Long Trade on SPX (CatchTheWave)
With 1833.86 SPX at 0.442$ per unit. Take profit: 0.4505 (1.97 %) & Stop Loss: 0.4374 (1 %)
01 Oct 2026 at 03:29:56
hyperliquid
SPX
LONG
CatchTheWave
hyperliquid
01 Oct 2026 03:29
→ 03:55
· 25 minutes
Position
Entry 0.4418$
Qty 1833.8613 SPX
Size 810.1266$ (margin 100$) (leverage 8)
Risk Setup
TP 0.4505 (+1.97%)
TP $ 15.95$
SL 0.4374 (-1%)
SL $ 8.07$
RR 1.98
Status
loss
PnL
-1.00%
/ -8.07$
MAE -2.36%
MFE +0.76%
0.8R
V2 Shadow Analysis
Ce trade aurait-il passé les filtres v2 (quality rank + confidence + régime) ?
Quality Rank (id: 169177)
#12 / 76
OK
seuil : top 15
score du 01/10/2026 03:00
score du 01/10/2026 03:00
Avg Rank 8h: 0.8992
Quality Score
0.610
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)
1.4M $
volume USDT au moment du signal
01/10 03:16
01/10 03:16
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 169177)
#12 / 76
OK
seuil : top 15
score du 01/10/2026 03:00
score du 01/10/2026 03:00
Avg Rank 8h: 0.8992
Quality Score
0.610
score brut du coin
Quality Rank
#12 / 76
OK
seuil : top 15
Signal Confidence
63 %
OK
seuil : ≥ 40%
BTC Regime Score
+2
−4 → +4 (macro BTC)
Coin Regime Score
+2
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+4
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.00 %
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
#12 / 76
OK
seuil : top 15
Signal Confidence
63 %
OK
seuil : ≥ 40%
Combined Regime Score
+4
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.00 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
1/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 1.25×ATR |
| 4h | near | -0.78×ATR |
| 1d | clear | 4.07×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 | mid | OK |
| 1d | ↓ down | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
Context
Volume 24h (signal)
1.4M $
volume USDT au moment du signal
01/10 03:16
01/10 03:16
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 29/09 20:00 Operational (4H) : bear_high (-2) 30/09 20:00 Tactical (1H) : bull_high (+1) 01/10 02:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.561631 15m : 0.683705 |
1H_regime : bull_high 15m_regime : bull_medium 5m_regime : bear_medium_confirmed |
BTC/Market Regime v2
BTC Regime (snapshot) 4534
bull
developing
bull_consolidation
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
range
0.25 |
range
0 |
| Tactical |
range
0.25 |
range
0 |
| Micro |
range
0.25 |
compression
|
MTF alignment :
0.55
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+2
Market Breadth
Breadth Score
65.6%
Macro
mixed_dispersion
Local 4h
unknown
Leadership
unknown
Legacy leadership :
mixed
Breadth state
insufficient_history
Δ 15m
·—
Δ 1h
·—
Δ 4h
·—
Δ 12h
·—
Δ 24h
·—
Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.
