Long Trade on ZRO (CatchTheWave)
With 311.45 ZRO at 1.7$ per unit. Take profit: 1.7518 (3.02 %) & Stop Loss: 1.6747 (1.51 %)
30 Sep 2026 at 11:21:29
hyperliquid
ZRO
LONG
CatchTheWave
hyperliquid
30 Sep 2026 11:21
→ 12:20
· 58 minutes
Position
Entry 1.7004$
Qty 311.4513 ZRO
Size 529.5918$ (margin 100$) (leverage 5)
Risk Setup
TP 1.7518 (+3.02%)
TP $ 16.01$
SL 1.6747 (-1.51%)
SL $ 8$
RR 2
Status
win
PnL
+3.02%
/ +16.01$
MAE -2.55%
MFE +3.60%
2.4R
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 167539)
#6 / 77
OK
seuil : top 15
score du 30/09/2026 11:00
score du 30/09/2026 11:00
Avg Rank 8h: 0.8866
Quality Score
0.655
score brut du coin
Signal Confidence
54 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
34.0M $
volume USDT au moment du signal
30/09 11:15
30/09 11:15
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#6 / 77
OK
seuil : top 15
Signal Confidence
54 %
OK
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
1.51 %
OK
seuil : ≥ 0.75%
Décision V3
WOULD TRADE
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
#6 / 77
OK
seuil : top 15
Signal Confidence
54 %
OK
seuil : ≥ 40%
Combined Regime Score
+8
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.51 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
0/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 1.48×ATR |
| 4h | clear | — |
| 1d | clear | 2.93×ATR |
Move Maturity — move up late = adverse (LONG)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | early | OK |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | late | BLOCKED |
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 : 0.428485 15m : 0.435194 |
1H_regime : bull_high 15m_regime : bear_high_confirmed 5m_regime : bear_high |
Strategic (1D) : bull_high_confirmed (+3) 28/09 20:00 Operational (4H) : bull_high (+2) 30/09 04:00 Tactical (1H) : bull_high (+1) 30/09 10:00 Score : +6 / ±6 |
Regime v2
BTC Regime (snapshot) 4470
bull
developing
bull_consolidation
| Strategic | bull | expansion | 0.90 | +2 |
| Operational | range | range | 0.25 | 0 |
| Tactical | range | range | 0.25 | 0 |
| Micro | range | range | 0.25 |
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
26.2%
Impulse :
-0.02
Participation :
btc_led_risk_on
Leadership :
btc
% Positive (universe)
| 15m | 71.4% |
| 1h | 66.1% |
| 4h | 21.4% |
| 24h | 57.1% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 71.4% | +0.12% |
| 4h | 21.4% | -1.08% |
| 24h | 39.3% | +0.23% |
Dispersion :
0.172
Universe :
56
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
30/09 11:16
· 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
0.7901
Score SMA
0.7408
Rank
#7
/ 83
Rank Norm SMA 8h
0.9268
Rank Norm SMA
0.8193
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.9408 | r1h: 0.000% · r4h: 0.000% · r1d: 6.78% · r3d: 4.48% · ema21_slope: 2.7927% · dist_ema21: 24.959% |
| Force Relative | 25% | 0.8774 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 6.58% · rs_3d: 5.42% · beta_24h: 0.107 |
| Volume | 20% | 0.7696 | rvol_20: 2.16× · zscore_50: 1.554 · trend: 108.66% |
| Qualité Tendance | 15% | 0.8971 | ADX: 47.7 (trend) · Chop: 26.9 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 9.123% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 11:00
Score brut
0.6545
Score SMA
0.5992
Rank
#6
/ 77
Rank Norm SMA 8h
0.8866
