Long Trade on SPX (CatchTheWave)
With 2255.78 SPX at 0.442$ per unit. Take profit: 0.4488 (1.61 %) & Stop Loss: 0.4381 (0.82 %)
30 Sep 2026 at 13:23:52
hyperliquid
SPX
LONG
CatchTheWave
hyperliquid
30 Sep 2026 13:23
→ 13:35
· 11 minutes
Position
Entry 0.4417$
Qty 2255.7769 SPX
Size 996.2864$ (margin 100$) (leverage 10)
Risk Setup
TP 0.4488 (+1.61%)
TP $ 16.02$
SL 0.4381 (-0.82%)
SL $ 8.12$
RR 1.97
Status
loss
PnL
-0.82%
/ -8.12$
MAE -2.71%
MFE +0.79%
1.0R
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 167798)
#9 / 75
OK
seuil : top 15
score du 30/09/2026 13:00
score du 30/09/2026 13:00
Avg Rank 8h: 0.8043
Quality Score
0.645
score brut du coin
Signal Confidence
63 %
OK
seuil : ≥ 40%
Regime Score
0
BLOCKED
seuil : score ≥ 1
Décision V2
WOULD SKIP
rank + confidence + regime
Volume 24h (signal)
1.5M $
volume USDT au moment du signal
30/09 13:16
30/09 13:16
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank
#9 / 75
OK
seuil : top 15
Signal Confidence
63 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
-4
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
-2
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
0.82 %
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
#9 / 75
OK
seuil : top 15
Signal Confidence
63 %
OK
seuil : ≥ 40%
Combined Regime Score
-2
BLOCKED
seuil : BTC + coin ≥ 3
Stop Loss Size
0.82 %
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 | near | 0.13×ATR |
| 4h | near | -0.07×ATR |
| 1d | clear | 3.73×ATR |
Move Maturity — move up late = adverse (LONG)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↑ up | early | OK |
| 1d | ↓ down | 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 : 0.789338 15m : 0.711407 |
1H_regime : bull_high 15m_regime : bull_high 5m_regime : range_medium |
Strategic (1D) : bear_high (-3) 28/09 20:00 Operational (4H) : bear_high (-2) 30/09 08:00 Tactical (1H) : bull_high (+1) 30/09 12:00 Score : -4 / ±6 |
Regime v2
BTC Regime (snapshot) 4478
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
47.4%
Impulse :
+0.12
Participation :
mixed_dispersion
Leadership :
mixed
% Positive (universe)
| 15m | 31.6% |
| 1h | 31.6% |
| 4h | 33.3% |
| 24h | 84.2% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 33.3% | -0.10% |
| 4h | 38.6% | -0.65% |
| 24h | 68.4% | +2.51% |
Dispersion :
0.151
Universe :
57
(≥ $2.0M)
Regime confidence :
0.75
Snapshot évalué :
30/09 13:16
· 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
0.2473
Score SMA
0.2888
Rank
#82
/ 83
Rank Norm SMA 8h
0.0122
Rank Norm SMA
0.0035
Calculé le
29/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.1967 | r1h: 0.000% · r4h: 0.000% · r1d: -0.91% · r3d: -8.85% · ema21_slope: -0.5444% · dist_ema21: -11.001% |
| Force Relative | 25% | 0.1880 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -1.11% · rs_3d: -7.92% · beta_24h: 1.938 |
| Volume | 20% | 0.3226 | rvol_20: 0.92× · zscore_50: -0.035 · trend: -6.24% |
