Short Trade on VVV (BosPullback)
With 21.6 VVV at 12.808$ per unit. Take profit: 11.8819 (7.23 %) & Stop Loss: 13.1784 (2.89 %)
Short Trade on VVV (BosPullback)
With 21.6 VVV at 12.808$ per unit. Take profit: 11.8819 (7.23 %) & Stop Loss: 13.1784 (2.89 %)
Position
Entry 12.808$
Qty 21.5956 VVV
Size 276.5961$ (margin 100$) (leverage 3)
Risk Setup
TP 11.8819 (+7.23%)
TP $ 20$
SL 13.1784 (-2.89%)
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: 0.3371
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 | 0.01×ATR |
| 4h | clear | 1.21×ATR |
| 1d | clear | 5.84×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) 28/07 20:00 Operational (4H) : bull_high (-2) 29/07 08:00 Tactical (1H) : bear_high (+1) 29/07 08:00 Score : -4 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
1H_regime : bear_high 15m_regime : range_high |
| Strategic |
range
— |
compression
0 |
| Operational |
range
— |
compression
0 |
| Tactical |
range
— |
transition
0 |
| 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% | 0.4187 | r1h: -0.721% · r4h: 0.740% · r1d: -1.56% · r3d: -8.34% · ema21_slope: -0.0724% · dist_ema21: -0.596% |
| Force Relative | 25% | 0.3957 | rs_1h: -0.467% · rs_4h: 0.855% · rs_1d: -2.78% · rs_3d: -8.15% · beta_24h: 3.010 |
| Volume | 20% | 0.1608 | rvol_20: 0.38× · zscore_50: -0.587 · trend: -69.09% |
| Qualité Tendance | 15% | 0.4488 | ADX: 14.8 (weak) · Chop: 59.8 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.868% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.586% | 0.2R | -0.757% | 0.3R | 0.8× | 12 |
| 2h | +1.226% | 0.4R | -0.757% | 0.3R | 1.6× | 24 |
| 4h ★ | +2.686% | 0.9R | -0.757% | 0.3R | 3.6× | 48 |
| 8h | +5.450% | 1.9R | -0.757% | 0.3R | 7.2× | 96 |
| 12h | +5.450% | 1.9R | -0.757% | 0.3R | 7.2× | 144 |
| 24h | +6.090% | 2.1R | -0.757% | 0.3R | 8.0× | 288 |
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 | grind | compression | bull_high |
65%
|
noisy_chop 41% | early | — | — | 0.45 | bear_high | -4.69% | +0.75 | 28/07 20:00 |
| 4h | ↔ neutral | transition | bullish_transition | moderate | grind | compression | bull_high |
54%
|
noisy_chop 42% | early | — | — | 0.48 | range_high | +0.11% | -0.72 | 29/07 08:00 |
| 1h | ↓ down | range | range | moderate | balanced | compression | bear_high |
56%
|
noisy_chop 42% | early | near 0.0ATR | near -0.2ATR | 0.42 | range_medium | +0.03% | -0.48 | 29/07 08:00 |
| 15m | ↔ neutral | range | range | strong | balanced | expansion | range_high |
39%
|
noisy_chop 40% | mid | near 0.2ATR | — | 0.47 | range_low | +0.33% | -0.01 | 29/07 08:45 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | early | 12b | — | 2.742×ATR | p18 | +0.171×ATR | p21 |
| 4h | ↑ up | early | 9b | — | 1.142×ATR | p0 | -0.049×ATR | p8 |
| 1h | ↓ down | early | 3b | — | 1.497×ATR | p0 | -0.289×ATR | p32 |
| 15m | ↓ down | mid | 12b | — | 3.525×ATR | p52 | -0.722×ATR | p58 |
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:
13.158
145
0.3265
0.4898
0.3407
0.2224
0.4375
1
0.1299
0.4666
0.3728
0.108
0.4571
0.332
0.0221
-0.0096
0
-0.1804
-0.6029
0.5
0.5
-1
10
1
0.5551
0.4433
2.8835
0.5
1.025
2.8201
-0.6029
0.0818
0.1777
0.18
-0.318
0.4343
0.3765
0.1791
0.332
-9.2412
4.5931
1
0
1
Array
(
[time] => 2026-07-25 10:00:00
[price] => 12.716
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-25 18:00:00
[price] => 13.756
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-26 02:00:00
[price] => 13.043
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-26 06:00:00
[price] => 14.846
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-26 07:00:00
[price] => 14.084
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-26 09:00:00
[price] => 14.673
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-27 01:00:00
[price] => 13.48
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-27 02:00:00
[price] => 14.088
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-27 15:00:00
[price] => 12.778
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-27 19:00:00
[price] => 13.243
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-28 01:00:00