Rank Norm SMA
0.6424
Calculé le
30/09/2026 11:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5733 | r1h: -4.671% · r4h: -1.943% · r1d: 0.91% · r3d: 5.85% · ema21_slope: 0.4616% · dist_ema21: -1.003% |
| Force Relative | 25% | 0.4028 | rs_1h: -3.678% · rs_4h: -1.843% · rs_1d: 0.83% · rs_3d: 6.69% · beta_24h: 1.586 |
| Volume | 20% | 1.0000 | rvol_20: 3.81× · zscore_50: 4.715 · trend: 122.84% |
| Qualité Tendance | 15% | 0.6297 | ADX: 28.5 (trend) · Chop: 51.5 (neutral) |
| Volatilité | 10% | 0.8734 | ATR%: 3.380% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 08:00
Score brut
0.5784
Score SMA
0.6337
Rank
#23
/ 81
Rank Norm SMA 8h
0.8440
Rank Norm SMA
0.6935
Calculé le
30/09/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7080 | r1h: 0.000% · r4h: -2.595% · r1d: 9.35% · r3d: 7.33% · ema21_slope: 0.3158% · dist_ema21: 7.192% |
| Force Relative | 25% | 0.7496 | rs_1h: 0.000% · rs_4h: -3.339% · rs_1d: 9.87% · rs_3d: 8.51% · beta_24h: 0.682 |
| Volume | 20% | 0.3426 | rvol_20: 0.70× · zscore_50: -0.336 · trend: 50.15% |
| Qualité Tendance | 15% | 0.7140 | ADX: 28.4 (trend) · Chop: 41.0 (trend) |
| Volatilité | 10% | 0.0297 | ATR%: 5.911% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -1.511%
(0.0257)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +3.282% | 2.2R | -0.788% | 0.5R | 4.2× | 12 |
| 2h | +3.599% | 2.4R | -0.788% | 0.5R | 4.6× | 24 |
| 4h ★ | +3.599% | 2.4R | -2.547% | 1.7R | 1.4× | 48 |
| 8h | +5.769% | 3.8R | -2.570% | 1.7R | 2.2× | 96 |
| 12h | +5.769% | 3.8R | -2.570% | 1.7R | 2.2× | 144 |
computed 1 week ago
Prediction
ML Trade Score: 40
ML Pullback Score: 5.5
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 |
58%
|
noisy_chop 39% | late | — | — | 0.43 | bull_high | +12.90% | +1.00 | 28/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | strong | balanced | expansion_after_compression | bull_high |
66%
|
noisy_chop 38% | early | — | — | 0.29 | bull_high | +1.97% | +0.72 | 30/09 04:00 |
| 1h | ↑ up | range | range | moderate | grind | expansion | bull_high |
66%
|
noisy_chop 46% | early | — | — | 0.24 | range_medium | +0.03% | +0.69 | 30/09 10:00 |
| 15m | ↔ neutral | range | bullish_transition | moderate | balanced | volatile_reversal | bear_high_confirmed |
42%
|
noisy_chop 41% | mid | — | — | 0.43 | range_medium | +0.30% | -0.30 | 30/09 11:00 |
| 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
177506 |
↑ up | bull_high_confirmed |
58%
|
late 14b 1.9ATR | noisy_chop 39% | 0.676 |
— — |
2.16 | above_value | +2.40 ATR | — | #97251 |
28/09 20:00
upd 29/09 20:21
|
|
4h
182533 |
↑ up | bull_high |
66%
|
early 4b 1.0ATR | noisy_chop 38% | 0.576 |
— — |
0.70 | above_value | +4.20 ATR | inside | #99472 |
30/09 04:00
upd 30/09 08:14
|
|
1h
anchor
183784 |
↑ up | bull_high |
66%
|
early 1b -0.3ATR | noisy_chop 46% | 0.608 |
— — |
3.81 | above_value | +3.17 ATR | — | #100033 |
30/09 10:00
upd 30/09 11:09
|
|
15m
183865 |
↔ neutral | bear_high_confirmed |
42%
|
mid 6b -1.4ATR | noisy_chop 41% | 0.510 |
— — |
0.26 | above_value | +3.17 ATR | — | #100033 |
30/09 11:00
upd 30/09 11:16
|
|
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 | late | 14b | — | 4.933×ATR | p62 | +1.948×ATR | p90 |
| 4h | ↑ up | early | 4b | — | 2.292×ATR | p14 | +1×ATR | p54 |
| 1h | ↓ down | early | 1b | — | 2.089×ATR | p28 | -0.323×ATR | p26 |