% Positive (universe)
| 15m | 40.0% |
| 1h | 48.3% |
| 4h | 68.3% |
| 24h | 73.3% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 40.0% | -0.07% |
| 4h | 50.0% | +0.40% |
| 24h | 56.7% | +1.37% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.143
Universe :
60
· ≥ $2.0M
Regime confidence :
0.75
Snapshot évalué :
01/10 03:16
· 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
30/09/2026 20:00
Score brut
0.3678
Score SMA
0.3037
Rank
#75
/ 76
Rank Norm SMA 8h
0.0133
Rank Norm SMA
0.0054
Calculé le
30/09/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.4034 | r1h: 0.000% · r4h: 0.000% · r1d: 7.09% · r3d: 0.05% · ema21_slope: -0.5326% · dist_ema21: -4.281% |
| Force Relative | 25% | 0.5154 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 7.11% · rs_3d: 1.04% · beta_24h: 1.934 |
| Volume | 20% | 0.2110 | rvol_20: 0.53× · zscore_50: -0.552 · trend: -17.67% |
| Qualité Tendance | 15% | 0.5049 | ADX: 17.2 (weak) · Chop: 55.3 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 9.867% (optimal 0.3–3 %) |
1H
Calculé le
01/10/2026 03:00
Score brut
0.6100
Score SMA
0.4920
Rank
#12
/ 76
Rank Norm SMA 8h
0.8992
Rank Norm SMA
0.3424
Calculé le
01/10/2026 03:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6709 | r1h: -0.904% · r4h: 1.301% · r1d: 8.06% · r3d: 7.37% · ema21_slope: 0.2203% · dist_ema21: 2.942% |
| Force Relative | 25% | 0.6190 | rs_1h: -0.686% · rs_4h: 0.549% · rs_1d: 6.75% · rs_3d: 6.20% · beta_24h: 1.735 |
| Volume | 20% | 0.1762 | rvol_20: 0.51× · zscore_50: -0.585 · trend: -40.11% |
| Qualité Tendance | 15% | 0.7067 | ADX: 34.9 (trend) · Chop: 48.6 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.710% (optimal 0.3–3 %) |
4H
Calculé le
01/10/2026 00:00
Score brut
0.5533
Score SMA
0.3795
Rank
#26
/ 77
Rank Norm SMA 8h
0.6355
Rank Norm SMA
0.0815
Calculé le
01/10/2026 00:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5577 | r1h: 0.000% · r4h: 1.870% · r1d: 7.06% · r3d: 6.99% · ema21_slope: -0.0789% · dist_ema21: 4.849% |
| Force Relative | 25% | 0.7193 | rs_1h: 0.000% · rs_4h: 1.719% · rs_1d: 6.50% · rs_3d: 6.46% · beta_24h: 2.592 |
| Volume | 20% | 0.1613 | rvol_20: 0.41× · zscore_50: -0.581 · trend: -55.97% |
| Qualité Tendance | 15% | 0.6289 | ADX: 27.5 (trend) · Chop: 50.6 (neutral) |
| Volatilité | 10% | 0.7955 | ATR%: 3.614% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.996%
(0.0044)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.763% | 0.8R | -1.566% | 1.6R | 0.5× | 12 |
| 2h | +0.763% | 0.8R | -1.569% | 1.6R | 0.5× | 24 |
| 4h ★ | +0.763% | 0.8R | -2.356% | 2.4R | 0.3× | 48 |
| 8h | +0.763% | 0.8R | -2.757% | 2.8R | 0.3× | 96 |
| 12h | +1.238% | 1.2R | -2.757% | 2.8R | 0.5× | 144 |
| 24h | +2.655% | 2.7R | -2.757% | 2.8R | 1.0× | 288 |
| 48h | +4.219% | 4.2R | -7.162% | 7.2R | 0.6× | 576 |
| 72h | +4.219% | 4.2R | -7.162% | 7.2R | 0.6× | 864 |
⏱ MFE in 1390 min
MAE in 460 min
✗ Adverse move came first
computed 5 days ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.81
Prediction Score: 0
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 | bull_high |
46%
|
noisy_chop 39% | mid | — | — | 0.73 | bull_high | +12.59% | -0.90 | 29/09 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | balanced | normal | bear_high |
