Long Trade on ALGO (BosPullback)
With 2791.19 ALGO at 0.091$ per unit. Take profit: 0.09819 (7.87 %) & Stop Loss: 0.08816 (3.15 %)
Long Trade on ALGO (BosPullback)
With 2791.19 ALGO at 0.091$ per unit. Take profit: 0.09819 (7.87 %) & Stop Loss: 0.08816 (3.15 %)
Position
Entry 0.09103$
Qty 2791.191 ALGO
Size 254.0793$ (margin 100$) (leverage 3)
Risk Setup
TP 0.09819 (+7.87%)
TP $ 19.98$
SL 0.08816 (-3.15%)
SL $ 8.01$
RR 2.49
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.9621
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
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 | — |
| 4h | clear | 0.55×ATR |
| 1d | near | 0.19×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↑ up | late | BLOCKED |
| 1d | ↑ up | late | BLOCKED |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : bull_moderate rules_regime : bull_medium rules_regime_5m : range_low Score : 2 |
ml_regime : range_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : range_low (0) 03/08 16:00 Score : 0 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bull_high_confirmed 15m_regime : bull_high |
Strategic (1D) : bear_high (-3) 02/08 20:00 Operational (4H) : bull_high_confirmed (+2) 03/08 16:00 Tactical (1H) : bull_high_confirmed (+1) 03/08 16:00 Score : 0 / ±6 |
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% | 0.7797 | r1h: -1.228% · r4h: 2.202% · r1d: 6.91% · r3d: 16.20% · ema21_slope: 0.3100% · dist_ema21: 4.458% |
| Force Relative | 25% | 0.6794 | rs_1h: -1.361% · rs_4h: 1.789% · rs_1d: 6.15% · rs_3d: 14.63% · beta_24h: 0.118 |
| Volume | 20% | 0.4140 | rvol_20: 0.70× · zscore_50: 0.213 · trend: 75.86% |
| Qualité Tendance | 15% | 0.8445 | ADX: 41.3 (trend) · Chop: 20.2 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.688% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.660% | 0.2R | -0.589% | 0.2R | 1.1× | 12 |
| 2h | +0.660% | 0.2R | -0.589% | 0.2R | 1.1× | 24 |
| 4h ★ | +0.660% | 0.2R | -1.547% | 0.5R | 0.4× | 48 |
| 8h | +0.673% | 0.2R | -2.367% | 0.8R | 0.3× | 96 |
| 12h | +0.673% | 0.2R | -2.586% | 0.8R | 0.3× | 144 |
| 24h | +1.013% | 0.3R | -2.586% | 0.8R | 0.4× | 288 |
computed 1 month 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 | transition | bearish_transition | moderate | grind | expansion | bear_high |
62%
|
noisy_chop 35% | late | — | near 0.2ATR | 0.67 | bear_high | -4.93% | +0.71 | 02/08 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | balanced | expansion_after_compression | bull_high_confirmed |
73%
|
ranging_calm 51% | late | — | — | 0.53 | range_high | -0.15% | +0.85 | 03/08 16:00 |
| 1h | ↑ up | transition | bullish_transition | strong | fading | expansion_after_compression | bull_high_confirmed |
67%
|
noisy_chop 46% | mid | — | — | 0.40 | bull_medium | +0.75% | +0.38 | 03/08 16:00 |
| 15m | ↑ up | early_expansion | bullish_transition | strong | explosive | expansion | bull_high |
67%
|
noisy_chop 43% | early | — | — | — | bull_low | +0.97% | +0.32 | 03/08 16:15 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | late | 5b | — | 3.533×ATR | p29 | +1.763×ATR | p97 |
| 4h | ↑ up | late | 4b | — | 3.556×ATR | p68 | +1.596×ATR | p97 |
| 1h | ↓ down | mid | 2b | — | 1.4×ATR | p0 | +0.807×ATR | p62 |
| 15m | ↓ down | early | 7b | — | 2.07×ATR | p24 | +0.029×ATR | p3 |
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:
0.092995
147
0.7996
0.6681
0.4028
0.2423
0.5342
1
0.6078
0.5125
0.7791
0.952
0.7154
0.8775
0.2363
0.152
1
1.8559
3.499
0.8
0.2
1
2
1
0.5154
0.6464
4.1799
0.6
1.6085
3.4047
3.499
0.5701
0.2945
0.92
0.5704
0.5749
0.5215
0.7948
0.8775
-1.2139
8.6983
1
1
0
Array
(
[time] => 2026-07-30 16:00:00
[price] => 0.078224
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-07-31 00:00:00
[price] => 0.080772
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-31 10:00:00
[price] => 0.077993
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-31 13:00:00
[price] => 0.079027
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-07-31 14:00:00
[price] => 0.07775
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-07-31 18:00:00
[price] => 0.079321
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-07-31 21:00:00
[price] => 0.078237
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-01 02:00:00
[price] => 0.080146
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-01 08:00:00
[price] => 0.079171