| 15m | ↑ up | mid | 6b | — | 0×ATR | p0 | -1.383×ATR | p65 |
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: 0.5414
- reason: HTF_bullish_stack | KC_pullback(-0.01) | regime:bull_high|ob:ask_wall_0.7ATR(-0.08)|ob:bid_support_0.5ATR(+0.05)
- stop_price: 1.6747138
- tp_price: 1.75177241
- atr: 0.017124136067846
- score: 2.021
- confidence_pre_ob: 0.5714
Details
- 1H
- timeframe : 1H
- ema9 : 1.75264
- ema21 : 1.73197
- ema50 : 1.67639
- ema100 : 1.62684
- price_ema9_diff : -0.0298102
- ema9_ema21_diff : 0.0119371
- ema21_ema50_diff : 0.0331557
- price_ema100_diff : 0.0452142
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.195836
- ema_slope_21 : 0.382637
- ema_slope_50 : 0.309189
- ema_slope_100 : 0.212667
- rsi : 0.498158
- adx : 0.269525
- kc_percentage : 0.343734
- kc_width_percentage : 0.128312
- volume_ema_diff : 0.56734
- rvol_20 : 0.0620382
- rvol_50 : 0.0880844
- volume_zscore_50 : -0.944049
- volume_vol_ratio : 921727
- chop : 51.2889
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 1.7334
- ema21 : 1.75434
- ema50 : 1.75844
- ema100 : 1.74189
- price_ema9_diff : -0.0190379
- ema9_ema21_diff : -0.0119404
- ema21_ema50_diff : -0.00233243
- price_ema100_diff : -0.0238223
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : -0.141279
- ema_slope_21 : -0.0718781
- ema_slope_50 : -0.0104655
- ema_slope_100 : 0.0204598
- rsi : 0.370416
- adx : 0.226692
- kc_percentage : 0.0785375
- kc_width_percentage : 0.0739327
- volume_ema_diff : 0.334779
- rvol_20 : 0.0775279
- rvol_50 : 0.0964117
- volume_zscore_50 : -0.674217
- volume_vol_ratio : 700211
- chop : 34.6278
- regime : bear_high_confirmed ¸
- 5m
- timeframe : 5m
- ema9 : 1.71274
- ema21 : 1.73546
- ema50 : 1.75628
- ema100 : 1.76683
- price_ema9_diff : -0.00720642
- ema9_ema21_diff : -0.0130934
- ema21_ema50_diff : -0.0118555
- price_ema100_diff : -0.0376007
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : -0.330723
- ema_slope_21 : -0.249605
- ema_slope_50 : -0.127847
- ema_slope_100 : -0.069023
- rsi : 0.34427
- adx : 0.355308
- kc_percentage : -0.0104943
- kc_width_percentage : 0.0387211
- volume_ema_diff : -0.587899
- rvol_20 : 0.159134
- rvol_50 : 0.281868
- volume_zscore_50 : -0.448625
- volume_vol_ratio : 1696296.1644674
- chop : 36.2996
- regime : bear_high ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
83895.3
- 5m_price_ema100_diff:
-0.000302694
- 5m_price:
83870
- 5m_correlation_with_coin:
0.428485
- btc_indicators
- 15m_ema100:
83695.8
- 15m_price_ema100_diff:
0.00125605
- 15m_price:
83801
- 15m_correlation_with_coin:
0.435194
- btc_indicators
- 1H_ema100:
83752.9
- 1H_price_ema100_diff:
0.00127842
- 1H_price:
83860
- 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 20:00:00 [1] => 1.728 [2] => H ) [1] => Array ( [0] => 2026-09-27 22:00:00 [1] => 1.6072 [2] => L ) [2] => Array ( [0] => 2026-09-28 07:00:00 [1] => 1.4229 [2] => L ) [3] => Array ( [0] => 2026-09-28 15:00:00 [1] => 1.6299 [2] => H ) [4] => Array ( [0] => 2026-09-29 03:00:00 [1] => 1.47 [2] => L ) [5] => Array ( [0] => 2026-09-29 15:00:00 [1] => 1.7311 [2] => H ) [6] => Array ( [0] => 2026-09-29 17:00:00 [1] => 1.5124 [2] => L ) [7] => Array ( [0] => 2026-09-30 05:00:00 [1] => 1.886 [2] => H ) [8] => Array ( [0] => 2026-09-30 13:00:00 [1] => 