58%
|
noisy_chop 38% | mid | — | near -0.8ATR | 0.63 | bull_high | +1.65% | +0.21 | 30/09 20:00 |
| 1h | ↔ neutral | range | range | moderate | balanced | expansion | bull_high |
62%
|
noisy_chop 43% | late | — | — | 0.58 | range_medium | +0.37% | +0.51 | 01/10 02:00 |
| 15m | ↑ up | transition | bullish_transition | moderate | grind | normal | bull_medium |
68%
|
noisy_chop 46% | mid | — | — | 0.67 | range_low | +0.27% | +0.28 | 01/10 03:00 |
| 5m | — | ||||||||||||||||
Contexte Multi-Timeframe (relation)
ⓘ| TF | Direction | Phase | Structure | Strength | Momentum | Mom. score | Volatility | Regime | Tradability | PAQ | Move | Demand | Supply | RVOL | Vol %ile | Vol Trend | Vol Zone | POC ATR | LVN | VP ref | BTC Corr | BTC Regime | BTC OutPerf | RS / BTC | Évalué à / Updated |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
|
1d
#187708
|
↔ neutral | range | range | moderate | grind | 0.550 | compression | bull_high |
46%
|
noisy_chop 39% | mid 26b -0.5ATR | — | — | 0.53 | 46% | ↑ +0.32 | above_value | -0.13 | — | #101609 | 0.73 | bull_high | +12.59% | -0.90 |
29/09 20:00
upd 30/09 20:25
|
|
4h
#189307
|
↔ neutral | transition | bearish_transition | moderate | balanced | 0.479 | normal | bear_high |
58%
|
noisy_chop 38% | mid 12b 1.4ATR | — | near -0.8ATR | 0.41 | 15% | ↓ -0.27 | value | +0.88 | — | #102308 | 0.63 | bull_high | +1.65% | +0.21 |
30/09 20:00
upd 01/10 00:17
|
|
1h
anchor #190485
|
↔ neutral | range | range | moderate | balanced | 0.505 | expansion | bull_high |
62%
|
noisy_chop 43% | late 11b 1.7ATR | — | — | 0.51 | 27% | ↓ -0.62 | value | +0.93 | — | #102851 | 0.58 | range_medium | +0.37% | +0.51 |
01/10 02:00
upd 01/10 03:11
|
|
15m
#190563
|
↑ up | transition | bullish_transition | moderate | grind | 0.736 | normal | bull_medium |
68%
|
noisy_chop 46% | mid 5b 1.4ATR | — | — | 0.43 | 36% | ↓ -0.22 | value | +0.93 | — | #102851 | 0.67 | range_low | +0.27% | +0.28 |
01/10 03:00
upd 01/10 03:17
|
| 5m | Pas de snapshot | ||||||||||||||||||||||||
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 | 26b | — | 5.226×ATR | p61 | -0.454×ATR | p31 |
| 4h | ↑ up | mid | 12b | — | 3.75×ATR | p65 | +1.371×ATR | p73 |
| 1h | ↑ up | late | 11b | — | 3.402×ATR | p74 | +1.721×ATR | p84 |
| 15m | ↓ down | mid | 5b | — | 1.616×ATR | p3 | +1.42×ATR | p78 |
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(-0.42) | regime:bull_high|ob:ask_wall_0.8ATR(-0.08)
- stop_price: 0.43739762
- tp_price: 0.45048477
- atr: 0.0029082551433607
- score: 2.8408
- confidence_pre_ob: 0.7143
Details
- 1H
- timeframe : 1H
- ema9 : 0.451996
- ema21 : 0.444512
- ema50 : 0.43573
- ema100 : 0.435888
- price_ema9_diff : -0.0226472
- ema9_ema21_diff : 0.0168372
- ema21_ema50_diff : 0.0201539
- price_ema100_diff : 0.0134696
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.284377
- ema_slope_21 : 0.246747
- ema_slope_50 : 0.161128
- ema_slope_100 : 0.0666466
- rsi : 0.655534
- adx : 0.362049
- kc_percentage : 0.385704
- kc_width_percentage : 0.0649081
- volume_ema_diff : -0.55893
- rvol_20 : 0.0920911
- rvol_50 : 0.0859334
- volume_zscore_50 : -1.04629
- volume_vol_ratio : 1361366.0327123
- chop : 48.1324
