Long Trade on PENGU (CatchTheWave)
With 95946.27 PENGU at 0.00983$ per unit. Take profit: 0.009998 (1.7 %) & Stop Loss: 0.009748 (0.84 %)
29 Sep 2026 at 23:34:41
hyperliquid
PENGU
LONG
CatchTheWave
hyperliquid
29 Sep 2026 23:34
→ 00:25
· 50 minutes
Position
Entry 0.009831$
Qty 95946.2701 PENGU
Size 943.2478$ (margin 100$) (leverage 9)
Risk Setup
TP 0.009998 (+1.7%)
TP $ 16.02$
SL 0.009748 (-0.84%)
SL $ 7.96$
RR 2.01
Status
win
PnL
+1.70%
/ +16.02$
MAE -1.75%
MFE +1.87%
2.2R
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 166355)
#14 / 82
OK
seuil : top 15
score du 29/09/2026 23:00
score du 29/09/2026 23:00
Avg Rank 8h: 0.7900
Quality Score
0.572
score brut du coin
Signal Confidence
25 %
LOW
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
5.5M $
volume USDT au moment du signal
29/09 23:31
29/09 23:31
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#14 / 82
OK
seuil : top 15
Signal Confidence
25 %
LOW
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.84 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD SKIP
rank + confidence + regime + SL size
V4 Shadow Analysis
Filtres V4 : rank, confidence, régime combiné BTC + coin, SL ≥ 0.75%, Supply & Demand multi-TF (1H/4H/1D), Move Maturity multi-TF.
Quality Rank
#14 / 82
OK
seuil : top 15
Signal Confidence
25 %
LOW
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.84 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
2/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 2.73×ATR |
| 4h | near | 0.45×ATR |
| 1d | near | -0.77×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
Regime
| BTC Market Regime | BTC Market Regime V2 |
|---|---|
|
ml_regime : neutral rules_regime : range_medium rules_regime_5m : range_low Score : 0 |
ml_regime : range_high Strategic (1D) : bull_high (+2) Operational (4H) : bull_medium (0) Tactical (1H) : range_medium (0) 24/09 15:01 Score : +2 |
| BTC Correlation | Coin Market Regime | Coin Market Regime V2 |
|---|---|---|
|
5m : 0.633279 15m : 0.620568 |
1H_regime : bull_high 15m_regime : range_high 5m_regime : bear_medium |
Strategic (1D) : bull_high_confirmed (+3) 28/09 20:00 Operational (4H) : bull_high (+2) 29/09 16:00 Tactical (1H) : bull_high (+1) 29/09 22:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4423
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | range | 0.25 | 0 |
| Micro | range | compression | 0.25 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
58.1%
Impulse :
+0.00
Participation :
mixed_dispersion
Leadership :
alts
% Positive (universe)
| 15m | 14.5% |
| 1h | 33.9% |
| 4h | 59.7% |
| 24h | 72.6% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 14.5% | -0.16% |
| 4h | 72.6% | +0.30% |
| 24h | 67.7% | +1.60% |
Dispersion :
0.102
Universe :
62
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
29/09 23:31
· env trend_consolidation
Quality Score
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.