1.8374 [2] => H ) [9] => Array ( [0] => 2026-09-30 14:00:00 [1] => 1.6844 [2] => L ) ) [detected_trend] => range [features] => Array ( [ms_trend_state] => 0 [ms_dist_from_last_high_pct] => -6.6126047676064 [ms_dist_from_last_low_pct] => 1.8701021135122 [ms_bars_since_swing_high] => 2 [ms_bars_since_swing_low] => 1 [ms_last_swing_amplitude_pct] => 9.0833531227737 [ms_bos_up] => 0 [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 15:15:00 [1] => 1.7311 [2] => H ) [1] => Array ( [0] => 2026-09-29 17:45:00 [1] => 1.5124 [2] => L ) [2] => Array ( [0] => 2026-09-29 18:30:00 [1] => 1.6079 [2] => H ) [3] => Array ( [0] => 2026-09-29 23:00:00 [1] => 1.7088 [2] => H ) [4] => Array ( [0] => 2026-09-30 01:00:00 [1] => 1.7861 [2] => H ) [5] => Array ( [0] => 2026-09-30 05:15:00 [1] => 1.886 [2] => H ) [6] => Array ( [0] => 2026-09-30 08:00:00 [1] => 1.756 [2] => L ) [7] => Array ( [0] => 2026-09-30 11:00:00 [1] => 1.7416 [2] => L ) [8] => Array ( [0] => 2026-09-30 13:15:00 [1] => 1.8374 [2] => H ) [9] => Array ( [0] => 2026-09-30 14:30:00 [1] => 1.6844 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -7.4616305649287 [ms_dist_from_last_low_pct] => 0.9439563049157 [ms_bars_since_swing_high] => 8 [ms_bars_since_swing_low] => 3 [ms_last_swing_amplitude_pct] => 9.0833531227737 [ms_bos_up] => 0 [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] => 2026-09-30 09:30:00 [1] => 1.7788 [2] => H ) [1] => Array ( [0] => 2026-09-30 10:15:00 [1] => 1.7544 [2] => L ) [2] => Array ( [0] => 2026-09-30 10:35:00 [1] => 1.7715 [2] => H ) [3] => Array ( [0] => 2026-09-30 11:00:00 [1] => 1.7416 [2] => L ) [4] => Array ( [0] => 2026-09-30 11:30:00 [1] => 1.7838 [2] => H ) [5] => Array ( [0] => 2026-09-30 11:55:00 [1] => 1.7457 [2] => L ) [6] => Array ( [0] => 2026-09-30 13:25:00 [1] => 1.8374 [2] => H ) [7] => Array ( [0] => 2026-09-30 13:40:00 [1] => 1.7725 [2] => L ) [8] => Array ( [0] => 2026-09-30 14:40:00 [1] => 1.6844 [2] => L ) [9] => Array ( [0] => 2026-09-30 15:20:00 [1] => 1.6942 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -7.4561880918689 [ms_dist_from_last_low_pct] => 0.36595443277063 [ms_bars_since_swing_high] => 23 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 0.58180954642603 [ms_bos_up] => 1 [ms_bos_down] => 0 [ms_choch_up] => 0 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.635
- trend_strength : 0.1827
- trend_persistence : 0.5
- high_delta_atr : -0.8899
- low_delta_atr : 4.1969
- current_swing_amp_atr : 1.8281
- current_swing_speed : 0.91403
- current_swing_efficiency : 0.5881
- retracement_ratio : 0.6634
- extension_ratio : 0.2564
- compression_score : 0.9644
- swing_entropy : 1
- breakout_strength : -3.1147
- distance_to_last_high_atr : -2.2248
- distance_to_last_low_atr : -0.4706
- pivot_count : 34
- swing_count : 33
- market_structure_v2
- last_pivot_kind: high
- last_pivot_price:
1.8374
- last_pivot_index:
197
¸
- trend_analyzer_1h
- direction : up
- phase : range
- structure : range
- breakout_state : none
- quality : volatile
- strength : moderate
- exhaustion : medium
- momentum_type : grind
- volatility_regime : normal
- htf_context : unknown
- risk_state : mid_range
- confidence : 0.47
- state : up_range_grind
- trend_analyzer_1h
- scores_direction_score:
0.6445
- scores_strength_score:
0.6396
- scores_quality_score:
