 11:00
upd 02/11 15:19
|
|
1h
anchor #488114
|
↑ up | range | range | moderate | balanced | 0.612 | volatile_reversal | bull_high |
56%
|
noisy_chop 40% | early 2b 0.7ATR | near 0.5ATR | — | 2.97 | 98% | ↑ +0.78 | above_value | +0.57 | — | #229849 | 0.65 | bear_medium_confirmed | -1.43% | +0.68 |
02/11 14:00
upd 02/11 15:19
|
|
15m
#488156
|
↔ neutral | range | range | moderate | grind | 0.579 | expansion_after_compression | bull_high |
59%
|
noisy_chop 41% | early 1b 1.0ATR | — | near -0.2ATR | 0.76 | 85% | ↑ +0.24 | above_value | +0.57 | — | #229849 | 0.66 | bear_low | -1.10% | +0.01 |
02/11 15:00
upd 02/11 15:21
|
| 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 | 59b | — | 14.612×ATR | p100 | -0.99×ATR | p55 |
| 4h | ↓ down | mid | 1b | — | 1.141×ATR | p3 | +1.231×ATR | p67 |
| 1h | ↑ up | early | 2b | — | 1.815×ATR | p9 | +0.71×ATR | p42 |
| 15m | ↑ up | early | 1b | — | 1.995×ATR | p16 | +0.977×ATR | p60 |
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:
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-11-02 00:15:00
[1] => 0.093436
[2] => L
)
[1] => Array
(
[0] => 2026-11-02 01:15:00
[1] => 0.09651
[2] => H
)
[2] => Array
(
[0] => 2026-11-02 03:15:00
[1] => 0.10204
[2] => H
)
[3] => Array
(
[0] => 2026-11-02 05:15:00
[1] => 0.096855
[2] => L
)
[4] => Array
(
[0] => 2026-11-02 08:45:00
[1] => 0.10265
[2] => H
)
[5] => Array
(
[0] => 2026-11-02 10:00:00
[1] => 0.099212
[2] => L
)
[6] => Array
(
[0] => 2026-11-02 13:15:00
[1] => 0.098552
[2] => L
)
[7] => Array
(
[0] => 2026-11-02 13:30:00
[1] => 0.107
[2] => H
)
[8] => Array
(
[0] => 2026-11-02 17:45:00
[1] => 0.096162
[2] => L
)
[9] => Array
(
[0] => 2026-11-02 20:15:00
[1] => 0.10342
[2] => H
)
)
[detected_trend] => downtrend
[features] => Array
(
[ms_trend_state] => -1
[ms_dist_from_last_high_pct] => -0.55115064784375
[ms_dist_from_last_low_pct] => 6.9549302219172
[ms_bars_since_swing_high] => 0
[ms_bars_since_swing_low] => 10
[ms_last_swing_amplitude_pct] => 7.5476799567397
[ms_bos_up] => 0
[ms_bos_down] => 1
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
Array
(
[left_window] => 5
[right_window] => 5
[recent_pivots] => Array
(
[0] => Array
(
[0] => 2026-10-30 15:00:00
[1] => 0.094644
[2] => H
)
[1] => Array
(
[0] => 2026-10-30 19:00:00
[1] => 0.089521
[2] => L
)
[2] => Array
(
[0] => 2026-10-31 00:00:00
[1] => 0.094112
[2] => H
)
[3] => Array
(
[0] => 2026-10-31 08:00:00
[1] => 0.089664
[2] => L
)
[4] => Array
(
[0] => 2026-10-31 15:00:00
[1] => 0.095378
[2] => H
)
[5] => Array
(
[0] => 2026-11-01 02:00:00
[1] => 0.09144
[2] => L
)
[6] => Array
(
[0] => 2026-11-01 16:00:00
[1] => 0.098
[2] => H
)
[7] => Array
(
[0] => 2026-11-02 00:00:00
[1] => 0.093436
[2] => L
)
[8] => Array
(
[0] => 2026-11-02 13:00:00
[1] => 0.107
[2] => H
)
[9] => Array
(
[0] => 2026-11-02 17:00:00
[1] => 0.096162
[2] => L
)
)
[detected_trend] => uptrend
[features] => Array
(
[ms_trend_state] => 1
[ms_dist_from_last_high_pct] => -4.3831775700935
[ms_dist_from_last_low_pct] => 6.393377841559
[ms_bars_since_swing_high] => 7
[ms_bars_since_swing_low] => 3
[ms_last_swing_amplitude_pct] => 11.270564256151
[ms_bos_up] => 1