1D
Calculé le
29/09/2026 20:00
Score brut
0.5987
Score SMA
0.6229
Rank
#37
/ 83
Rank Norm SMA 8h
0.5610
Rank Norm SMA
0.5220
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8147 | r1h: 0.000% · r4h: 0.000% · r1d: 5.30% · r3d: 0.47% · ema21_slope: 1.6119% · dist_ema21: 11.501% |
| Force Relative | 25% | 0.6241 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 5.11% · rs_3d: 1.41% · beta_24h: 1.603 |
| Volume | 20% | 0.3863 | rvol_20: 0.89× · zscore_50: -0.032 · trend: 45.01% |
| Qualité Tendance | 15% | 0.8069 | ADX: 36.8 (trend) · Chop: 30.1 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 8.866% (optimal 0.3–3 %) |
1H
Calculé le
29/09/2026 23:00
Score brut
0.5717
Score SMA
0.5524
Rank
#14
/ 82
Rank Norm SMA 8h
0.7900
Rank Norm SMA
0.5206
Calculé le
29/09/2026 23:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5714 | r1h: -1.955% · r4h: 0.222% · r1d: 9.89% · r3d: 0.98% · ema21_slope: 0.1721% · dist_ema21: 0.962% |
| Force Relative | 25% | 0.5681 | rs_1h: -1.882% · rs_4h: 0.496% · rs_1d: 9.39% · rs_3d: 2.26% · beta_24h: 2.821 |
| Volume | 20% | 0.3906 | rvol_20: 1.53× · zscore_50: 0.018 · trend: -31.76% |
| Qualité Tendance | 15% | 0.5721 | ADX: 22.2 (weak) · Chop: 52.1 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 2.258% (optimal 0.3–3 %) |
4H
Calculé le
29/09/2026 20:00
Score brut
0.5207
Score SMA
0.5907
Rank
#24
/ 84
Rank Norm SMA 8h
0.6824
Rank Norm SMA
0.5815
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6236 | r1h: 0.000% · r4h: 1.239% · r1d: 5.30% · r3d: 0.47% · ema21_slope: -0.1983% · dist_ema21: 2.151% |
| Force Relative | 25% | 0.6136 | rs_1h: 0.000% · rs_4h: 1.173% · rs_1d: 5.11% · rs_3d: 1.41% · beta_24h: 2.794 |
| Volume | 20% | 0.1545 | rvol_20: 0.30× · zscore_50: -1.009 · trend: -33.69% |
| Qualité Tendance | 15% | 0.6550 | ADX: 34.1 (trend) · Chop: 54.2 (neutral) |
| Volatilité | 10% | 0.5102 | ATR%: 4.469% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.844%
(0.0001)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.872% | 2.2R | -0.163% | 0.2R | 11.5× | 12 |
| 2h | +1.872% | 2.2R | -0.265% | 0.3R | 7.1× | 24 |
| 4h ★ | +1.872% | 2.2R | -1.750% | 2.1R | 1.1× | 48 |
| 8h | +5.045% | 6.0R | -1.750% | 2.1R | 2.9× | 96 |
| 12h | +8.290% | 9.8R | -1.750% | 2.1R | 4.7× | 144 |
computed 6 days ago
Prediction
ML Trade Score: 40
ML Pullback Score: 6.04
Prediction Score: 0
| Prediction 1 | Probability |
|---|---|
|
|
n/a |
| Prediction 2 | Probability |
|---|---|
| n/a |
| Prediction 3 | Probability |
|---|---|
| n/a |
Contexte Multi-Timeframe (au signal)
ⓘ| 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 | range | range | moderate | grind | volatile_reversal | bull_high_confirmed |
59%
|
noisy_chop 40% | mid | — | near -0.8ATR | 0.72 | bull_high | +12.90% | +0.96 | 28/09 20:00 |
| 4h | ↑ up | range | range | moderate | grind | normal | bull_high |
54%
|
noisy_chop 34% | early | — | near 0.4ATR | 0.57 | bull_high | +1.75% | -0.22 | 29/09 16:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | balanced | normal | bull_high |
66%
|
noisy_chop 40% | early | — | — | 0.50 | range_medium | -0.51% | +0.53 | 29/09 22:00 |
| 15m | ↔ neutral | transition | bullish_transition | strong | explosive | expansion_after_compression | range_high |
40%
|
noisy_chop 39% | early | near -0.5ATR | — | 0.75 | range_low | -0.29% | -0.04 | 29/09 23:15 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| TF | Direction | Regime | Tradability | Move | PAQ | Momentum | Near S/D | RVOL | Vol zone | POC dist | LVN | VP ref | Évalué à |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1d
177627 |
↑ up | bull_high_confirmed |
59%
|
mid 14b 1.0ATR | noisy_chop 40% | 0.682 |
— near -0.8ATR |
0.89 | above_value | +0.34 ATR | — | #97282 |
28/09 20:00
upd 29/09 20:27
|
|
4h
177504 |
↑ up | bull_high |
54%
|
early 5b 0.5ATR | noisy_chop 34% | 0.677 |
— near 0.4ATR |
0.30 | above_value | +0.34 ATR | — | #97282 |
29/09 16:00
upd 29/09 20:21
|
|
1h
anchor
178782 |
↑ up | bull_high |
66%
|
early 9b 0.4ATR | noisy_chop 40% | 0.545 |
— — |
1.53 | above_value | +0.35 ATR | — | #97864 |
29/09 22:00
upd 29/09 23:11
|
|
15m
178939 |
↔ neutral | range_high |
40%
|
early 7b -1.3ATR | noisy_chop 39% | 0.797 |
near -0.5ATR — |
1.88 | above_value | +0.35 ATR | — | #97864 |
29/09 23:15
upd 29/09 23:32
|
|
5m
|
Pas de snapshot frais lors de la création du trade | ||||||||||||
Source : table pivot
trade_context_snapshots — lit les colonnes SQL réelles
(donc évolue avec les futures features ajoutées à market_context_snapshots).