| Qualité Tendance | 15% | 0.5115 | ADX: 18.1 (weak) · Chop: 55.4 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 10.664% (optimal 0.3–3 %) |
1H
Calculé le
30/09/2026 13:00
Score brut
0.6449
Score SMA
0.4745
Rank
#9
/ 75
Rank Norm SMA 8h
0.8043
Rank Norm SMA
0.2783
Calculé le
30/09/2026 13:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.7429 | r1h: 1.696% · r4h: 1.300% · r1d: 9.79% · r3d: 2.18% · ema21_slope: 0.2304% · dist_ema21: 4.616% |
| Force Relative | 25% | 0.7307 | rs_1h: 1.433% · rs_4h: 2.379% · rs_1d: 8.22% · rs_3d: 2.25% · beta_24h: 1.564 |
| Volume | 20% | 0.3493 | rvol_20: 1.04× · zscore_50: -0.092 · trend: 1.65% |
| Qualité Tendance | 15% | 0.6943 | ADX: 25.9 (trend) · Chop: 40.8 (trend) |
| Volatilité | 10% | 1.0000 | ATR%: 1.938% (optimal 0.3–3 %) |
4H
Calculé le
30/09/2026 12:00
Score brut
0.5479
Score SMA
0.3671
Rank
#34
/ 76
Rank Norm SMA 8h
0.3550
Rank Norm SMA
0.0428
Calculé le
30/09/2026 12:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4882 | r1h: 0.000% · r4h: 3.308% · r1d: 8.01% · r3d: 0.88% · ema21_slope: -0.2955% · dist_ema21: 3.060% |
| Force Relative | 25% | 0.6345 | rs_1h: 0.000% · rs_4h: 3.019% · rs_1d: 6.72% · rs_3d: 1.25% · beta_24h: 2.410 |
| Volume | 20% | 0.3478 | rvol_20: 1.35× · zscore_50: -0.209 · trend: -30.25% |
| Qualité Tendance | 15% | 0.6332 | ADX: 31.2 (trend) · Chop: 53.9 (neutral) |
| Volatilité | 10% | 0.7828 | ATR%: 3.652% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.815%
(0.0036)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.790% | 1.0R | -0.967% | 1.2R | 0.8× | 12 |
| 2h | +0.790% | 1.0R | -1.983% | 2.4R | 0.4× | 24 |
| 4h ★ | +0.790% | 1.0R | -2.712% | 3.3R | 0.3× | 48 |
| 8h | +1.250% | 1.5R | -2.712% | 3.3R | 0.5× | 96 |
| 12h | +2.930% | 3.6R | -2.712% | 3.3R | 1.1× | 144 |
computed 1 week ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.89
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 | ↔ neutral | range | range | moderate | grind | compression | bear_high |
45%
|
noisy_chop 38% | mid | — | — | 0.73 | bull_high | +12.90% | -0.97 | 28/09 20:00 |
| 4h | ↓ down | transition | bearish_transition | moderate | grind | compression | bear_high |
58%
|
noisy_chop 39% | early | — | near -0.1ATR | 0.63 | bull_high | +2.22% | -0.20 | 30/09 08:00 |
| 1h | ↑ up | early_expansion | bullish_transition | moderate | grind | expansion | bull_high |
66%
|
noisy_chop 41% | late | — | near 0.1ATR | 0.58 | range_medium | +0.67% | +0.57 | 30/09 12:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | fading | volatile_reversal | bull_high |
55%
|
noisy_chop 44% | mid | — | — | 0.72 | range_low | +0.65% | +0.38 | 30/09 13:00 |
| 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
177631 |
↔ neutral | bear_high |
45%
|
mid 25b -1.2ATR | noisy_chop 38% | 0.554 |
— — |
0.92 | value | -3.72 ATR | — | #97284 |
28/09 20:00
upd 29/09 20:28
|
|
4h
184273 |
↓ down | bear_high |
58%
|
early 9b 0.8ATR | noisy_chop 39% | 0.389 |
— near -0.1ATR |
1.35 | above_value | -0.37 ATR | — | #100219 |