[price] => 12.35
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-28 03:00:00
[price] => 12.798
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-28 11:00:00
[price] => 12.415
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-28 12:00:00
[price] => 13.209
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-28 15:00:00
[price] => 12.679
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-28 16:00:00
[price] => 13.419
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-28 23:00:00
[price] => 12.762
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-29 00:00:00
[price] => 13.141
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-29 03:00:00
[price] => 12.462
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-29 09:00:00
[price] => 13.158
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-28 13:00:00
[price] => 13.11
[kind] => high
[label] =>
)
Array
(
[time] => 2026-07-28 15:00:00
[price] => 12.679
[kind] => low
[label] =>
)
Array
(
[time] => 2026-07-28 15:30:00
[price] => 13.428
[kind] => high
[label] =>
)
Array
(
[time] => 2026-07-28 16:45:00
[price] => 13.419
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-28 17:30:00
[price] => 13.037
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-28 22:30:00
[price] => 13.29
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-28 23:30:00
[price] => 12.762
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-29 00:00:00
[price] => 13.141
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-29 02:00:00
[price] => 12.575
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-29 02:30:00
[price] => 12.751
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-29 03:45:00
[price] => 12.462
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-29 06:45:00
[price] => 12.99
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-29 08:45:00
[price] => 12.695
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-29 09:45:00
[price] => 13.158
[kind] => high
[label] => HH
)
12.462
13.158
13.158
12.462
12.798
12.415
12.6065
0.8919
13.141
12.762
12.9515
0.7902
Signal Details
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 09:23 | 12.80800000 | 0% |
| 2 | 09:28 | 12.80800000 | 0% |
| 3 | 10:10 | 12.82500000 | +0.133% |
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 |
|---|---|---|---|---|
| 12.808 | 13.1784 | 11.8819 | 2.5 | 18.171 |
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 = 13.1784 - 12.808 = 0.3704
Récompense (distance jusqu'au take profit):
E - TP = 12.808 - 11.8819 = 0.9261
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.9261 / 0.3704 = 2.5003
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 276.5961 | 100 | 21.5956 | 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 / 0.3704 = 21.6
Taille de position USD = 21.6 x 12.808 = 276.65
Donc, tu peux acheter 21.6 avec un stoploss a 13.1784
Avec un position size USD de 276.65$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = 21.6 x 0.3704 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = 21.6 x 0.9261 = 20
Si Take Profit atteint, tu gagneras 20$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 7.23 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.89 % | 8 $ |
| PNL | PNL % |
|---|---|
| 20 $ | 7.23 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.7573 % | 26.19 % | 8 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 12.808 | 13.1784 | 11.8819 | 2.5 | 18.171 |
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 = 13.1784 - 12.808 = 0.3704
Récompense (distance jusqu'au take profit):
E - TP = 12.808 - 11.8819 = 0.9261
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = 0.9261 / 0.3704 = 2.5003
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.586% | 0.2R | -0.757% | 0.3R | 0.8× | 12 |
| 2h | +1.226% | 0.4R | -0.757% | 0.3R | 1.6× | 24 |
| 4h ★ | +2.686% | 0.9R | -0.757% | 0.3R | 3.6× | 48 |
| 8h | +5.450% | 1.9R | -0.757% | 0.3R | 7.2× | 96 |
| 12h | +5.450% | 1.9R | -0.757% | 0.3R | 7.2× | 144 |
| 24h | +6.090% | 2.1R | -0.757% | 0.3R | 8.0× | 288 |
computed 3 months ago
Aucun commentaire.