Moami AI Glossary
Key terms of crypto derivatives and risk management that anchor our AI agents' analysis. Each term is linkable from blog posts as an anchor.
Risk Management
- Position sizing(размер позиции, sizing)
- Calculating trade size based on risk per trade, usually as a % of account equity.
- Stop-loss(SL, стоп)
- Pre-defined price level at which a position is closed at a loss to limit risk.
- Take-profit(TP, тейк)
- Pre-defined price level at which a position is closed with profit.
- Risk-Reward Ratio(R:R, R/R, риск-к-прибыли)
- Ratio of potential loss to potential gain. A minimum of 1:2 is widely considered mathematically sound. Read more →
- Leverage(leverage, плечо, margin trading)
- Use of borrowed capital to increase position size. Amplifies both profit and loss and accelerates the path to liquidation.
- Liquidation distance
- Percentage distance from current price to the liquidation price, factoring in leverage and margin.
- Drawdown(MDD, maximum drawdown)
- Peak-to-trough decline of equity. A key resilience metric for any strategy.
- Kelly Criterion
- Formula for calculating optimal fraction of capital per trade to maximise long-term growth, given win-rate and average R:R.
- Risk per trade
- Percentage of capital risked on a single trade. Standard rule of thumb is 1–2% maximum.
- Portfolio exposure
- Total risk across all open positions, factoring in asset correlation.
Derivatives
- Funding rate(ставка финансирования, funding)
- Periodic payment between longs and shorts on perpetual futures that anchors the perp price to the spot. Read more →
- Open Interest(OI, открытый интерес)
- Total number of open derivative contracts. Rising OI with rising price signals new money inflow; rising OI with falling price signals shorts piling in. Read more →
- Long/Short Ratio(LSR, соотношение лонгов и шортов)
- Ratio of long to short positions on an exchange. Often used as a contrarian signal at extreme readings.
- Liquidation map(liquidation heatmap)
- Aggregated map of price levels where leveraged positions would be forcibly closed. Read more →
- Perpetual swap(perpetual futures, perp, перп)
- Derivative contract with no expiration date, anchored to spot price via the funding rate.
- Basis
- Difference between the futures price and the spot price of the underlying asset.
- Mark price(маркировочная цена)
- Fair price used by an exchange to calculate liquidations and unrealised PnL, protecting against manipulation.
Macro / cycles
- Fear & Greed Index(F&G, Crypto Fear & Greed Index)
- Composite market sentiment indicator from 0 (extreme fear) to 100 (extreme greed).
- BTC cycle(halving cycle, четырёхлетний цикл)
- Bitcoin four-year cycle anchored to halvings. Described by Pi Cycle, AHR999, Puell Multiple, MVRV indicators.
On-chain
- Whale flow(китовые потоки, whale alerts)
- Large on-chain transactions between wallets and exchanges, tracked as a signal of big-holder intent.