Move Maturity (au signal)
| TF | Direction | Maturity | Age (bars) | Age since BOS | Amplitude | Amp. %ile | Extension | Ext. %ile |
|---|---|---|---|---|---|---|---|---|
| 1d | ↑ up | mid | 14b | — | 3.736×ATR | p53 | +1.044×ATR | p58 |
| 4h | ↑ up | early | 5b | — | 2.207×ATR | p4 | +0.463×ATR | p21 |
| 1h | ↑ up | early | 9b | — | 1.784×ATR | p15 | +0.418×ATR | p23 |
| 15m | ↑ up | early | 7b | — | 0×ATR | p0 | -1.263×ATR | p54 |
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
Signal
CatchTheWave Signal - buy
Indicators:
- long_trend: 1
- confidence: 0.2486
- reason: HTF_bullish_stack | KC_pullback(-0.13) | regime:bull_high|ob:ask_pressure(-0.10)|ob:ask_wall_0.4ATR(-0.08)
- stop_price: 0.00974762
- tp_price: 0.00999776
- atr: 5.5585233026363E-5
- score: 2.2516
- confidence_pre_ob: 0.4286
Details
- 1H
- timeframe : 1H
- ema9 : 0.00994189
- ema21 : 0.00984261
- ema50 : 0.00978019
- ema100 : 0.00978815
- price_ema9_diff : -0.0111547
- ema9_ema21_diff : 0.0100873
- ema21_ema50_diff : 0.00638257
- price_ema100_diff : 0.00437709
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.158916
- ema_slope_21 : 0.171002
- ema_slope_50 : 0.0747634
- ema_slope_100 : 0.0295412
- rsi : 0.536094
- adx : 0.232486
- kc_percentage : 0.477969
- kc_width_percentage : 0.0847294
- volume_ema_diff : -0.508578
- rvol_20 : 0.0733647
- rvol_50 : 0.050261
- volume_zscore_50 : -0.945852
- volume_vol_ratio : 8435014368.1029
- chop : 52.0545
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.00995776
- ema21 : 0.00998036
- ema50 : 0.00991254
- ema100 : 0.00974874
- price_ema9_diff : -0.0127303
- ema9_ema21_diff : -0.00226414
- ema21_ema50_diff : 0.00684151
- price_ema100_diff : 0.0084379
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.000477292
- ema_slope_21 : 0.0372672
- ema_slope_50 : 0.0560407
- ema_slope_100 : 0.0649162
- rsi : 0.401
- adx : 0.20895
- kc_percentage : 0.120736
- kc_width_percentage : 0.0402433
- volume_ema_diff : 0.0512049
- rvol_20 : 0.199898
- rvol_50 : 0.134883
- volume_zscore_50 : -0.606097
- volume_vol_ratio : 8789930582.3279
- chop : 37.6656
- regime : range_high ¸
- 5m
- timeframe : 5m
- ema9 : 0.00989877
- ema21 : 0.00997146
- ema50 : 0.010004
- ema100 : 0.00999902
- price_ema9_diff : -0.00684679
- ema9_ema21_diff : -0.00728965
- ema21_ema50_diff : -0.00325519
- price_ema100_diff : -0.0168045
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : -0.196729
- ema_slope_21 : -0.119096
- ema_slope_50 : -0.0450431
- ema_slope_100 : -0.0177559
- rsi : 0.32783
- adx : 0.271735
- kc_percentage : -0.125785
- kc_width_percentage : 0.0222371
- volume_ema_diff : -0.204439
- rvol_20 : 0.328161
- rvol_50 : 0.518504
- volume_zscore_50 : -0.30512
- volume_vol_ratio : 15673037692.561
- chop : 34.3264
- regime : bear_medium ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
83468.9
- 5m_price_ema100_diff:
-0.00231117
- 5m_price:
83276
- 5m_correlation_with_coin:
0.633279
- btc_indicators
- 15m_ema100:
83457.7
- 15m_price_ema100_diff:
-0.00217758
- 15m_price:
83276
- 15m_correlation_with_coin:
0.620568
- btc_indicators
