Long Trade on ZEC (BosPullback)
With 1.03 ZEC at 513.23$ per unit. Take profit: 532.7188 (3.8 %) & Stop Loss: 505.4345 (1.52 %)
Long Trade on ZEC (BosPullback)
With 1.03 ZEC at 513.23$ per unit. Take profit: 532.7188 (3.8 %) & Stop Loss: 505.4345 (1.52 %)
Position
Entry 513.23$
Qty 1.0262 ZEC
Size 526.6927$ (margin 100$) (leverage 5)
Risk Setup
TP 532.7188 (+3.8%)
TP $ 20$
SL 505.4345 (-1.52%)
SL $ 8$
RR 2.5
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.7017
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 | 4.63×ATR |
| 1d | clear | — |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↓ down | early | OK |
| 1d | ↓ down | mid | OK |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : range rules_regime : bull_low rules_regime_5m : range_low Score : 1 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : bull_low (+1) 06/08 00:00 Score : +1 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bull_high 15m_regime : range_medium |
Strategic (1D) : bull_high (+3) 05/08 20:00 Operational (4H) : bull_high (+2) 06/08 00:00 Tactical (1H) : bull_high (+1) 06/08 00:00 Score : +6 / ±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% | 0.5267 | r1h: -0.032% · r4h: -0.855% · r1d: -0.88% · r3d: 6.82% · ema21_slope: 0.0070% · dist_ema21: -0.930% |
| Force Relative | 25% | 0.5074 | rs_1h: 0.071% · rs_4h: -0.639% · rs_1d: -1.39% · rs_3d: 4.21% · beta_24h: 1.846 |
| Volume | 20% | 0.1586 | rvol_20: 0.32× · zscore_50: -0.954 · trend: -33.33% |
| Qualité Tendance | 15% | 0.6231 | ADX: 31.4 (trend) · Chop: 55.3 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 0.981% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.115% | 0.1R | -0.729% | 0.5R | 0.2× | 12 |
| 2h | +0.115% | 0.1R | -1.282% | 0.8R | 0.1× | 24 |
| 4h ★ | +0.115% | 0.1R | -1.908% | 1.3R | 0.1× | 48 |
| 8h | +0.115% | 0.1R | -4.600% | 3.0R | 0.0× | 96 |
| 12h | +0.115% | 0.1R | -4.782% | 3.2R | 0.0× | 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 | ↑ up | transition | bullish_transition | moderate | grind | compression | bull_high |
56%
|
noisy_chop 41% | mid | — | — | 0.46 | bear_high | -3.62% | -0.66 | 05/08 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | grind | compression | bull_high |
65%
|
noisy_chop 44% | early | — | — | 0.66 | bull_high | +0.84% | +0.23 | 06/08 00:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | balanced | compression | bull_high |
61%
|
noisy_chop 38% | early | near -0.2ATR | — | 0.64 | bull_low | +0.93% | -0.21 | 06/08 00:00 |
| 15m | ↔ neutral | transition | bearish_transition | moderate | grind | compression | range_medium |
35%
|
noisy_chop 39% | mid | — | — | 0.54 | range_low | +0.33% | -0.06 | 06/08 00:30 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | mid | 22b | — | 2.761×ATR | p0 | +0.709×ATR | p61 |
| 4h | ↓ down | early | 4b | — | 1.841×ATR | p0 | -0.074×ATR | p8 |
| 1h | ↑ up | early | 15b | — | 0×ATR | p0 | -0.268×ATR | p24 |
| 15m | ↑ up | mid | 8b | — | 2.368×ATR | p44 | +0.848×ATR | p77 |
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:
505.9
146
0.5174
0.3837
0.3677
0.206
0.5
0
0.446
0.4482
0.4618
0.3278
0.3209
0.8103
-0.0864
0.0268
0.6667
-0.0187
1.2724
0.75
0.25
-1
3
1
0.588
0.1106
3.0993
0.6
0
0
1.2724
0.6629
0.278
0.32
-0.0963
0.4035
0.4561
0
0.8103
-2.6297
11.2333
1
1
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505.9
525.94
513.97
505.9
511.27
501.71
506.49
0.8131
Signal Details
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 513.23 | 505.4345 | 532.7188 | 2.5 | 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 = 505.4345 - 513.23 = -7.7955
Récompense (distance jusqu'au take profit):
E - TP = 513.23 - 532.7188 = -19.4888
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -19.4888 / -7.7955 = 2.5
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 526.6927 | 100 | 1.0262 | 5.00 |
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 / -7.7955 = -1.03
Taille de position USD = -1.03 x 513.23 = -528.63
Donc, tu peux acheter -1.03 avec un stoploss a 505.4345
Avec un position size USD de -528.63$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -1.03 x -7.7955 = 8.03
Si Stop Loss atteint, tu perdras 8.03$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -1.03 x -19.4888 = 20.07
Si Take Profit atteint, tu gagneras 20.07$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 3.8 % | 20 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.52 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -1.52 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.6659 % | 109.68 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 513.23 | 505.4345 | 532.7188 | 2.5 | 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 = 505.4345 - 513.23 = -7.7955
Récompense (distance jusqu'au take profit):
E - TP = 513.23 - 532.7188 = -19.4888
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -19.4888 / -7.7955 = 2.5
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| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.115% | 0.1R | -0.729% | 0.5R | 0.2× | 12 |
| 2h | +0.115% | 0.1R | -1.282% | 0.8R | 0.1× | 24 |
| 4h ★ | +0.115% | 0.1R | -1.908% | 1.3R | 0.1× | 48 |
| 8h | +0.115% | 0.1R | -4.600% | 3.0R | 0.0× | 96 |
| 12h | +0.115% | 0.1R | -4.782% | 3.2R | 0.0× | 144 |
computed 1 month ago
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