30/09 08:00
upd 30/09 12:17
|
|
1h
anchor
184671 |
↑ up | bull_high |
66%
|
late 2b 2.2ATR | noisy_chop 41% | 0.622 |
— near 0.1ATR |
1.04 | above_value | +1.54 ATR | — | #100449 |
30/09 12:00
upd 30/09 13:10
|
|
15m
184748 |
↑ up | bull_high |
55%
|
mid 10b 1.3ATR | noisy_chop 44% | 0.354 |
— — |
0.78 | above_value | +1.54 ATR | — | #100449 |
30/09 13:00
upd 30/09 13:17
|
|
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 | ↓ down | mid | 25b | — | 5.843×ATR | p67 | -1.168×ATR | p68 |
| 4h | ↑ up | early | 9b | — | 3.09×ATR | p45 | +0.837×ATR | p51 |
| 1h | ↑ up | late | 2b | — | 2.021×ATR | p21 | +2.228×ATR | p92 |
| 15m | ↑ up | mid | 10b | — | 3.119×ATR | p64 | +1.296×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
Signal
CatchTheWave Signal - buy
Indicators:
- long_trend: 1
- confidence: 0.6343
- reason: HTF_bullish_stack | KC_pullback(0.00) | regime:bull_high | strong_trend|ob:ask_wall_0.5ATR(-0.08)
- stop_price: 0.43811355
- tp_price: 0.44875289
- atr: 0.0023642969545944
- score: 1.9951
- confidence_pre_ob: 0.7143
Details
- 1H
- timeframe : 1H
- ema9 : 0.439051
- ema21 : 0.431321
- ema50 : 0.426943
- ema100 : 0.43218
- price_ema9_diff : 0.0059404
- ema9_ema21_diff : 0.0179227
- ema21_ema50_diff : 0.0102552
- price_ema100_diff : 0.0219339
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : 0.35542
- ema_slope_21 : 0.252374
- ema_slope_50 : 0.106556
- ema_slope_100 : 0.0153649
- rsi : 0.668659
- adx : 0.282693
- kc_percentage : 0.784509
- kc_width_percentage : 0.0787479
- volume_ema_diff : -0.225795
- rvol_20 : 0.263307
- rvol_50 : 0.208714
- volume_zscore_50 : -0.473612
- volume_vol_ratio : 4723377.268979
- chop : 41.3856
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.445123
- ema21 : 0.441041
- ema50 : 0.434174
- ema100 : 0.427234
- price_ema9_diff : -0.00778101
- ema9_ema21_diff : 0.00925644
- ema21_ema50_diff : 0.0158154
- price_ema100_diff : 0.0337646
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.153624
- ema_slope_21 : 0.142488
- ema_slope_50 : 0.114715
- ema_slope_100 : 0.0866134
- rsi : 0.557616
- adx : 0.259391
- kc_percentage : 0.516275
- kc_width_percentage : 0.0427813
- volume_ema_diff : -0.247711
- rvol_20 : 0.0880773
- rvol_50 : 0.116765
- volume_zscore_50 : -0.651284
- volume_vol_ratio : 1152537.2095782
- chop : 46.89
- regime : bull_high ¸
- 5m
- timeframe : 5m
- ema9 : 0.44621
- ema21 : 0.445941
- ema50 : 0.442472
- ema100 : 0.438122
- price_ema9_diff : -0.0101977
- ema9_ema21_diff : 0.000601847
- ema21_ema50_diff : 0.00784017
- price_ema100_diff : 0.0080734
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.0187154
- ema_slope_21 : 0.0500076
- ema_slope_50 : 0.0602642
- ema_slope_100 : 0.0501321
- rsi : 0.407052
- adx : 0.233894
- kc_percentage : 0.00246606
- kc_width_percentage : 0.0199714
- volume_ema_diff : -0.266585
- rvol_20 : 0.387627
- rvol_50 : 0.233961
- volume_zscore_50 : -0.386114
- volume_vol_ratio : 1732167.9402771