0.367
- scores_cleanliness_score:
0.2075
- scores_structural_quality:
0.4975
- scores_pullback_score:
0.6634
- scores_exhaustion_score:
0.5096
- scores_continuation_score:
0.4799
- scores_structure_score:
0.697
- scores_volatility_expansion:
0.4029
- scores_momentum_type_score:
0.6157
- scores_risk_score:
0.6327
- trend_analyzer_1h
- features_ema20_slope:
0.0359
- features_ema50_slope:
0.0609
- features_ema_alignment_score:
0.6667
- features_price_vs_ema20:
-0.3419
- features_price_vs_ema50:
0.7265
- features_recent_hh_hl_score:
0.6
- features_recent_lh_ll_score:
0.4
- features_last_bos_direction:
1
- features_bars_since_last_bos:
10
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5851
- features_trend_efficiency:
0.5881
- features_impulse_strength:
6.3282
- features_directional_candle_ratio:
0.5
- features_pullback_depth_ratio:
0.6634
- features_pullback_depth_atr:
1.8743
- features_extension_from_mean:
0.7265
- features_impulse_decay_score:
0.8718
- features_opposing_wick_pressure:
0.3892
- features_volatility_percentile:
0.44
- features_volatility_delta:
-0.0916
- features_body_ratio:
0.466
- features_closes_position_ratio:
0.4481
- features_slope_consistency:
0.6914
- features_range_position:
0.6327
- features_distance_to_recent_high:
-3.1277
- features_distance_to_recent_low:
5.3875
- features_had_recent_range:
1
- features_had_recent_compression:
0
- features_post_break_hl_count:
1
- 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 : 0.0033
- obi_top10 : 0.0578
- micro_price : 1.69839684
- spread_pct : 0.064782
- mid_price : 1.69855
- bid_wall_price : 1.69
- bid_wall_size : 81802.2
- bid_wall_dist_atr : 0.4993
- ask_wall_price : 1.71
- ask_wall_size : 74859.4
- ask_wall_dist_atr : 0.6686
- snapshots_count : 5
- obi_top5_mean : 0.008
- obi_top5_std : 0.0039
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6818
- aggregation_tick : 0.01
- error : ¸
Signal Details
Market Structure
Market Structure Score: 1
5M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-7.46%
Dist From Last Low Pct
0.37%
Bars Since Swing High
23 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
0.58%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0097
0.58%
TP to Pivot Distance
0.0856
4.89%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-30 09:30:00 | 1.7788 | ↑ High |
| 2026-09-30 10:15:00 | 1.7544 | ↓ Low |
| 2026-09-30 10:35:00 | 1.7715 | ↑ High |
| 2026-09-30 11:00:00 | 1.7416 | ↓ Low |
| 2026-09-30 11:30:00 | 1.7838 | ↑ High |
| 2026-09-30 11:55:00 | 1.7457 | ↓ Low |
| 2026-09-30 13:25:00 | 1.8374 | ↑ High |
| 2026-09-30 13:40:00 | 1.7725 | ↓ Low |
| 2026-09-30 14:40:00 | 1.6844 | ↓ Low |
| 2026-09-30 15:20:00 | 1.6942 | ↓ Low |
15M -
downtrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
-1
Dist From Last High Pct
-7.46%
Dist From Last Low Pct
0.94%
Bars Since Swing High
8 bars
Bars Since Swing Low
3 bars
Last Swing Amplitude Pct
9.08%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.1623
9.69%
TP to Pivot Distance
0.1342
7.66%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-29 15:15:00 | 1.7311 | ↑ High |
| 2026-09-29 17:45:00 | 1.5124 | ↓ Low |
| 2026-09-29 18:30:00 | 1.6079 | ↑ High |
| 2026-09-29 23:00:00 | 1.7088 | ↑ High |
| 2026-09-30 01:00:00 | 1.7861 | ↑ High |
| 2026-09-30 05:15:00 | 1.886 | ↑ High |