- 1H_ema100:
83731.1
- 1H_price_ema100_diff:
-0.00562743
- 1H_price:
83260
- 1H_correlation_with_coin: ¸
- market_structures
- market_structures
- 1H_version: 1.1
- 1H_market_structure:
Array ( [left_window] => 5 [right_window] => 5 [recent_pivots] => Array ( [0] => Array ( [0] => 2026-09-27 12:00:00 [1] => 0.01095 [2] => H ) [1] => Array ( [0] => 2026-09-27 16:00:00 [1] => 0.009921 [2] => L ) [2] => Array ( [0] => 2026-09-28 00:00:00 [1] => 0.0105 [2] => H ) [3] => Array ( [0] => 2026-09-28 09:00:00 [1] => 0.00939 [2] => L ) [4] => Array ( [0] => 2026-09-28 13:00:00 [1] => 0.01005 [2] => H ) [5] => Array ( [0] => 2026-09-29 02:00:00 [1] => 0.008984 [2] => L ) [6] => Array ( [0] => 2026-09-29 13:00:00 [1] => 0.01006 [2] => H ) [7] => Array ( [0] => 2026-09-29 17:00:00 [1] => 0.00953 [2] => L ) [8] => Array ( [0] => 2026-09-29 19:00:00 [1] => 0.010091 [2] => H ) [9] => Array ( [0] => 2026-09-30 02:00:00 [1] => 0.010309 [2] => H ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -3.8219031913862 [ms_dist_from_last_low_pct] => 4.0398740818468 [ms_bars_since_swing_high] => 1 [ms_bars_since_swing_low] => 10 [ms_last_swing_amplitude_pct] => 2.1603408978298 [ms_bos_up] => 1 [ms_bos_down] => 0 [ms_choch_up] => 0 [ms_choch_down] => 0 ) ) - market_structures
- 15m_version: 1.1
- 15m_market_structure:
Array ( [left_window] => 5 [right_window] => 5 [recent_pivots] => Array ( [0] => Array ( [0] => 2026-09-29 13:30:00 [1] => 0.009844 [2] => L ) [1] => Array ( [0] => 2026-09-29 14:45:00 [1] => 0.010014 [2] => H ) [2] => Array ( [0] => 2026-09-29 17:45:00 [1] => 0.00953 [2] => L ) [3] => Array ( [0] => 2026-09-29 19:00:00 [1] => 0.010091 [2] => H ) [4] => Array ( [0] => 2026-09-29 20:00:00 [1] => 0.009816 [2] => L ) [5] => Array ( [0] => 2026-09-29 21:45:00 [1] => 0.009884 [2] => L ) [6] => Array ( [0] => 2026-09-29 23:15:00 [1] => 0.010062 [2] => H ) [7] => Array ( [0] => 2026-09-29 23:30:00 [1] => 0.009877 [2] => L ) [8] => Array ( [0] => 2026-09-30 02:00:00 [1] => 0.010309 [2] => H ) [9] => Array ( [0] => 2026-09-30 03:30:00 [1] => 0.009802 [2] => L ) ) [detected_trend] => range [features] => Array ( [ms_trend_state] => 0 [ms_dist_from_last_high_pct] => -4.6367251915802 [ms_dist_from_last_low_pct] => 0.29585798816568 [ms_bars_since_swing_high] => 6 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 5.1724137931035 [ms_bos_up] => 1 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 0 ) ) - market_structures
- 5m_version: 1.1
- 5m_market_structure:
Array ( [left_window] => 5 [right_window] => 5 [recent_pivots] => Array ( [0] => Array ( [0] => 2026-09-29 22:30:00 [1] => 0.00989 [2] => L ) [1] => Array ( [0] => 2026-09-29 23:00:00 [1] => 0.009893 [2] => L ) [2] => Array ( [0] => 2026-09-29 23:15:00 [1] => 0.010062 [2] => H ) [3] => Array ( [0] => 2026-09-29 23:40:00 [1] => 0.009877 [2] => L ) [4] => Array ( [0] => 2026-09-30 00:25:00 [1] => 0.009923 [2] => L ) [5] => Array ( [0] => 2026-09-30 00:30:00 [1] => 0.010058 [2] => H ) [6] => Array ( [0] => 2026-09-30 01:20:00 [1] => 0.010222 [2] => H ) [7] => Array ( [0] => 