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.455272
- ema21 : 0.453083
- ema50 : 0.447691
- ema100 : 0.441288
- price_ema9_diff : -0.0296799
- ema9_ema21_diff : 0.00483153
- ema21_ema50_diff : 0.0120435
- price_ema100_diff : 0.00106854
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.0862311
- ema_slope_21 : 0.107576
- ema_slope_50 : 0.0934598
- ema_slope_100 : 0.0745784
- rsi : 0.517165
- adx : 0.281513
- kc_percentage : -0.393511
- kc_width_percentage : 0.0292343
- volume_ema_diff : -0.404705
- rvol_20 : 0.401278
- rvol_50 : 0.524673
- volume_zscore_50 : -0.370985
- volume_vol_ratio : 2912734.5713733
- chop : 49.5595
- regime : bull_medium ¸
- 5m
- timeframe : 5m
- ema9 : 0.451627
- ema21 : 0.454173
- ema50 : 0.453541
- ema100 : 0.45078
- price_ema9_diff : -0.0218496
- ema9_ema21_diff : -0.00560511
- ema21_ema50_diff : 0.00139279
- price_ema100_diff : -0.0200098
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.114783
- ema_slope_21 : -0.0460327
- ema_slope_50 : 0.00223345
- ema_slope_100 : 0.0161401
- rsi : 0.227102
- adx : 0.321029
- kc_percentage : -0.420412
- kc_width_percentage : 0.0303452
- volume_ema_diff : 5.80846
- rvol_20 : 14.401
- rvol_50 : 27.4261
- volume_zscore_50 : 6.75164
- volume_vol_ratio : 250932213.22528
- chop : 5.2252
- regime : bear_medium_confirmed ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
83865.6
- 5m_price_ema100_diff:
-0.00658951
- 5m_price:
83313
- 5m_correlation_with_coin:
0.561631
- btc_indicators
- 15m_ema100:
83745.1
- 15m_price_ema100_diff:
0.00112113
- 15m_price:
83839
- 15m_correlation_with_coin:
0.683705
- btc_indicators
- 1H_ema100:
83811.7
- 1H_price_ema100_diff:
0.00302166
- 1H_price:
84065
- 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] => 2026-09-28 03:00:00 [1] => 0.41818 [2] => L ) [1] => Array ( [0] => 2026-09-28 12:00:00 [1] => 0.43197 [2] => H ) [2] => Array ( [0] => 2026-09-28 14:00:00 [1] => 0.40761 [2] => L ) [3] => Array ( [0] => 2026-09-29 02:00:00 [1] => 0.3923 [2] => L ) [4] => Array ( [0] => 2026-09-29 12:00:00 [1] => 0.42184 [2] => H ) [5] => Array ( [0] => 2026-09-29 17:00:00 [1] => 0.4044 [2] => L ) [6] => Array ( [0] => 2026-09-30 06:00:00 [1] => 0.41803 [2] => L ) [7] => Array ( [0] => 2026-09-30 16:00:00 [1] => 0.45284 [2] => H ) [8] => Array ( [0] => 2026-09-30 19:00:00 [1] => 0.42972 [2] => L ) [9] => Array ( [0] => 2026-10-01 05:00:00 [1] => 0.46239 [2] => H ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -1.0770129111789 [ms_dist_from_last_low_pct] => 6.4437308014521 [ms_bars_since_swing_high] => 2 [ms_bars_since_swing_low] => 12 [ms_last_swing_amplitude_pct] => 7.6026249650936 [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] => 2026-09-30 09:30:00 [1] => 0.43055 [2] => H ) [1] => Array ( [0] => 2026-09-30 12:15:00 [1] => 0.42572 [2] => L ) [2] => Array ( [0] => 2026-09-30 13:15:00 [1] => 0.45041 [2] => H ) [3] => Array ( [0] => 2026-09-30 16:15:00 [1] => 0.45284 [2] => H ) [4] => Array ( [0] => 2026-09-30 19:45:00 [1] => 0.42972 [2] => L ) [5] => Array ( [0] => 2026-10-01 00:30:00 [1] => 0.43973 [2] => L ) [6] => Array ( [0] => 2026-10-01 02:15:00 [1] => 0.44021 [2] => L ) [7] => Array ( [0] => 2026-10-01 04:45:00 [1] => 0.45043 [2] => L ) [8] => Array ( [0] => 