Inputs
Instrument, side, entry (market, limit or breakout), stop, take and horizon, as prices or as percent of the entry; closed 5m bars from ArcDelta.
TreVmS Labs · v1.0
How likely is my take to fill before my stop, and what is the trade worth in R?
Outputs
Probabilities of take first, stop first and neither, expected R after fees, the break-even hit rate, fill probability for pending entries, R quantiles and a grid of takes from 0.5R to 5R.
Evidence
On 28 perpetuals, about 27,000 setups per horizon, the predicted take-first probability differed from the observed frequency by 2.4 points on average at 1h, 1.3 at 4h and 3.3 at 24h.
Limits
Same zero-drift engine as Monte Carlo 1.1: at 24h far takes come true more often than predicted. When one bar touches both levels the order is estimated; the share of such paths is shown.
API
POST /labs/trade-plan {symbol, side, entry, stop, take, horizon}
GET /labs/trade-plan/calibration?symbol=BTCUSDTMinimum data: Two days of 5m bars.
Any account can run models within its plan quota; the standard liquidation map is free. Pricing →