2026-09-30 01:35:00 [1] => 0.010047 [2] => L ) [8] => Array ( [0] => 2026-09-30 02:10:00 [1] => 0.010309 [2] => H ) [9] => Array ( [0] => 2026-09-30 03:30:00 [1] => 0.009802 [2] => L ) ) [detected_trend] => range [features] => Array ( [ms_trend_state] => 0 [ms_dist_from_last_high_pct] => -4.6367251915802 [ms_dist_from_last_low_pct] => 0.29585798816568 [ms_bars_since_swing_high] => 16 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 5.1724137931035 [ms_bos_up] => 1 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : pullback_up
- confidence : 0.978
- trend_strength : 0.082
- trend_persistence : 0.5
- high_delta_atr : 1.1734
- low_delta_atr : 2.5729
- current_swing_amp_atr : 3.4742
- current_swing_speed : 0.38602
- current_swing_efficiency : 0.3485
- retracement_ratio : 1.4698
- extension_ratio : 0.724
- compression_score : 1.2649
- swing_entropy : 1
- breakout_strength : -0.6833
- distance_to_last_high_atr : -1.8566
- distance_to_last_low_atr : 1.8142
- pivot_count : 38
- swing_count : 37
- market_structure_v2
- last_pivot_kind: high
- last_pivot_price:
0.010309
- last_pivot_index:
198
¸
- trend_analyzer_1h
- direction : up
- phase : transition
- structure : bullish_transition
- breakout_state : fresh_breakout
- quality : volatile
- strength : moderate
- exhaustion : medium
- momentum_type : grind
- volatility_regime : compression
- htf_context : unknown
- risk_state : mid_range
- confidence : 0.576
- state : up_bullish_transition_grind
- trend_analyzer_1h
- scores_direction_score:
0.7003
- scores_strength_score:
0.5475
- scores_quality_score:
0.3032
- scores_cleanliness_score:
0.2359
- scores_structural_quality:
0.3583
- scores_pullback_score:
1
- scores_exhaustion_score:
0.3805
- scores_continuation_score:
0.541
- scores_structure_score:
0.6393
- scores_volatility_expansion:
0.2648
- scores_momentum_type_score:
0.5973
- scores_risk_score:
0.4736
- trend_analyzer_1h
- features_ema20_slope:
0.0868
- features_ema50_slope:
0.0451
- features_ema_alignment_score:
1
- features_price_vs_ema20:
0.3204
- features_price_vs_ema50:
0.6578
- features_recent_hh_hl_score:
0.5
- features_recent_lh_ll_score:
0.5
- features_last_bos_direction:
1
- features_bars_since_last_bos:
1
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5282
- features_trend_efficiency:
0.3485
- features_impulse_strength:
4.9552
- features_directional_candle_ratio:
0.55
- features_pullback_depth_ratio:
1.4698
- features_pullback_depth_atr:
3.603
- features_extension_from_mean:
0.6578
- features_impulse_decay_score:
0.638
- features_opposing_wick_pressure:
0.2709
- features_volatility_percentile:
0.12
- features_volatility_delta:
-0.0108
- features_body_ratio:
0.5119
- features_closes_position_ratio:
0.5091
- features_slope_consistency:
0.8985
- features_range_position:
0.4736
- features_distance_to_recent_high:
-5.0506
- features_distance_to_recent_low:
4.5431
- features_had_recent_range:
1
- features_had_recent_compression:
0
- features_post_break_hl_count:
0
- features_htf_trend_strength:
- features_htf_compression_score:
- features_htf_entropy_score:
- features_htf_hh_hl_score:
- features_htf_state_str: ¸
- orderbook_context
- obi_top5 : -0.4049
- obi_top10 : -0.1567
- micro_price : 0.0098362
- spread_pct : 0.010167
- mid_price : 0.0098365
- bid_wall_price : 0.00979
- bid_wall_size : 19027310.4
- bid_wall_dist_atr : 0.8366
- ask_wall_price : 0.00986
- ask_wall_size : 20510232.2
- ask_wall_dist_atr : 0.4228
- snapshots_count : 5
- obi_top5_mean : -0.1692
- obi_top5_std : 0.2424
- pressure_side : ask
- collection_mode : ws_rolling
- collection_ms : 7041
- aggregation_tick : 1.0E-5
- error : ¸
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 23:34 | 0.00983100 | 0% |
| 2 | 23:53 | 0.00981600 | -0.153% |
Market Structure
Market Structure Score: 1
5M -
range
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
0
Dist From Last High Pct
-4.64%
Dist From Last Low Pct
0.30%
Bars Since Swing High
16 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
5.17%
Bos Up
1
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0001
0.55%
TP to Pivot Distance
0.0003
3.11%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-29 22:30:00 | 0.00989 | ↓ Low |
| 2026-09-29 23:00:00 | 0.009893 | ↓ Low |
| 2026-09-29 23:15:00 | 0.010062 | ↑ High |
| 2026-09-29 23:40:00 | 0.009877 | ↓ Low |
| 2026-09-30 00:25:00 | 0.009923 | ↓ Low |
| 2026-09-30 00:30:00 | 0.010058 | ↑ High |
| 2026-09-30 01:20:00 | 0.010222 | ↑ High |
| 2026-09-30 01:35:00 | 0.010047 | ↓ Low |
| 2026-09-30 02:10:00 | 0.010309 | ↑ High |
| 2026-09-30 03:30:00 | 0.009802 | ↓ Low |
15M -
range
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
0
Dist From Last High Pct
-4.64%
Dist From Last Low Pct
0.30%
Bars Since Swing High
6 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
5.17%
Bos Up
1
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0002
2.24%
TP to Pivot Distance
0.0003
3.11%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-29 13:30:00 | 0.009844 | ↓ Low |
| 2026-09-29 14:45:00 | 0.010014 | ↑ High |
| 2026-09-29 17:45:00 | 0.00953 | ↓ Low |
| 2026-09-29 19:00:00 | 0.010091 | ↑ High |
| 2026-09-29 20:00:00 | 0.009816 | ↓ Low |
| 2026-09-29 21:45:00 | 0.009884 | ↓ Low |
| 2026-09-29 23:15:00 | 0.010062 | ↑ High |
| 2026-09-29 23:30:00 | 0.009877 | ↓ Low |
| 2026-09-30 02:00:00 | 0.010309 | ↑ High |
| 2026-09-30 03:30:00 | 0.009802 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-3.82%
Dist From Last Low Pct
4.04%
Bars Since Swing High
1 bars
Bars Since Swing Low
10 bars
Last Swing Amplitude Pct
2.16%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0008
7.84%
TP to Pivot Distance
0.0010
9.52%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-27 12:00:00 | 0.01095 | ↑ High |
| 2026-09-27 16:00:00 | 0.009921 | ↓ Low |
| 2026-09-28 00:00:00 | 0.0105 | ↑ High |
| 2026-09-28 09:00:00 | 0.00939 | ↓ Low |
| 2026-09-28 13:00:00 | 0.01005 | ↑ High |
| 2026-09-29 02:00:00 | 0.008984 | ↓ Low |
| 2026-09-29 13:00:00 | 0.01006 | ↑ High |
| 2026-09-29 17:00:00 | 0.00953 | ↓ Low |
| 2026-09-29 19:00:00 | 0.010091 | ↑ High |
| 2026-09-30 02:00:00 | 0.010309 | ↑ High |
Market Structure V2
1H