- chop : 45.6173
- regime : range_medium ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
84051.1
- 5m_price_ema100_diff:
0.00059367
- 5m_price:
84101
- 5m_correlation_with_coin:
0.789338
- btc_indicators
- 15m_ema100:
83677.2
- 15m_price_ema100_diff:
0.00559016
- 15m_price:
84145
- 15m_correlation_with_coin:
0.711407
- btc_indicators
- 1H_ema100:
83774.9
- 1H_price_ema100_diff:
0.00595719
- 1H_price:
84274
- 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 15:00:00 [1] => 0.43258 [2] => L ) [1] => Array ( [0] => 2026-09-27 18:00:00 [1] => 0.45331 [2] => H ) [2] => Array ( [0] => 2026-09-28 03:00:00 [1] => 0.41818 [2] => L ) [3] => Array ( [0] => 2026-09-28 12:00:00 [1] => 0.43197 [2] => H ) [4] => Array ( [0] => 2026-09-28 14:00:00 [1] => 0.40761 [2] => L ) [5] => Array ( [0] => 2026-09-29 02:00:00 [1] => 0.3923 [2] => L ) [6] => Array ( [0] => 2026-09-29 12:00:00 [1] => 0.42184 [2] => H ) [7] => Array ( [0] => 2026-09-29 17:00:00 [1] => 0.4044 [2] => L ) [8] => Array ( [0] => 2026-09-30 06:00:00 [1] => 0.41803 [2] => L ) [9] => Array ( [0] => 2026-09-30 16:00:00 [1] => 0.45284 [2] => H ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -1.495009274799 [ms_dist_from_last_low_pct] => 6.707652560821 [ms_bars_since_swing_high] => 1 [ms_bars_since_swing_low] => 11 [ms_last_swing_amplitude_pct] => 8.3271535535727 [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 23:30:00 [1] => 0.41314 [2] => L ) [1] => Array ( [0] => 2026-09-30 02:00:00 [1] => 0.42576 [2] => H ) [2] => Array ( [0] => 2026-09-30 03:15:00 [1] => 0.41888 [2] => L ) [3] => Array ( [0] => 2026-09-30 04:15:00 [1] => 0.43014 [2] => H ) [4] => Array ( [0] => 2026-09-30 06:15:00 [1] => 0.41803 [2] => L ) [5] => Array ( [0] => 2026-09-30 08:30:00 [1] => 0.4221 [2] => L ) [6] => Array ( [0] => 2026-09-30 09:30:00 [1] => 0.43055 [2] => H ) [7] => Array ( [0] => 2026-09-30 12:15:00 [1] => 0.42572 [2] => L ) [8] => Array ( [0] => 2026-09-30 13:15:00 [1] => 0.45041 [2] => H ) [9] => Array ( [0] => 2026-09-30 16:15:00 [1] => 0.45284 [2] => H ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -2.1044960692518 [ms_dist_from_last_low_pct] => 4.1318237339096 [ms_bars_since_swing_high] => 4 [ms_bars_since_swing_low] => 20 [ms_last_swing_amplitude_pct] => 0.53950844785863 [ms_bos_up] => 1 [ms_bos_down] => 0 [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 11:20:00 [1] => 0.43147 [2] => H ) [1] => Array ( [0] => 2026-09-30 12:20:00 [1] => 0.42572 [2] => L ) [2] => Array ( [0] => 2026-09-30 13:20:00 [1] => 0.45041 [2] => H ) [3] => Array ( [0] => 2026-09-30 13:40:00 [1] => 0.4315 [2] => L ) [4] => Array ( [0] => 2026-09-30 14:10:00 [1] => 0.44071 [2] => H ) [5] => Array ( [0] => 2026-09-30 14:40:00 [1] => 0.43208 [2] => L ) [6] => Array ( [0] => 2026-09-30 15:00:00 [1] => 0.44105 [2] => H ) [7] => Array ( [0] => 2026-09-30 15:25:00 [1] => 0.43295 [2] => L ) [8] => Array ( [0] => 2026-09-30 16:25:00 [1] => 0.45284 [2] => H ) [9] => Array ( [0] => 2026-09-30 17:20:00 [1] => 0.44163 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -2.4688631746312 [ms_dist_from_last_low_pct] => 0.0067930167787457 [ms_bars_since_swing_high] => 11 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 2.5383239363268 [ms_bos_up] => 1 [ms_bos_down] => 0 [ms_choch_up] => 0 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : pullback_up