| 2026-09-30 08:00:00 | 1.756 | ↓ Low |
| 2026-09-30 11:00:00 | 1.7416 | ↓ Low |
| 2026-09-30 13:15:00 | 1.8374 | ↑ High |
| 2026-09-30 14:30:00 | 1.6844 | ↓ Low |
1H -
range
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
0
Dist From Last High Pct
-6.61%
Dist From Last Low Pct
1.87%
Bars Since Swing High
2 bars
Bars Since Swing Low
1 bars
Last Swing Amplitude Pct
9.08%
Bos Up
0
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.2518
15.04%
TP to Pivot Distance
0.1342
7.66%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-27 20:00:00 | 1.728 | ↑ High |
| 2026-09-27 22:00:00 | 1.6072 | ↓ Low |
| 2026-09-28 07:00:00 | 1.4229 | ↓ Low |
| 2026-09-28 15:00:00 | 1.6299 | ↑ High |
| 2026-09-29 03:00:00 | 1.47 | ↓ Low |
| 2026-09-29 15:00:00 | 1.7311 | ↑ High |
| 2026-09-29 17:00:00 | 1.5124 | ↓ Low |
| 2026-09-30 05:00:00 | 1.886 | ↑ High |
| 2026-09-30 13:00:00 | 1.8374 | ↑ High |
| 2026-09-30 14:00:00 | 1.6844 | ↓ Low |
Market Structure V2
1H
↔ range
Confidence
64%
Trend
Trend Strength
0.183
Persistence
0.500
High Δ ATR
-0.890
Low Δ ATR
4.197
Current Swing
Amp ATR
1.828
Speed
0.914
Efficiency
0.588
Structure
Retracement
0.663
Extension
0.256
Compression
0.964
Entropy
1.000
Breakout Str.
-3.115
Dist High ATR
-2.225
Dist Low ATR
-0.471
34 pivots
·
33 swings
·
Last pivot:
↑ 1.8374
@ bar 197
Trend Analyzer 1H
1H
↑ up
up_range_grind
Confidence
47%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
moderate
exhaustion
medium
momentum
grind
volatility
normal
risk
mid_range
htf
unknown
Scores
Direction Score
0.645
Strength Score
0.640
Quality Score
0.367
Cleanliness Score
0.208
Structural Quality
0.498
Pullback Score
0.663
Exhaustion Score
0.510
Continuation Score
0.480
Structure Score
0.697
Volatility Expansion
0.403
Momentum Type Score
0.616
Risk Score
0.633
Features
Ema20 Slope
0.036
Ema50 Slope
0.061
Ema Alignment Score
0.667
Price Vs Ema20
-0.342
Price Vs Ema50
0.727
Recent Hh Hl Score
0.600
Recent Lh Ll Score
0.400
Last Bos Direction
1.000
Bars Since Last Bos
10.000
Candle Overlap Ratio
1.000
Wick Ratio
0.585
Trend Efficiency
0.588
Impulse Strength
6.328
Directional Candle Ratio
0.500
Pullback Depth Ratio
0.663
Pullback Depth Atr
1.874
Extension From Mean
0.727
Impulse Decay Score
0.872
Opposing Wick Pressure
0.389
Volatility Percentile
0.440
Volatility Delta
-0.092
Body Ratio
0.466
Closes Position Ratio
0.448
Slope Consistency
0.691
Range Position
0.633
Distance To Recent High
-3.128
Distance To Recent Low
5.388
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
1.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6818ms
Confidence avant OB :
57%
→
54%
Order Book Imbalance
OBI Top 5
0.003
avg 0.008
± 0.004
OBI Top 10
0.058
Microstructure
Mid Price
1.6986
Micro Price
1.6984
Spread
0.0648%
↑ Bid Wall (Support)
Price
1.6900
Size
81,802.20
Dist ATR
0.4993
↓ Ask Wall (Resistance)
Price
1.7100
Size
74,859.40
Dist ATR
0.6686
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.7004 | 1.6747 | 1.7518 | 2 | 2.0637 |
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 1.7004
- Stop Loss: 1.6747
- Take Profit: 1.7518
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.6747 - 1.7004 = -0.0257
-
Récompense (distance jusqu'au take profit):
E - TP = 1.7004 - 1.7518 = -0.0514
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0514 / -0.0257 = 2
