Long Trade on ALGO (BosPullback)
With 3295.07 ALGO at 0.0906$ per unit. Take profit: 0.09669 (6.7 %) & Stop Loss: 0.0882 (2.67 %)
Long Trade on ALGO (BosPullback)
With 3295.07 ALGO at 0.0906$ per unit. Take profit: 0.09669 (6.7 %) & Stop Loss: 0.0882 (2.67 %)
Position
Entry 0.09062$
Qty 3295.0693 ALGO
Size 298.6157$ (margin 100$) (leverage 3)
Risk Setup
TP 0.09669 (+6.7%)
TP $ 20$
SL 0.0882 (-2.67%)
SL $ 7.97$
RR 2.51
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.9727
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 | 0.62×ATR |
| 1d | near | 0.19×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | late | BLOCKED |
| 1d | ↑ up | late | BLOCKED |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : range rules_regime : range_medium rules_regime_5m : range_low Score : 0 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : range_low (0) 03/08 20:00 Score : 0 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bull_high 15m_regime : bull_medium |
Strategic (1D) : bear_high (-3) 02/08 20:00 Operational (4H) : bull_high_confirmed (+2) 03/08 16:00 Tactical (1H) : bull_high (+1) 03/08 19:00 Score : 0 / ±6 |
| Strategic | range | compression | — | 0 |
| Operational | range | compression | — | 0 |
| Tactical | range | range | — | 0 |
| Micro | — | — |
| 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% | 0.6844 | r1h: -0.599% · r4h: -1.150% · r1d: 4.96% · r3d: 14.32% · ema21_slope: 0.3644% · dist_ema21: 2.039% |
| Force Relative | 25% | 0.6466 | rs_1h: -0.408% · rs_4h: -0.564% · rs_1d: 5.12% · rs_3d: 13.37% · beta_24h: 0.279 |
| Volume | 20% | 0.2061 | rvol_20: 0.20× · zscore_50: -0.614 · trend: -14.71% |
| Qualité Tendance | 15% | 0.8789 | ADX: 45.5 (trend) · Chop: 34.0 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.545% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.611% | 0.2R | -0.360% | 0.1R | 1.7× | 12 |
| 2h | +1.129% | 0.4R | -0.360% | 0.1R | 3.1× | 24 |
| 4h ★ | +1.129% | 0.4R | -1.912% | 0.7R | 0.6× | 48 |
| 8h | +1.129% | 0.4R | -2.145% | 0.8R | 0.5× | 96 |
| 12h | +1.470% | 0.6R | -2.145% | 0.8R | 0.7× | 144 |
| 24h | +1.470% | 0.6R | -2.145% | 0.8R | 0.7× | 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 |
72%
|
choppy 50% | late | — | — | 0.53 | range_high | -0.62% | +0.86 | 03/08 16:00 |
| 1h | ↑ up | transition | bullish_transition | strong | fading | expansion_after_compression | bull_high |
68%
|
noisy_chop 44% | early | — | — | 0.40 | range_medium | +0.10% | +0.45 | 03/08 19:00 |
| 15m | ↑ up | transition | bullish_transition | strong | balanced | compression | bull_high |
61%
|
noisy_chop 37% | mid | near 0.0ATR | — | — | range_low | +0.15% | -0.14 | 03/08 19:30 |
| 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 | — | 3.376×ATR | p56 | +1.495×ATR | p96 |
| 1h | ↓ down | early | 5b | — | 2.113×ATR | p28 | -0.017×ATR | p1 |
| 15m | ↓ down | mid | 20b | — | 4.485×ATR | p70 | -0.744×ATR | p47 |
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
143
0.7934
0.6681
0.3828
0.2182
0.5175
1
0.5946
0.514
0.7791
0.88
0.7215
0.8358
0.1948
0.1639
1
1.2429
3.4207
0.8
0.2
1
6
1
0.5635
0.6464
4.1799
0.6
1.6085
3.4047
3.4207
0.5701
0.2688
0.8
0.3122
0.5143
0.5879
0.8932
0.8358
-1.9321
9.837
1
1
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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
↓ Ask Wall (Resistance)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.09062 | 0.0882 | 0.09669 | 2.51 | 0.1301 |
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 = 0.0882 - 0.09062 = -0.00242
Récompense (distance jusqu'au take profit):
E - TP = 0.09062 - 0.09669 = -0.00607
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00607 / -0.00242 = 2.5083
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 298.6157 | 100 | 3295.0693 | 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 / -0.00242 = -3305.79
Taille de position USD = -3305.79 x 0.09062 = -299.57
Donc, tu peux acheter -3305.79 avec un stoploss a 0.0882
Avec un position size USD de -299.57$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -3305.79 x -0.00242 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -3305.79 x -0.00607 = 20.07
Si Take Profit atteint, tu gagneras 20.07$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 6.7 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.67 % | 7.97 $ |
| PNL | PNL % |
|---|---|
| -7.97 $ | -2.67 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.8007 % | 104.88 % | 61 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.09062 | 0.0882 | 0.09669 | 2.51 | 0.1301 |
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 = 0.0882 - 0.09062 = -0.00242
Récompense (distance jusqu'au take profit):
E - TP = 0.09062 - 0.09669 = -0.00607
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00607 / -0.00242 = 2.5083
Array
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)
Array
(
)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.611% | 0.2R | -0.360% | 0.1R | 1.7× | 12 |
| 2h | +1.129% | 0.4R | -0.360% | 0.1R | 3.1× | 24 |
| 4h ★ | +1.129% | 0.4R | -1.912% | 0.7R | 0.6× | 48 |
| 8h | +1.129% | 0.4R | -2.145% | 0.8R | 0.5× | 96 |
| 12h | +1.470% | 0.6R | -2.145% | 0.8R | 0.7× | 144 |
| 24h | +1.470% | 0.6R | -2.145% | 0.8R | 0.7× | 288 |
computed 1 month ago
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