- confidence : 1
- trend_strength : 0.2926
- trend_persistence : 0.5
- high_delta_atr : 2.4172
- low_delta_atr : 1.6754
- current_swing_amp_atr : 2.1982
- current_swing_speed : 2.19821
- current_swing_efficiency : 0.6656
- retracement_ratio : 0.5661
- extension_ratio : 1.5136
- compression_score : 0.8058
- swing_entropy : 1
- breakout_strength : -3.3437
- distance_to_last_high_atr : -0.5175
- distance_to_last_low_atr : 1.6683
- pivot_count : 36
- swing_count : 35
- market_structure_v2
- last_pivot_kind: low
- last_pivot_price:
0.43208
- last_pivot_index:
196
¸
- trend_analyzer_1h
- direction : up
- phase : early_expansion
- structure : bullish_transition
- breakout_state : fresh_breakout
- quality : volatile
- strength : moderate
- exhaustion : low
- momentum_type : grind
- volatility_regime : expansion
- htf_context : unknown
- risk_state : premium
- confidence : 0.629
- state : up_early_expansion_grind
- trend_analyzer_1h
- scores_direction_score:
0.7137
- scores_strength_score:
0.6478
- scores_quality_score:
0.3859
- scores_cleanliness_score:
0.1824
- scores_structural_quality:
0.5525
- scores_pullback_score:
0.5661
- scores_exhaustion_score:
0.3698
- scores_continuation_score:
0.7746
- scores_structure_score:
0.6162
- scores_volatility_expansion:
0.7573
- scores_momentum_type_score:
0.6483
- scores_risk_score:
0.6681
- trend_analyzer_1h
- features_ema20_slope:
0.1657
- features_ema50_slope:
0.0786
- features_ema_alignment_score:
1
- features_price_vs_ema20:
1.5884
- features_price_vs_ema50:
2.1238
- features_recent_hh_hl_score:
0.35
- features_recent_lh_ll_score:
0.65
- features_last_bos_direction:
1
- features_bars_since_last_bos:
4
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.6353
- features_trend_efficiency:
0.6656
- features_impulse_strength:
3.8936
- features_directional_candle_ratio:
0.55
- features_pullback_depth_ratio:
0.5661
- features_pullback_depth_atr:
2.2042
- features_extension_from_mean:
2.1238
- features_impulse_decay_score:
0.2432
- features_opposing_wick_pressure:
0.3467
- features_volatility_percentile:
0.68
- features_volatility_delta:
0.224
- features_body_ratio:
0.396
- features_closes_position_ratio:
0.5222
- features_slope_consistency:
0.7985
- features_range_position:
0.6681
- features_distance_to_recent_high:
-2.9658
- features_distance_to_recent_low:
5.9705
- 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 : 0.0375
- obi_top10 : 0.1833
- micro_price : 0.44169965
- spread_pct : 0.135931
- mid_price : 0.4417
- bid_wall_price : 0.435
- bid_wall_size : 149391