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-01 13:00:00
[price] => 0.080689
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-01 18:00:00
[price] => 0.077931
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-08-02 17:00:00
[price] => 0.085912
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-02 20:00:00
[price] => 0.08349
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-02 23:00:00
[price] => 0.087174
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 07:00:00
[price] => 0.083351
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 12:00:00
[price] => 0.087672
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 13:00:00
[price] => 0.085799
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 15:00:00
[price] => 0.091229
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 16:00:00
[price] => 0.088327
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 18:00:00
[price] => 0.092995
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-02 19:45:00
[price] => 0.085467
[kind] => high
[label] =>
)
Array
(
[time] => 2026-08-02 20:00:00
[price] => 0.08349
[kind] => low
[label] =>
)
Array
(
[time] => 2026-08-02 23:30:00
[price] => 0.087174
[kind] => high
[label] =>
)
Array
(
[time] => 2026-08-03 00:00:00
[price] => 0.085765
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 00:30:00
[price] => 0.086979
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-08-03 03:15:00
[price] => 0.084572
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-08-03 05:15:00
[price] => 0.085938
[kind] => high
[label] => LH
)
Array
(
[time] => 2026-08-03 07:15:00
[price] => 0.083351
[kind] => low
[label] => LL
)
Array
(
[time] => 2026-08-03 10:00:00
[price] => 0.086622
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 10:15:00
[price] => 0.08567
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 12:45:00
[price] => 0.087672
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 13:30:00
[price] => 0.085799
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 14:30:00
[price] => 0.087939
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 15:00:00
[price] => 0.08697
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 15:30:00
[price] => 0.091229
[kind] => high
[label] => HH
)
Array
(
[time] => 2026-08-03 16:45:00
[price] => 0.088327
[kind] => low
[label] => HL
)
Array
(
[time] => 2026-08-03 18:30:00
[price] => 0.092995
[kind] => high
[label] => HH
)
0.088327
0.092995
0.092995
0.088327
0.087672
0.08559
0.086631
0.9469
Signal Details
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 |
|---|---|---|---|---|
| 0.09103 | 0.08816 | 0.09819 | 2.49 | 0.13 |
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 = 0.08816 - 0.09103 = -0.00287
Récompense (distance jusqu'au take profit):
E - TP = 0.09103 - 0.09819 = -0.00716
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00716 / -0.00287 = 2.4948
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 254.0793 | 100 | 2791.191 | 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 / -0.00287 = -2787.46
Taille de position USD = -2787.46 x 0.09103 = -253.74
Donc, tu peux acheter -2787.46 avec un stoploss a 0.08816
Avec un position size USD de -253.74$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -2787.46 x -0.00287 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -2787.46 x -0.00716 = 19.96
Si Take Profit atteint, tu gagneras 19.96$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 7.87 % | 19.98 $ |
| SL % Target | SL $ Target |
|---|---|
| 3.15 % | 8.01 $ |
| PNL | PNL % |
|---|---|
| -8.01 $ | -3.15 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.2385 % | 102.72 % | 38 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.09103 | 0.08816 | 0.09819 | 2.49 | 0.13 |
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 = 0.08816 - 0.09103 = -0.00287
Récompense (distance jusqu'au take profit):
E - TP = 0.09103 - 0.09819 = -0.00716
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00716 / -0.00287 = 2.4948
Array
(
)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.660% | 0.2R | -0.589% | 0.2R | 1.1× | 12 |
| 2h | +0.660% | 0.2R | -0.589% | 0.2R | 1.1× | 24 |
| 4h ★ | +0.660% | 0.2R | -1.547% | 0.5R | 0.4× | 48 |
| 8h | +0.673% | 0.2R | -2.367% | 0.8R | 0.3× | 96 |
| 12h | +0.673% | 0.2R | -2.586% | 0.8R | 0.3× | 144 |
| 24h | +1.013% | 0.3R | -2.586% | 0.8R | 0.4× | 288 |
computed 1 month ago
Aucun commentaire.