2026-10-01 05:45:00 [1] => 0.46239 [2] => H ) [9] => Array ( [0] => 2026-10-01 07:15:00 [1] => 0.45204 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -2.1280737040161 [ms_dist_from_last_low_pct] => 0.11282187417043 [ms_bars_since_swing_high] => 6 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 2.2896203875763 [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] => 2026-10-01 01:25:00 [1] => 0.44723 [2] => H ) [1] => Array ( [0] => 2026-10-01 02:20:00 [1] => 0.44021 [2] => L ) [2] => Array ( [0] => 2026-10-01 03:40:00 [1] => 0.45449 [2] => H ) [3] => Array ( [0] => 2026-10-01 04:10:00 [1] => 0.45427 [2] => H ) [4] => Array ( [0] => 2026-10-01 04:30:00 [1] => 0.45043 [2] => L ) [5] => Array ( [0] => 2026-10-01 04:45:00 [1] => 0.45043 [2] => L ) [6] => Array ( [0] => 2026-10-01 04:50:00 [1] => 0.45451 [2] => H ) [7] => Array ( [0] => 2026-10-01 05:55:00 [1] => 0.46239 [2] => H ) [8] => Array ( [0] => 2026-10-01 06:45:00 [1] => 0.45859 [2] => H ) [9] => Array ( [0] => 2026-10-01 07:25:00 [1] => 0.43558 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -3.6699448308947 [ms_dist_from_last_low_pct] => 1.4187979246063 [ms_bars_since_swing_high] => 8 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 5.2826116901602 [ms_bos_up] => 0 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.578
- trend_strength : 0.211
- trend_persistence : 0.5
- high_delta_atr : 0.3268
- low_delta_atr : -0.3174
- current_swing_amp_atr : 2.5529
- current_swing_speed : 0.85097
- current_swing_efficiency : 0.5459
- retracement_ratio : 1.1137
- extension_ratio : 1.2613
- compression_score : 0.7607
- swing_entropy : 1
- breakout_strength : -3.4066
- distance_to_last_high_atr : 0.6146
- distance_to_last_low_atr : 3.724
- pivot_count : 36
- swing_count : 35
- market_structure_v2
- last_pivot_kind: low
- last_pivot_price:
0.42972
- last_pivot_index:
187
¸
- trend_analyzer_1h
- direction : up
- phase : range
- structure : range
- breakout_state : none
- quality : volatile
- strength : moderate
- exhaustion : medium
- momentum_type : balanced
- volatility_regime : normal
- htf_context : unknown
- risk_state : premium
- confidence : 0.425
- state : up_range_balanced
- trend_analyzer_1h
- scores_direction_score:
0.6087
- scores_strength_score:
0.5403
- scores_quality_score:
0.3329
- scores_cleanliness_score:
0.2479
- scores_structural_quality:
0.4025
- scores_pullback_score:
1
- scores_exhaustion_score:
0.4717
- scores_continuation_score:
0.477
- scores_structure_score:
0.3519
- scores_volatility_expansion:
0.4374
- scores_momentum_type_score:
0.6947
- scores_risk_score:
0.809
- trend_analyzer_1h
- features_ema20_slope:
0.2137
- features_ema50_slope:
0.1323
- features_ema_alignment_score:
1
- features_price_vs_ema20:
1.8091
- features_price_vs_ema50:
3.1699
- features_recent_hh_hl_score:
0.35
- features_recent_lh_ll_score:
0.65
- features_last_bos_direction:
-1
- features_bars_since_last_bos:
12
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5043
- features_trend_efficiency:
0.5459
- features_impulse_strength:
2.5529
- features_directional_candle_ratio:
0.55
- features_pullback_depth_ratio:
1.1137
- features_pullback_depth_atr:
2.6528
- features_extension_from_mean:
3.1699
- features_impulse_decay_score:
0.3693
- features_opposing_wick_pressure:
0.1866
- features_volatility_percentile:
0.22
- features_volatility_delta:
0.1581
- features_body_ratio:
0.5395
- features_closes_position_ratio:
0.6209
- features_slope_consistency:
0.8244
- features_range_position:
0.809
- features_distance_to_recent_high:
-2.2473
- features_distance_to_recent_low:
9.5201
- 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 : -0.0981
- obi_top10 : 0.1324
- micro_price : 0.44198251
- spread_pct : 0.11325
- mid_price : 0.44175
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price : 0.444
- ask_wall_size : 122611
- ask_wall_dist_atr : 0.7737
- snapshots_count : 5
- obi_top5_mean : -0.0986
- obi_top5_std : 0.0013
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6891
- aggregation_tick : 0.001
- error : ¸
Signal Details
Signaux confirmants (3)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 03:29 | 0.44176000 | -0.009% |
| 2 | 03:42 | 0.44082000 | -0.222% |
| 3 | 03:52 | 0.43981000 | -0.45% |
Market Structure
Market Structure Score: 2
5M -
downtrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
-1
Dist From Last High Pct
-3.67%
Dist From Last Low Pct
1.42%
Bars Since Swing High
8 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
5.28%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0018
0.42%
TP to Pivot Distance
0.0119
2.64%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-01 01:25:00 | 0.44723 | ↑ High |
| 2026-10-01 02:20:00 | 0.44021 | ↓ Low |
| 2026-10-01 03:40:00 | 0.45449 | ↑ High |
| 2026-10-01 04:10:00 | 0.45427 | ↑ High |
| 2026-10-01 04:30:00 | 0.45043 | ↓ Low |
| 2026-10-01 04:45:00 | 0.45043 | ↓ Low |
| 2026-10-01 04:50:00 | 0.45451 | ↑ High |
| 2026-10-01 05:55:00 | 0.46239 | ↑ High |
| 2026-10-01 06:45:00 | 0.45859 | ↑ High |
| 2026-10-01 07:25:00 | 0.43558 | ↓ Low |
15M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-2.13%
Dist From Last Low Pct
0.11%
Bars Since Swing High
6 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
2.29%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0117
2.67%
TP to Pivot Distance
0.0119
2.64%
| DateTime | Price | Type |
|---|---|---|
| 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 |
| 2026-09-30 19:45:00 | 0.42972 | ↓ Low |
| 2026-10-01 00:30:00 | 0.43973 | ↓ Low |
| 2026-10-01 02:15:00 | 0.44021 | ↓ Low |
| 2026-10-01 04:45:00 | 0.45043 | ↓ Low |
| 2026-10-01 05:45:00 | 0.46239 | ↑ High |
| 2026-10-01 07:15:00 | 0.45204 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-1.08%
Dist From Last Low Pct
6.44%
Bars Since Swing High
2 bars
Bars Since Swing Low
12 bars
Last Swing Amplitude Pct
7.60%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0451
10.31%
TP to Pivot Distance
0.0119
2.64%
| DateTime | Price | Type |
|---|---|---|
| 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 |
| 2026-09-30 19:00:00 | 0.42972 | ↓ Low |
| 2026-10-01 05:00:00 | 0.46239 | ↑ High |
Market Structure V2
1H
↔ range
Confidence
58%
Trend
Trend Strength
0.211
Persistence
0.500
High Δ ATR
0.327
Low Δ ATR
-0.317
Current Swing
Amp ATR
2.553
Speed
0.851
Efficiency
0.546
Structure
Retracement
1.114
Extension
1.261
Compression
0.761
Entropy
1.000
Breakout Str.