- bid_wall_dist_atr : 2.8338
- ask_wall_price : 0.443
- ask_wall_size : 134911.2
- ask_wall_dist_atr : 0.5498
- snapshots_count : 5
- obi_top5_mean : 0.0437
- obi_top5_std : 0.0094
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7030
- aggregation_tick : 0.001
- error : ¸
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 13:23 | 0.44166000 | -0.009% |
| 2 | 13:46 | 0.44003000 | -0.378% |
Market Structure
Market Structure Score: 3
5M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-2.47%
Dist From Last Low Pct
0.01%
Bars Since Swing High
11 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
2.54%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0124
2.83%
TP to Pivot Distance
0.0040
0.90%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-30 11:20:00 | 0.43147 | ↑ High |
| 2026-09-30 12:20:00 | 0.42572 | ↓ Low |
| 2026-09-30 13:20:00 | 0.45041 | ↑ High |
| 2026-09-30 13:40:00 | 0.4315 | ↓ Low |
| 2026-09-30 14:10:00 | 0.44071 | ↑ High |
| 2026-09-30 14:40:00 | 0.43208 | ↓ Low |
| 2026-09-30 15:00:00 | 0.44105 | ↑ High |
| 2026-09-30 15:25:00 | 0.43295 | ↓ Low |
| 2026-09-30 16:25:00 | 0.45284 | ↑ High |
| 2026-09-30 17:20:00 | 0.44163 | ↓ Low |
15M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-2.10%
Dist From Last Low Pct
4.13%
Bars Since Swing High
4 bars
Bars Since Swing Low
20 bars
Last Swing Amplitude Pct
0.54%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0250
5.70%
TP to Pivot Distance
0.0040
0.90%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-29 23:30:00 | 0.41314 | ↓ Low |
| 2026-09-30 02:00:00 | 0.42576 | ↑ High |
| 2026-09-30 03:15:00 | 0.41888 | ↓ Low |
| 2026-09-30 04:15:00 | 0.43014 | ↑ High |
| 2026-09-30 06:15:00 | 0.41803 | ↓ Low |
| 2026-09-30 08:30:00 | 0.4221 | ↓ Low |
| 2026-09-30 09:30:00 | 0.43055 | ↑ High |
| 2026-09-30 12:15:00 | 0.42572 | ↓ Low |
| 2026-09-30 13:15:00 | 0.45041 | ↑ High |
| 2026-09-30 16:15:00 | 0.45284 | ↑ High |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-1.50%
Dist From Last Low Pct
6.71%
Bars Since Swing High
1 bars
Bars Since Swing Low
11 bars
Last Swing Amplitude Pct
8.33%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0458
10.45%
TP to Pivot Distance
0.0045
1.00%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-27 15:00:00 | 0.43258 | ↓ Low |
| 2026-09-27 18:00:00 | 0.45331 | ↑ High |
| 2026-09-28 03:00:00 | 0.41818 | ↓ Low |
| 2026-09-28 12:00:00 | 0.43197 | ↑ High |
| 2026-09-28 14:00:00 | 0.40761 | ↓ Low |
| 2026-09-29 02:00:00 | 0.3923 | ↓ Low |
| 2026-09-29 12:00:00 | 0.42184 | ↑ High |
| 2026-09-29 17:00:00 | 0.4044 | ↓ Low |
| 2026-09-30 06:00:00 | 0.41803 | ↓ Low |
| 2026-09-30 16:00:00 | 0.45284 | ↑ High |
Market Structure V2
1H
↑ pullback_up
Confidence
100%
Trend
Trend Strength
0.293
Persistence
0.500
High Δ ATR
2.417
Low Δ ATR
1.675
Current Swing
Amp ATR
2.198
Speed
2.198
Efficiency
0.666
Structure
Retracement
0.566
Extension
1.514
Compression
0.806
Entropy
1.000
Breakout Str.
