Long Trade on TAO (BosPullback)
With 2.97 TAO at 194.45$ per unit. Take profit: 201.1799 (3.46 %) & Stop Loss: 191.758 (1.38 %)
Long Trade on TAO (BosPullback)
With 2.97 TAO at 194.45$ per unit. Take profit: 201.1799 (3.46 %) & Stop Loss: 191.758 (1.38 %)
Position
Entry 194.45$
Qty 2.9718 TAO
Size 577.868$ (margin 100$) (leverage 6)
Risk Setup
TP 201.1799 (+3.46%)
TP $ 20$
SL 191.758 (-1.38%)
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: 0.7062
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 | 1.62×ATR |
| 4h | near | -0.29×ATR |
| 1d | clear | 10.14×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | 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 04:00 Tactical (1H) : range_high (0) 31/07 06:00 Score : -5 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
1H_regime : bull_high 15m_regime : range_medium |
| Strategic |
range
— |
range
0 |
| Operational |
range
— |
range
0 |
| Tactical |
bear
— |
expansion
-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% | 0.5177 | r1h: 0.399% · r4h: -0.996% · r1d: 0.58% · r3d: 3.30% · ema21_slope: 0.0538% · dist_ema21: -0.160% |
| Force Relative | 25% | 0.5364 | rs_1h: 0.110% · rs_4h: -0.492% · rs_1d: 1.62% · rs_3d: 2.62% · beta_24h: 0.649 |
| Volume | 20% | 0.2289 | rvol_20: 0.66× · zscore_50: -0.575 · trend: -19.28% |
| Qualité Tendance | 15% | 0.5530 | ADX: 19.6 (weak) · Chop: 51.9 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.868% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.679% | 0.5R | 0.0× | 12 |
| 2h | +0.149% | 0.1R | -0.751% | 0.5R | 0.2× | 24 |
| 4h ★ | +0.149% | 0.1R | -2.186% | 1.6R | 0.1× | 48 |
| 8h | +1.363% | 1.0R | -2.186% | 1.6R | 0.6× | 96 |
| 12h | +1.363% | 1.0R | -2.186% | 1.6R | 0.6× | 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 | ↓ down | range | range | moderate | grind | compression | bear_high |
56%
|
noisy_chop 36% | late | — | — | 0.61 | bear_high | -4.62% | -0.55 | 30/07 20:00 |
| 4h | ↓ down | range | range | moderate | balanced | normal | bear_high |
63%
|
noisy_chop 40% | early | — | near -0.3ATR | 0.63 | bear_high | -0.99% | +0.28 | 31/07 04:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | grind | normal | range_high |
40%
|
noisy_chop 36% | early | near -0.4ATR | — | 0.67 | range_medium | -0.67% | +0.12 | 31/07 06:00 |
| 15m | ↓ down | transition | bearish_transition | moderate | grind | compression | range_medium |
43%
|
noisy_chop 50% | early | near 0.5ATR | near 0.1ATR | — | range_low | -0.69% | -0.03 | 31/07 06:30 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | late | 46b | — | 9.55×ATR | p92 | +0.34×ATR | p35 |
| 4h | ↑ up | early | 9b | — | 1.86×ATR | p0 | -0.108×ATR | p13 |
| 1h | ↓ down | early | 7b | — | 2.322×ATR | p42 | -0.369×ATR | p43 |
| 15m | ↑ up | early | 4b | — | 2.397×ATR | p38 | +0.27×ATR | p30 |
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:
191.93
147
0.5933
0.5413
0.3052
0.2455
0.3542
1
0.1598
0.5644
0.3973
0.2677
0.5543
0.6336
-0.0051
0.0212
1
0.3193
0.8344
0.5
0.5
-1
2
0.9474
0.5617
0.4684
3.4508
0.55
1.0983
3.4596
0.8344
0
0.3473
0.22
-0.0965
0.4117
0.4622
0.6887
0.6336
-4.1885
7.2445
1
0
0
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[price] => 197.85
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[price] => 195.47
[kind] => low
[label] => HL
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[price] => 197.37
[kind] => high
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[price] => 197
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[price] => 194.18
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191.93
197.85
197.85
191.93
194.63
192.46
193.545
0.8755
201.47
198.51
199.99
0.8268
Signal Details
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 07:09 | 194.45000000 | 0% |
| 2 | 09:04 | 194.60000000 | +0.077% |
| 3 | 09:09 | 194.54000000 | +0.046% |
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 194.45 | 191.758 | 201.1799 | 2.5 | 233.8 |
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 = 191.758 - 194.45 = -2.692
Récompense (distance jusqu'au take profit):
E - TP = 194.45 - 201.1799 = -6.7299
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -6.7299 / -2.692 = 2.5
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 577.868 | 100 | 2.9718 | 6.00 |
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 / -2.692 = -2.97
Taille de position USD = -2.97 x 194.45 = -577.52
Donc, tu peux acheter -2.97 avec un stoploss a 191.758
Avec un position size USD de -577.52$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -2.97 x -2.692 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -2.97 x -6.7299 = 19.99
Si Take Profit atteint, tu gagneras 19.99$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.46 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.38 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -1.38 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.3988 % | 101.04 % | 2 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 194.45 | 191.758 | 201.1799 | 2.5 | 233.8 |
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 = 191.758 - 194.45 = -2.692
Récompense (distance jusqu'au take profit):
E - TP = 194.45 - 201.1799 = -6.7299
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -6.7299 / -2.692 = 2.5
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| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.000% | 0.0R | -0.679% | 0.5R | 0.0× | 12 |
| 2h | +0.149% | 0.1R | -0.751% | 0.5R | 0.2× | 24 |
| 4h ★ | +0.149% | 0.1R | -2.186% | 1.6R | 0.1× | 48 |
| 8h | +1.363% | 1.0R | -2.186% | 1.6R | 0.6× | 96 |
| 12h | +1.363% | 1.0R | -2.186% | 1.6R | 0.6× | 144 |
computed 3 months ago
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