↑ pullback_up
Confidence
98%
Trend
Trend Strength
0.082
Persistence
0.500
High Δ ATR
1.173
Low Δ ATR
2.573
Current Swing
Amp ATR
3.474
Speed
0.386
Efficiency
0.349
Structure
Retracement
1.470
Extension
0.724
Compression
1.265
Entropy
1.000
Breakout Str.
-0.683
Dist High ATR
-1.857
Dist Low ATR
1.814
38 pivots
·
37 swings
·
Last pivot:
↑ 0.0103
@ bar 198
Trend Analyzer 1H
1H
↑ up
up_bullish_transition_grind
Confidence
58%
Context
phase
transition
structure
bullish_transition
breakout
fresh_breakout
quality
volatile
strength
moderate
exhaustion
medium
momentum
grind
volatility
compression
risk
mid_range
htf
unknown
Scores
Direction Score
0.700
Strength Score
0.548
Quality Score
0.303
Cleanliness Score
0.236
Structural Quality
0.358
Pullback Score
1.000
Exhaustion Score
0.381
Continuation Score
0.541
Structure Score
0.639
Volatility Expansion
0.265
Momentum Type Score
0.597
Risk Score
0.474
Features
Ema20 Slope
0.087
Ema50 Slope
0.045
Ema Alignment Score
1.000
Price Vs Ema20
0.320
Price Vs Ema50
0.658
Recent Hh Hl Score
0.500
Recent Lh Ll Score
0.500
Last Bos Direction
1.000
Bars Since Last Bos
1.000
Candle Overlap Ratio
1.000
Wick Ratio
0.528
Trend Efficiency
0.349
Impulse Strength
4.955
Directional Candle Ratio
0.550
Pullback Depth Ratio
1.470
Pullback Depth Atr
3.603
Extension From Mean
0.658
Impulse Decay Score
0.638
Opposing Wick Pressure
0.271
Volatility Percentile
0.120
Volatility Delta
-0.011
Body Ratio
0.512
Closes Position Ratio
0.509
Slope Consistency
0.899
Range Position
0.474
Distance To Recent High
-5.051
Distance To Recent Low
4.543
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
0.000
Orderbook Context
↓ ask
ws_rolling
5 snapshots
7041ms
Confidence avant OB :
43%
→
25%
Order Book Imbalance
OBI Top 5
-0.405
avg -0.169
± 0.242
OBI Top 10
-0.157
Microstructure
Mid Price
0.0098
Micro Price
0.0098
Spread
0.0102%
↑ Bid Wall (Support)
Price
0.0098
Size
19,027,310.40
Dist ATR
0.8366
↓ Ask Wall (Resistance)
Price
0.0099
Size
20,510,232.20
Dist ATR
0.4228
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.009831 | 0.009748 | 0.009998 | 2.01 | 0.008556 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 0.009831
- Stop Loss: 0.009748
- Take Profit: 0.009998
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.009748 - 0.009831 = -8.3E-5
-
Récompense (distance jusqu'au take profit):
E - TP = 0.009831 - 0.009998 = -0.000167
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.000167 / -8.3E-5 = 2.012
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 943.2478 | 100 | 95946.2701 | 9.00 |
Details
1. Déterminer le montant risqué sur ce trade
Risk Amount = Capital x Risk per trade
Paramètres:
- Account Size 100
- Risk per trade 8 %
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:
- Risk Amount 8
- Distance Stop Loss -8.3E-5
Taille de position = 8 / -8.3E-5 = -96385.54
Taille de position USD = -96385.54 x 0.009831 = -947.57
Donc, tu peux acheter -96385.54 avec un stoploss a 0.009748
Avec un position size USD de -947.57$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -96385.54 x -8.3E-5 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -96385.54 x -0.000167 = 16.1