[ms_bos_down] => 0
[ms_choch_up] => 0
[ms_choch_down] => 0
)
)
Signal Details
Market Structure Score: 1
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-11-02 00:15:00 | 0.093436 | ↓ Low |
| 2026-11-02 01:15:00 | 0.09651 | ↑ High |
| 2026-11-02 03:15:00 | 0.10204 | ↑ High |
| 2026-11-02 05:15:00 | 0.096855 | ↓ Low |
| 2026-11-02 08:45:00 | 0.10265 | ↑ High |
| 2026-11-02 10:00:00 | 0.099212 | ↓ Low |
| 2026-11-02 13:15:00 | 0.098552 | ↓ Low |
| 2026-11-02 13:30:00 | 0.107 | ↑ High |
| 2026-11-02 17:45:00 | 0.096162 | ↓ Low |
| 2026-11-02 20:15:00 | 0.10342 | ↑ High |
Windows: Left: 5 | Right: 5
Market Structure Features:
SL & TP Pivot Distance:
| DateTime | Price | Type |
|---|---|---|
| 2026-10-30 15:00:00 | 0.094644 | ↑ High |
| 2026-10-30 19:00:00 | 0.089521 | ↓ Low |
| 2026-10-31 00:00:00 | 0.094112 | ↑ High |
| 2026-10-31 08:00:00 | 0.089664 | ↓ Low |
| 2026-10-31 15:00:00 | 0.095378 | ↑ High |
| 2026-11-01 02:00:00 | 0.09144 | ↓ Low |
| 2026-11-01 16:00:00 | 0.098 | ↑ High |
| 2026-11-02 00:00:00 | 0.093436 | ↓ Low |
| 2026-11-02 13:00:00 | 0.107 | ↑ High |
| 2026-11-02 17:00:00 | 0.096162 | ↓ Low |
No Market Structure V2 data for this trade.
No Trend Analyzer data for this trade.
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1028 | 0.09616 | 0.1075 | 0.71 | 0.04546 |
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 = 0.09616 - 0.1028 = -0.00664
Récompense (distance jusqu'au take profit):
E - TP = 0.1028 - 0.1075 = -0.0047
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0047 / -0.00664 = 0.7078
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 123.0263 | 100 | 1196.1722 | 1.00 |
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 / -0.00664 = -1204.82
Taille de position USD = -1204.82 x 0.1028 = -123.86
Donc, tu peux acheter -1204.82 avec un stoploss a 0.09616
Avec un position size USD de -123.86$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -1204.82 x -0.00664 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -1204.82 x -0.0047 = 5.66
Si Take Profit atteint, tu gagneras 5.66$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 4.57 % | 5.62 $ |
| SL % Target | SL $ Target |
|---|---|
| 6.46 % | 7.94 $ |
| PNL | PNL % |
|---|---|
| 5.62 $ | 4.57 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.6732 % | 56.87 % | 14 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1028 | 0.09616 | 0.1075 | 0.71 | 0.04546 |
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 = 0.09616 - 0.1028 = -0.00664
Récompense (distance jusqu'au take profit):
E - TP = 0.1028 - 0.1075 = -0.0047
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0047 / -0.00664 = 0.7078
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -2.764% | 0.4R | 0.0× | 12 |
| 2h | +0.302% | 0.1R | -2.764% | 0.4R | 0.1× | 24 |
| 4h | +0.302% | 0.1R | -3.387% | 0.5R | 0.1× | 48 |
| 8h | +4.737% | 0.7R | -3.673% | 0.6R | 1.3× | 96 |
| 12h ★ | +4.737% | 0.7R | -3.673% | 0.6R | 1.3× | 144 |
| 24h | +8.463% | 1.3R | -3.673% | 0.6R | 2.3× | 288 |
| 48h | +15.457% | 2.4R | -3.854% | 0.6R | 4.0× | 576 |
| 72h | +15.457% | 2.4R | -13.473% | 2.1R | 1.2× | 864 |
computed 1 week ago
Aucun commentaire.