Long Trade on VVV (BosPullback)
With 21.13 VVV at 13.119$ per unit. Take profit: 14.3785 (9.6 %) & Stop Loss: 12.7404 (2.89 %)
Long Trade on VVV (BosPullback)
With 21.13 VVV at 13.119$ per unit. Take profit: 14.3785 (9.6 %) & Stop Loss: 12.7404 (2.89 %)
Position
Entry 13.119$
Qty 21.1303 VVV
Size 277.208$ (margin 100$) (leverage 3)
Risk Setup
TP 14.3785 (+9.6%)
TP $ 26.61$
SL 12.7404 (-2.89%)
SL $ 8$
RR 3.33
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h: 0.6781
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 | 4.53×ATR |
| 4h | clear | 4.46×ATR |
| 1d | clear | 3.36×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | early | 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 |
|---|
|
Strategic (1D) : bull_high (+3) 27/07 20:00 Operational (4H) : bull_high (+2) 28/07 16:00 Tactical (1H) : range_high (0) 28/07 19:00 Score : +5 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
1H_regime : range_high 15m_regime : bull_high |
| Strategic |
range
— |
compression
0 |
| Operational |
range
— |
compression
0 |
| Tactical |
range
— |
transition
-1 |
| Micro |
—
— |
|
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
| 15m | — |
| 1h | — |
| 4h | — |
| 24h | — |
| Window | % outperf | Median ret |
|---|---|---|
| 15m | — | — |
| 4h | — | — |
| 24h | — | — |
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% | 0.4546 | r1h: -0.788% · r4h: -1.204% · r1d: -0.45% · r3d: -2.47% · ema21_slope: 0.1241% · dist_ema21: -0.173% |
| Force Relative | 25% | 0.4189 | rs_1h: -0.890% · rs_4h: -1.120% · rs_1d: -0.57% · rs_3d: -1.62% · beta_24h: 3.358 |
| Volume | 20% | 0.7766 | rvol_20: 3.22× · zscore_50: 1.203 · trend: 22.32% |
| Qualité Tendance | 15% | 0.6348 | ADX: 25.4 (trend) · Chop: 47.7 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.907% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -1.395% | 0.5R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -4.147% | 1.4R | 0.0× | 24 |
| 4h ★ | +0.000% | 0.0R | -5.008% | 1.7R | 0.0× | 48 |
| 8h | +0.000% | 0.0R | -5.008% | 1.7R | 0.0× | 96 |
| 12h | +0.297% | 0.1R | -5.008% | 1.7R | 0.1× | 144 |
computed 3 months 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 | fading | compression | bull_high |
65%
|
noisy_chop 39% | early | — | — | 0.45 | bear_high | -5.84% | +0.81 | 27/07 20:00 |
| 4h | ↔ neutral | transition | bullish_transition | moderate | fading | expansion | bull_high |
59%
|
noisy_chop 38% | early | — | — | 0.47 | bear_high | -1.14% | -0.04 | 28/07 16:00 |
| 1h | ↔ neutral | transition | bullish_transition | strong | balanced | normal | range_high |
38%
|
noisy_chop 42% | early | — | — | 0.42 | bear_medium | -0.79% | +0.13 | 28/07 19:00 |
| 15m | ↓ down | transition | bearish_transition | strong | balanced | normal | range_high |
41%
|
noisy_chop 38% | mid | — | — | 0.41 | range_low | +0.00% | -0.11 | 28/07 19:45 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | early | 11b | — | 2.826×ATR | p18 | +0.37×ATR | p36 |
| 4h | ↑ up | early | 5b | — | 1.477×ATR | p0 | +0.003×ATR | p0 |
| 1h | ↓ down | early | 7b | — | 1.841×ATR | p16 | -0.286×ATR | p30 |
| 15m | ↑ up | mid | 1b | — | 1.968×ATR | p23 | -1.062×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
Indicators:
12.762
148
0.6433
0.4846
0.3897
0.2111
0.5358
0.8878
0.2607
0.5541
0.7012
0.2999
0.5624
0.4669
0.0521
0.0042
0.6667
0.5028
0.1876
0.65
0.35
1
8
1
0.5779
0.4129
2.658
0.55
0.8878
2.3415
0.1876
0.3802
0.3688
0.34
-0.1561
0.4433
0.4378
0.8251
0.4669
-7.6552
6.7033
1
0
1
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12.762
13.419
13.419
12.762
12.798
12.415
12.6065
0.8919
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 20:09 | 13.11900000 | 0% |
| 2 | 20:46 | 13.03800000 | -0.617% |
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 |
|---|---|---|---|---|
| 13.119 | 12.7404 | 14.3785 | 3.33 | 19.442 |
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 = 12.7404 - 13.119 = -0.3786
Récompense (distance jusqu'au take profit):
E - TP = 13.119 - 14.3785 = -1.2595
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -1.2595 / -0.3786 = 3.3267
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 277.208 | 100 | 21.1303 | 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 / -0.3786 = -21.13
Taille de position USD = -21.13 x 13.119 = -277.2
Donc, tu peux acheter -21.13 avec un stoploss a 12.7404
Avec un position size USD de -277.2$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -21.13 x -0.3786 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -21.13 x -1.2595 = 26.61
Si Take Profit atteint, tu gagneras 26.61$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 9.6 % | 26.61 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.89 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -2.89 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.0185 % | 104.59 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 13.119 | 12.7404 | 14.3785 | 3.33 | 19.442 |
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 = 12.7404 - 13.119 = -0.3786
Récompense (distance jusqu'au take profit):
E - TP = 13.119 - 14.3785 = -1.2595
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -1.2595 / -0.3786 = 3.3267
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| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -1.395% | 0.5R | 0.0× | 12 |
| 2h | +0.000% | 0.0R | -4.147% | 1.4R | 0.0× | 24 |
| 4h ★ | +0.000% | 0.0R | -5.008% | 1.7R | 0.0× | 48 |
| 8h | +0.000% | 0.0R | -5.008% | 1.7R | 0.0× | 96 |
| 12h | +0.297% | 0.1R | -5.008% | 1.7R | 0.1× | 144 |
computed 3 months ago
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