Si Take Profit atteint, tu gagneras 16.1$
Résumé
- Taille de position -96385.54
- Taille de position USD -947.57
- Perte potentielle 8
- Gain potentiel 16.1
- Risk-Reward Ratio 2.012
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 1.7 % | 16.02 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.84 % | 7.96 $ |
| PNL | PNL % |
|---|---|
| 16.02 $ | 1.70 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.1628 % | 19.28 % | 4 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.009831 | 0.009748 | 0.009998 | 2.01 | 0.008556 |
Details
Click the "Sign Up" button in the top right corner and follow the registration process.
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:
- Entry 0.009831
- Stop Loss: 0.009748
- Take Profit: 0.009998
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.009748 - 0.009831 = -8.3E-5
-
Récompense (distance jusqu'au take profit):
E - TP = 0.009831 - 0.009998 = -0.000167
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.000167 / -8.3E-5 = 2.012
📌 ML Extra Data
Extra TP Data
Array
(
[2] => Array
(
[take_profit] => 0.009997
[stop_loss] => 0.009748
[rr_ratio] => 2
[closed_at] => 2026-09-30 04:25:00+00
[result] => win
)
[2.5] => Array
(
[take_profit] => 0.0100385
[stop_loss] => 0.009748
[rr_ratio] => 2.5
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[3] => Array
(
[take_profit] => 0.01008
[stop_loss] => 0.009748
[rr_ratio] => 3
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[3.5] => Array
(
[take_profit] => 0.0101215
[stop_loss] => 0.009748
[rr_ratio] => 3.5
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[4] => Array
(
[take_profit] => 0.010163
[stop_loss] => 0.009748
[rr_ratio] => 4
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[4.5] => Array
(
[take_profit] => 0.0102045
[stop_loss] => 0.009748
[rr_ratio] => 4.5
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[5] => Array
(
[take_profit] => 0.010246
[stop_loss] => 0.009748
[rr_ratio] => 5
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[5.5] => Array
(
[take_profit] => 0.0102875
[stop_loss] => 0.009748
[rr_ratio] => 5.5
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[6] => Array
(
[take_profit] => 0.010329
[stop_loss] => 0.009748
[rr_ratio] => 6
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[6.5] => Array
(
[take_profit] => 0.0103705
[stop_loss] => 0.009748
[rr_ratio] => 6.5
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
[7] => Array
(
[take_profit] => 0.010412
[stop_loss] => 0.009748
[rr_ratio] => 7
[closed_at] => 2026-09-30 06:20:00+00
[result] => loss
)
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.844%
(0.0001)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.872% | 2.2R | -0.163% | 0.2R | 11.5× | 12 |
| 2h | +1.872% | 2.2R | -0.265% | 0.3R | 7.1× | 24 |
| 4h ★ | +1.872% | 2.2R | -1.750% | 2.1R | 1.1× | 48 |
| 8h | +5.045% | 6.0R | -1.750% | 2.1R | 2.9× | 96 |
| 12h | +8.290% | 9.8R | -1.750% | 2.1R | 4.7× | 144 |
computed 6 days ago
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