Long Trade on JTO (BosPullback)
With 811.15 JTO at 0.509$ per unit. Take profit: 0.5432 (6.78 %) & Stop Loss: 0.4988 (1.95 %)
Long Trade on JTO (BosPullback)
With 811.15 JTO at 0.509$ per unit. Take profit: 0.5432 (6.78 %) & Stop Loss: 0.4988 (1.95 %)
Position
Entry 0.5087$
Qty 811.1476 JTO
Size 412.6146$ (margin 100$) (leverage 4)
Risk Setup
TP 0.5432 (+6.78%)
TP $ 27.98$
SL 0.4988 (-1.95%)
SL $ 8.03$
RR 3.48
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Avg Rank 8h:
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 | 4.08×ATR |
| 4h | clear | 7.17×ATR |
| 1d | clear | 9.53×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | late | OK |
| 1d | ↓ down | late | OK |
V5 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) : bear_high (-3) 30/07 20:00 Operational (4H) : bear_high (-2) 31/07 00:00 Tactical (1H) : bear_high (-1) 31/07 02:00 Score : -6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
1H_regime : bear_high 15m_regime : range_medium |
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% | 0.3936 | r1h: 1.345% · r4h: 0.838% · r1d: -2.98% · r3d: -9.50% · ema21_slope: -0.1489% · dist_ema21: 0.129% |
| Force Relative | 25% | 0.4530 | rs_1h: 1.400% · rs_4h: 1.273% · rs_1d: -3.35% · rs_3d: -10.80% · beta_24h: 1.136 |
| Volume | 20% | 0.1793 | rvol_20: 0.33× · zscore_50: -0.547 · trend: -38.13% |
| Qualité Tendance | 15% | 0.5727 | ADX: 25.4 (trend) · Chop: 55.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.557% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.203% | 0.6R | -0.199% | 0.1R | 6.1× | 12 |
| 2h | +1.203% | 0.6R | -0.543% | 0.3R | 2.2× | 24 |
| 4h ★ | +1.203% | 0.6R | -1.093% | 0.6R | 1.1× | 48 |
| 8h | +2.406% | 1.2R | -1.284% | 0.7R | 1.9× | 96 |
| 12h | +3.725% | 1.9R | -1.284% | 0.7R | 2.9× | 144 |
| 24h | +3.725% | 1.9R | -1.284% | 0.7R | 2.9× | 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 | strong | grind | compression | bear_high |
52%
|
noisy_chop 44% | late | — | — | 0.48 | bear_high | -4.62% | -0.93 | 30/07 20:00 |
| 4h | ↓ down | range | range | moderate | grind | compression | bear_high |
54%
|
noisy_chop 44% | late | — | — | 0.30 | range_high | +0.02% | -0.80 | 31/07 00:00 |
| 1h | ↓ down | early_expansion | bullish_transition | moderate | grind | expansion_after_compression | bear_high |
57%
|
noisy_chop 33% | early | — | — | 0.31 | range_medium | -0.18% | -0.05 | 31/07 02:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | grind | compression | range_medium |
43%
|
noisy_chop 45% | early | — | near 0.4ATR | — | range_low | -0.41% | +0.07 | 31/07 02:30 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | late | 35b | — | 7.222×ATR | p89 | -0.95×ATR | p79 |
| 4h | ↓ down | late | 23b | — | 7.913×ATR | p93 | -0.189×ATR | p17 |
| 1h | ↑ up | early | 3b | — | 0.922×ATR | p0 | +0.101×ATR | p12 |
| 15m | ↓ down | early | 1b | — | 1.663×ATR | p3 | -0.477×ATR | p33 |
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:
0.49943
146
0.3709
0.5218
0.453
0.2681
0.6042
0.7546
0.3821
0.4087
0.5262
0.928
0.5892
0.0938
-0.0339
-0.0836
0
-0.1785
-1.7831
0.25
0.75
1
6
1
0.4637
0.3746
3.1445
0.65
0.7546
2.3728
-1.7831
0.3982
0.2673
0.88
0.326
0.6028
0.3973
0.7251
0.0938
-15.3944
1.5933
1
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0.49943
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0.49943
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 02:50 | 0.50868000 | -0.004% |
| 2 | 02:56 | 0.50868000 | -0.004% |
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 |
|---|---|---|---|---|
| 0.5087 | 0.4988 | 0.5432 | 3.48 | 0.3611 |
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 = 0.4988 - 0.5087 = -0.0099
Récompense (distance jusqu'au take profit):
E - TP = 0.5087 - 0.5432 = -0.0345
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0345 / -0.0099 = 3.4848
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 412.6146 | 100 | 811.1476 | 4.00 |
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 / -0.0099 = -808.08
Taille de position USD = -808.08 x 0.5087 = -411.07
Donc, tu peux acheter -808.08 avec un stoploss a 0.4988
Avec un position size USD de -411.07$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -808.08 x -0.0099 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -808.08 x -0.0345 = 27.88
Si Take Profit atteint, tu gagneras 27.88$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 6.78 % | 27.98 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.95 % | 8.03 $ |
| PNL | PNL % |
|---|---|
| -8.03 $ | -1.95 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.9697 % | 101.21 % | 37 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.5087 | 0.4988 | 0.5432 | 3.48 | 0.3611 |
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 = 0.4988 - 0.5087 = -0.0099
Récompense (distance jusqu'au take profit):
E - TP = 0.5087 - 0.5432 = -0.0345
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0345 / -0.0099 = 3.4848
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.203% | 0.6R | -0.199% | 0.1R | 6.1× | 12 |
| 2h | +1.203% | 0.6R | -0.543% | 0.3R | 2.2× | 24 |
| 4h ★ | +1.203% | 0.6R | -1.093% | 0.6R | 1.1× | 48 |
| 8h | +2.406% | 1.2R | -1.284% | 0.7R | 1.9× | 96 |
| 12h | +3.725% | 1.9R | -1.284% | 0.7R | 2.9× | 144 |
| 24h | +3.725% | 1.9R | -1.284% | 0.7R | 2.9× | 288 |
computed 3 months ago
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