-3.344
Dist High ATR
-0.518
Dist Low ATR
1.668
36 pivots
·
35 swings
·
Last pivot:
↓ 0.4321
@ bar 196
Trend Analyzer 1H
1H
↑ up
up_early_expansion_grind
Confidence
63%
Context
phase
early_expansion
structure
bullish_transition
breakout
fresh_breakout
quality
volatile
strength
moderate
exhaustion
low
momentum
grind
volatility
expansion
risk
premium
htf
unknown
Scores
Direction Score
0.714
Strength Score
0.648
Quality Score
0.386
Cleanliness Score
0.182
Structural Quality
0.553
Pullback Score
0.566
Exhaustion Score
0.370
Continuation Score
0.775
Structure Score
0.616
Volatility Expansion
0.757
Momentum Type Score
0.648
Risk Score
0.668
Features
Ema20 Slope
0.166
Ema50 Slope
0.079
Ema Alignment Score
1.000
Price Vs Ema20
1.588
Price Vs Ema50
2.124
Recent Hh Hl Score
0.350
Recent Lh Ll Score
0.650
Last Bos Direction
1.000
Bars Since Last Bos
4.000
Candle Overlap Ratio
1.000
Wick Ratio
0.635
Trend Efficiency
0.666
Impulse Strength
3.894
Directional Candle Ratio
0.550
Pullback Depth Ratio
0.566
Pullback Depth Atr
2.204
Extension From Mean
2.124
Impulse Decay Score
0.243
Opposing Wick Pressure
0.347
Volatility Percentile
0.680
Volatility Delta
0.224
Body Ratio
0.396
Closes Position Ratio
0.522
Slope Consistency
0.799
Range Position
0.668
Distance To Recent High
-2.966
Distance To Recent Low
5.971
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
1.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7030ms
Confidence avant OB :
71%
→
63%
Order Book Imbalance
OBI Top 5
0.038
avg 0.044
± 0.009
OBI Top 10
0.183
Microstructure
Mid Price
0.4417
Micro Price
0.4417
Spread
0.1359%
↑ Bid Wall (Support)
Price
0.4350
Size
149,391.00
Dist ATR
2.8338
↓ Ask Wall (Resistance)
Price
0.4430
Size
134,911.20
Dist ATR
0.5498
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4417 | 0.4381 | 0.4488 | 1.97 | 0.3455 |
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 0.4417
- Stop Loss: 0.4381
- Take Profit: 0.4488
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4381 - 0.4417 = -0.0036
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4417 - 0.4488 = -0.0071
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0071 / -0.0036 = 1.9722
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 996.2864 | 100 | 2255.7769 | 10.00 |
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 -0.0036
Taille de position = 8 / -0.0036 = -2222.22
Taille de position USD = -2222.22 x 0.4417 = -981.55
Donc, tu peux acheter -2222.22 avec un stoploss a 0.4381
Avec un position size USD de -981.55$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -2222.22 x -0.0036 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -2222.22 x -0.0071 = 15.78
Si Take Profit atteint, tu gagneras 15.78$
Résumé
- Taille de position -2222.22
- Taille de position USD -981.55
- Perte potentielle 8
- Gain potentiel 15.78
- Risk-Reward Ratio 1.9722
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 1.61 % | 16.02 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.82 % | 8.12 $ |
| PNL | PNL % |
|---|---|
| -8.12 $ | -0.82 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.9667 % | 118.61 % | 2 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4417 | 0.4381 | 0.4488 | 1.97 | 0.3455 |
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 0.4417
- Stop Loss: 0.4381
- Take Profit: 0.4488
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4381 - 0.4417 = -0.0036
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4417 - 0.4488 = -0.0071
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0071 / -0.0036 = 1.9722
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.4488
[entry_price] => 0.4417
[stop_loss] => 0.43774
[rr_ratio] => 1.79
[sl_change_percentage] => 1.1
[closed_at] => 2026-09-30 17:35:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.4488
[entry_price] => 0.4417
[stop_loss] => 0.43738
[rr_ratio] => 1.64
[sl_change_percentage] => 1.2
[closed_at] => 2026-09-30 18:25:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.4488
[entry_price] => 0.4417
[stop_loss] => 0.43702
[rr_ratio] => 1.52
[sl_change_percentage] => 1.3
[closed_at] => 2026-09-30 18:30:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.4488
[entry_price] => 0.4417
[stop_loss] => 0.4363
[rr_ratio] => 1.31
[sl_change_percentage] => 1.5
[closed_at] => 2026-09-30 18:35:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.815%
(0.0036)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.790% | 1.0R | -0.967% | 1.2R | 0.8× | 12 |
| 2h | +0.790% | 1.0R | -1.983% | 2.4R | 0.4× | 24 |
| 4h ★ | +0.790% | 1.0R | -2.712% | 3.3R | 0.3× | 48 |
| 8h | +1.250% | 1.5R | -2.712% | 3.3R | 0.5× | 96 |
| 12h | +2.930% | 3.6R | -2.712% | 3.3R | 1.1× | 144 |
computed 1 week ago
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