-3.407
Dist High ATR
0.615
Dist Low ATR
3.724
36 pivots
·
35 swings
·
Last pivot:
↓ 0.4297
@ bar 187
Trend Analyzer 1H
1H
↑ up
up_range_balanced
Confidence
43%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
moderate
exhaustion
medium
momentum
balanced
volatility
normal
risk
premium
htf
unknown
Scores
Direction Score
0.609
Strength Score
0.540
Quality Score
0.333
Cleanliness Score
0.248
Structural Quality
0.403
Pullback Score
1.000
Exhaustion Score
0.472
Continuation Score
0.477
Structure Score
0.352
Volatility Expansion
0.437
Momentum Type Score
0.695
Risk Score
0.809
Features
Ema20 Slope
0.214
Ema50 Slope
0.132
Ema Alignment Score
1.000
Price Vs Ema20
1.809
Price Vs Ema50
3.170
Recent Hh Hl Score
0.350
Recent Lh Ll Score
0.650
Last Bos Direction
-1.000
Bars Since Last Bos
12.000
Candle Overlap Ratio
1.000
Wick Ratio
0.504
Trend Efficiency
0.546
Impulse Strength
2.553
Directional Candle Ratio
0.550
Pullback Depth Ratio
1.114
Pullback Depth Atr
2.653
Extension From Mean
3.170
Impulse Decay Score
0.369
Opposing Wick Pressure
0.187
Volatility Percentile
0.220
Volatility Delta
0.158
Body Ratio
0.540
Closes Position Ratio
0.621
Slope Consistency
0.824
Range Position
0.809
Distance To Recent High
-2.247
Distance To Recent Low
9.520
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
0.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6891ms
Confidence avant OB :
71%
→
63%
Order Book Imbalance
OBI Top 5
-0.098
avg -0.099
± 0.001
OBI Top 10
0.132
Microstructure
Mid Price
0.4418
Micro Price
0.4420
Spread
0.1133%
↓ Ask Wall (Resistance)
Price
0.4440
Size
122,611.00
Dist ATR
0.7737
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4418 | 0.4374 | 0.4505 | 1.98 | 0.3749 |
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 0.4418
- Stop Loss: 0.4374
- Take Profit: 0.4505
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4374 - 0.4418 = -0.0044
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4418 - 0.4505 = -0.0087
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0087 / -0.0044 = 1.9773
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 810.1266 | 100 | 1833.8613 | 8.00 |
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 -0.0044
Taille de position = 8 / -0.0044 = -1818.18
Taille de position USD = -1818.18 x 0.4418 = -803.27
Donc, tu peux acheter -1818.18 avec un stoploss a 0.4374
Avec un position size USD de -803.27$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -1818.18 x -0.0044 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -1818.18 x -0.0087 = 15.82
Si Take Profit atteint, tu gagneras 15.82$
Résumé
- Taille de position -1818.18
- Taille de position USD -803.27
- Perte potentielle 8
- Gain potentiel 15.82
- Risk-Reward Ratio 1.9773
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 1.97 % | 15.95 $ |
| SL % Target | SL $ Target |
|---|---|
| 1 % | 8.07 $ |
| PNL | PNL % |
|---|---|
| -8.07 $ | -1.00 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.3083 % | 131.37 % | 2 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4418 | 0.4374 | 0.4505 | 1.98 | 0.3749 |
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 0.4418
- Stop Loss: 0.4374
- Take Profit: 0.4505
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4374 - 0.4418 = -0.0044
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4418 - 0.4505 = -0.0087
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0087 / -0.0044 = 1.9773
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.4505
[entry_price] => 0.4418
[stop_loss] => 0.43696
[rr_ratio] => 1.8
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-01 07:55:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.4505
[entry_price] => 0.4418
[stop_loss] => 0.43652
[rr_ratio] => 1.65
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-01 07:55:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.4505
[entry_price] => 0.4418
[stop_loss] => 0.43608
[rr_ratio] => 1.52
[sl_change_percentage] => 1.3
[closed_at] => 2026-10-01 07:55:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.4505
[entry_price] => 0.4418
[stop_loss] => 0.4352
[rr_ratio] => 1.32
[sl_change_percentage] => 1.5
[closed_at] => 2026-10-01 08:10:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.996%
(0.0044)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.763% | 0.8R | -1.566% | 1.6R | 0.5× | 12 |
| 2h | +0.763% | 0.8R | -1.569% | 1.6R | 0.5× | 24 |
| 4h ★ | +0.763% | 0.8R | -2.356% | 2.4R | 0.3× | 48 |
| 8h | +0.763% | 0.8R | -2.757% | 2.8R | 0.3× | 96 |
| 12h | +1.238% | 1.2R | -2.757% | 2.8R | 0.5× | 144 |
| 24h | +2.655% | 2.7R | -2.757% | 2.8R | 1.0× | 288 |
| 48h | +4.219% | 4.2R | -7.162% | 7.2R | 0.6× | 576 |
| 72h | +4.219% | 4.2R | -7.162% | 7.2R | 0.6× | 864 |
⏱ MFE in 1390 min
MAE in 460 min
✗ Adverse move came first
computed 5 days ago
Commentaires
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