Long Trade on ETHFI (BosPullback)
With 1147.05 ETHFI at 0.366$ per unit. Take profit: 0.3835 (4.78 %) & Stop Loss: 0.3591 (1.89 %)
Long Trade on ETHFI (BosPullback)
With 1147.05 ETHFI at 0.366$ per unit. Take profit: 0.3835 (4.78 %) & Stop Loss: 0.3591 (1.89 %)
Position
Entry 0.366$
Qty 1147.0521 ETHFI
Size 419.8784$ (margin 100$) (leverage 4)
Risk Setup
TP 0.3835 (+4.78%)
TP $ 20.07$
SL 0.3591 (-1.89%)
SL $ 7.91$
RR 2.54
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Avg Rank 8h: 0.1057
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 | 7.67×ATR |
| 4h | clear | 4.59×ATR |
| 1d | clear | 2.49×ATR |
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | mid | OK |
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : bull_moderate rules_regime : bull_low rules_regime_5m : range_low Score : 2 |
ml_regime : bear_high Strategic (1D) : range_high (0) Operational (4H) : range_medium (0) Tactical (1H) : bull_low (+1) 06/08 02:00 Score : +1 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
1H_regime : bear_high 15m_regime : range_medium |
Strategic (1D) : bear_high (-3) 05/08 20:00 Operational (4H) : bear_high (-2) 06/08 00:00 Tactical (1H) : bear_high (-1) 06/08 02:00 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% | 0.3977 | r1h: 0.028% · r4h: -1.555% · r1d: -1.09% · r3d: -9.26% · ema21_slope: -0.0067% · dist_ema21: -1.219% |
| Force Relative | 25% | 0.3177 | rs_1h: -0.247% · rs_4h: -2.044% · rs_1d: -1.97% · rs_3d: -12.57% · beta_24h: 0.891 |
| Volume | 20% | 0.1488 | rvol_20: 0.25× · zscore_50: -0.768 · trend: -65.12% |
| Qualité Tendance | 15% | 0.4907 | ADX: 18.0 (weak) · Chop: 57.9 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.300% (optimal 0.3–3 %) |
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.383% | 0.2R | -0.795% | 0.4R | 0.5× | 12 |
| 2h | +0.383% | 0.2R | -2.760% | 1.5R | 0.1× | 24 |
| 4h ★ | +0.383% | 0.2R | -3.618% | 1.9R | 0.1× | 48 |
| 8h | +0.383% | 0.2R | -3.618% | 1.9R | 0.1× | 96 |
| 12h | +0.383% | 0.2R | -3.618% | 1.9R | 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 | range | range | moderate | grind | compression | bear_high |
50%
|
noisy_chop 39% | mid | near 0.4ATR | — | 0.62 | bear_high | -3.31% | -0.97 | 05/08 20:00 |
| 4h | ↓ down | early_expansion | bearish_transition | moderate | grind | expansion_after_compression | bear_high |
56%
|
noisy_chop 44% | early | — | — | 0.41 | bull_high | +1.30% | -0.82 | 06/08 00:00 |
| 1h | ↔ neutral | transition | bullish_transition | moderate | balanced | compression | bear_high |
55%
|
noisy_chop 35% | early | — | — | 0.41 | bull_low | +1.18% | -0.20 | 06/08 02:00 |
| 15m | ↔ neutral | range | range | moderate | balanced | normal | range_medium |
38%
|
noisy_chop 45% | mid | — | — | — | range_low | +0.41% | -0.18 | 06/08 02:15 |
| 5m | — | ||||||||||||||||
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↓ down | mid | 15b | — | 4.265×ATR | p53 | -0.912×ATR | p81 |
| 4h | ↑ up | early | 7b | — | 1.433×ATR | p0 | -0.395×ATR | p46 |
| 1h | ↓ down | early | 6b | — | 2.524×ATR | p47 | -0.335×ATR | p32 |
| 15m | ↑ up | mid | 2b | — | 2.188×ATR | p10 | +1.085×ATR | p73 |
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:
0.35948
147
0.2795
0.63
0.3359
0.2403
0.4142
1
0.2349
0.4163
0.3169
0.2201
0.5618
0.2627
-0.0665
-0.0693
0
-0.0134
-1.0555
0.4
0.6
-1
2
1
0.5195
0.7231
3.2407
0.5
1.3523
3.14
-1.0555
0.2407
0.1851
0.18
-0.1319
0.494
0.4116
0
0.2627
-10.5171
3.7466
1
1
0
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0.35948
0.37491
0.37491
0.35948
0.37491
0.36774
0.371325
0.8714
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 02:38 | 0.36605000 | +0.014% |
| 2 | 02:44 | 0.36605000 | +0.014% |
Market Structure Score: 0
Trend
Current Swing
Structure
Context
Order Book Imbalance
Microstructure
↑ Bid Wall (Support)
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.366 | 0.3591 | 0.3835 | 2.54 | 0.5955 |
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 = 0.3591 - 0.366 = -0.0069
Récompense (distance jusqu'au take profit):
E - TP = 0.366 - 0.3835 = -0.0175
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0175 / -0.0069 = 2.5362
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 419.8784 | 100 | 1147.0521 | 4.00 |
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 / -0.0069 = -1159.42
Taille de position USD = -1159.42 x 0.366 = -424.35
Donc, tu peux acheter -1159.42 avec un stoploss a 0.3591
Avec un position size USD de -424.35$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -1159.42 x -0.0069 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -1159.42 x -0.0175 = 20.29
Si Take Profit atteint, tu gagneras 20.29$
Résumé
| TP % Target | TP $ Target |
|---|---|
| 4.78 % | 20.07 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.89 % | 7.91 $ |
| PNL | PNL % |
|---|---|
| -7.92 $ | -1.89 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.9399 % | 102.9 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.366 | 0.3591 | 0.3835 | 2.54 | 0.5955 |
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 = 0.3591 - 0.366 = -0.0069
Récompense (distance jusqu'au take profit):
E - TP = 0.366 - 0.3835 = -0.0175
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0175 / -0.0069 = 2.5362
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| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.383% | 0.2R | -0.795% | 0.4R | 0.5× | 12 |
| 2h | +0.383% | 0.2R | -2.760% | 1.5R | 0.1× | 24 |
| 4h ★ | +0.383% | 0.2R | -3.618% | 1.9R | 0.1× | 48 |
| 8h | +0.383% | 0.2R | -3.618% | 1.9R | 0.1× | 96 |
| 12h | +0.383% | 0.2R | -3.618% | 1.9R | 0.1× | 144 |
computed 1 month ago
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