Long Trade on ALGO (BosPullback)
With 3818.2 ALGO at 0.0916$ per unit. Take profit: 0.09684 (5.72 %) & Stop Loss: 0.0895 (2.29 %)
Long Trade on ALGO (BosPullback)
With 3818.2 ALGO at 0.0916$ per unit. Take profit: 0.09684 (5.72 %) & Stop Loss: 0.0895 (2.29 %)
Position
Entry 0.0916$
Qty 3818.1966 ALGO
Size 349.7392$ (margin 100$) (leverage 3)
Risk Setup
TP 0.09684 (+5.72%)
TP $ 20.01$
SL 0.0895 (-2.29%)
SL $ 8.02$
RR 2.5
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.9667
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 | 0.61×ATR |
| 1d | near | 0.27×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 : bull_moderate rules_regime : bull_medium rules_regime_5m : range_low Score : 2 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : range_low (0) 03/08 22:00 Score : 0 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bull_high 15m_regime : bull_medium |
Strategic (1D) : bear_high (-3) 03/08 20:00 Operational (4H) : bull_high_confirmed (+2) 03/08 20:00 Tactical (1H) : bull_high (+1) 03/08 21:00 Score : 0 / ±6 |
| Strategic | range | compression | — | 0 |
| Operational | range | range | — | 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% | 0.7460 | r1h: 0.100% · r4h: -0.556% · r1d: 6.47% · r3d: 14.13% · ema21_slope: 0.3673% · dist_ema21: 2.147% |
| Force Relative | 25% | 0.6288 | rs_1h: -0.638% · rs_4h: -0.945% · rs_1d: 5.50% · rs_3d: 12.76% · beta_24h: 0.172 |
| Volume | 20% | 0.2547 | rvol_20: 0.51× · zscore_50: -0.139 · trend: -2.92% |
| Qualité Tendance | 15% | 0.8783 | ADX: 45.4 (trend) · Chop: 36.6 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.468% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.047% | 0.0R | -2.651% | 1.2R | 0.0× | 12 |
| 2h | +0.047% | 0.0R | -2.962% | 1.3R | 0.0× | 24 |
| 4h ★ | +0.047% | 0.0R | -3.192% | 1.4R | 0.0× | 48 |
| 8h | +0.047% | 0.0R | -3.192% | 1.4R | 0.0× | 96 |
| 12h | +0.384% | 0.2R | -3.192% | 1.4R | 0.1× | 144 |
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 | normal | bear_high |
63%
|
noisy_chop 37% | late | — | near 0.3ATR | 0.67 | bear_high | -5.36% | +0.68 | 03/08 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | balanced | expansion_after_compression | bull_high_confirmed |
73%
|
noisy_chop 50% | late | — | — | 0.53 | range_high | -0.70% | +0.88 | 03/08 20:00 |
| 1h | ↑ up | transition | bullish_transition | strong | fading | expansion_after_compression | bull_high |
67%
|
noisy_chop 44% | early | — | — | 0.40 | range_medium | +0.64% | +0.39 | 03/08 21:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | fading | compression | bull_medium |
61%
|
noisy_chop 33% | early | — | — | — | range_low | +0.64% | +0.02 | 03/08 21:30 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | late | 6b | — | 3.588×ATR | p32 | +1.404×ATR | p92 |
| 4h | ↑ up | late | 5b | — | 3.455×ATR | p61 | +1.216×ATR | p92 |
| 1h | ↓ down | early | 7b | — | 1.723×ATR | p10 | +0.218×ATR | p21 |
| 15m | ↑ up | early | 7b | — | 1.981×ATR | p21 | +0.363×ATR | p23 |
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:
0.089622
146
0.8053
0.5273
0.4361
0.2041
0.6258
0.7226
0.5876
0.5208
0.7953
0.7054
0.6125
0.9033
0.1812
0.1673
1
1.7875
4.1962
0.8
0.2
1
8
1
0.5917
0.3936
3.0677
0.65
0.7226
2.2167
4.1962
0.4188
0.2804
0.76
0.0741
0.4457
0.6192
0.8951
0.9033
-1.2288
11.4848
1
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0.089622
0.092995
0.092995
0.089622
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 |
|---|---|---|---|---|
| 0.0916 | 0.0895 | 0.09684 | 2.5 | 0.1256 |
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 = 0.0895 - 0.0916 = -0.0021
Récompense (distance jusqu'au take profit):
E - TP = 0.0916 - 0.09684 = -0.00524
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00524 / -0.0021 = 2.4952
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 349.7392 | 100 | 3818.1966 | 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 / -0.0021 = -3809.52
Taille de position USD = -3809.52 x 0.0916 = -348.95
Donc, tu peux acheter -3809.52 avec un stoploss a 0.0895
Avec un position size USD de -348.95$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -3809.52 x -0.0021 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -3809.52 x -0.00524 = 19.96
Si Take Profit atteint, tu gagneras 19.96$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 5.72 % | 20.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 2.29 % | 8.02 $ |
| PNL | PNL % |
|---|---|
| -8.02 $ | -2.29 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -2.6507 % | 115.62 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.0916 | 0.0895 | 0.09684 | 2.5 | 0.1256 |
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 = 0.0895 - 0.0916 = -0.0021
Récompense (distance jusqu'au take profit):
E - TP = 0.0916 - 0.09684 = -0.00524
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.00524 / -0.0021 = 2.4952
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| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.047% | 0.0R | -2.651% | 1.2R | 0.0× | 12 |
| 2h | +0.047% | 0.0R | -2.962% | 1.3R | 0.0× | 24 |
| 4h ★ | +0.047% | 0.0R | -3.192% | 1.4R | 0.0× | 48 |
| 8h | +0.047% | 0.0R | -3.192% | 1.4R | 0.0× | 96 |
| 12h | +0.384% | 0.2R | -3.192% | 1.4R | 0.1× | 144 |
computed 1 month ago
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