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 529.5918 | 100 | 311.4513 | 5.00 |
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 -0.0257
Taille de position = 8 / -0.0257 = -311.28
Taille de position USD = -311.28 x 1.7004 = -529.3
Donc, tu peux acheter -311.28 avec un stoploss a 1.6747
Avec un position size USD de -529.3$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -311.28 x -0.0257 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -311.28 x -0.0514 = 16
Si Take Profit atteint, tu gagneras 16$
Résumé
- Taille de position -311.28
- Taille de position USD -529.3
- Perte potentielle 8
- Gain potentiel 16
- Risk-Reward Ratio 2
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 3.02 % | 16.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.51 % | 8 $ |
| PNL | PNL % |
|---|---|
| 16.01 $ | 3.02 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.788 % | 52.14 % | 2 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.7004 | 1.6747 | 1.7518 | 2 | 2.0637 |
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 1.7004
- Stop Loss: 1.6747
- Take Profit: 1.7518
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.6747 - 1.7004 = -0.0257
-
Récompense (distance jusqu'au take profit):
E - TP = 1.7004 - 1.7518 = -0.0514
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0514 / -0.0257 = 2
📌 ML Extra Data
Extra TP Data
Array
(
[2] => Array
(
[take_profit] => 1.7518
[stop_loss] => 1.6747
[rr_ratio] => 2
[closed_at] => 2026-09-30 16:20:00+00
[result] => win
)
[2.5] => Array
(
[take_profit] => 1.76465
[stop_loss] => 1.6747
[rr_ratio] => 2.5
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[3] => Array
(
[take_profit] => 1.7775
[stop_loss] => 1.6747
[rr_ratio] => 3
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[3.5] => Array
(
[take_profit] => 1.79035
[stop_loss] => 1.6747
[rr_ratio] => 3.5
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[4] => Array
(
[take_profit] => 1.8032
[stop_loss] => 1.6747
[rr_ratio] => 4
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[4.5] => Array
(
[take_profit] => 1.81605
[stop_loss] => 1.6747
[rr_ratio] => 4.5
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[5] => Array
(
[take_profit] => 1.8289
[stop_loss] => 1.6747
[rr_ratio] => 5
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[5.5] => Array
(
[take_profit] => 1.84175
[stop_loss] => 1.6747
[rr_ratio] => 5.5
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[6] => Array
(
[take_profit] => 1.8546
[stop_loss] => 1.6747
[rr_ratio] => 6
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[6.5] => Array
(
[take_profit] => 1.86745
[stop_loss] => 1.6747
[rr_ratio] => 6.5
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
[7] => Array
(
[take_profit] => 1.8803
[stop_loss] => 1.6747
[rr_ratio] => 7
[closed_at] => 2026-09-30 18:00:00+00
[result] => loss
)
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -1.511%
(0.0257)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +3.282% | 2.2R | -0.788% | 0.5R | 4.2× | 12 |
| 2h | +3.599% | 2.4R | -0.788% | 0.5R | 4.6× | 24 |
| 4h ★ | +3.599% | 2.4R | -2.547% | 1.7R | 1.4× | 48 |
| 8h | +5.769% | 3.8R | -2.570% | 1.7R | 2.2× | 96 |
| 12h | +5.769% | 3.8R | -2.570% | 1.7R | 2.2× | 144 |
computed 1 week ago
Commentaires
Aucun commentaire.