Long Trade on SPX (CatchTheWave)
With 3302.5 SPX at 0.448$ per unit. Take profit: 0.4529 (1.07 %) & Stop Loss: 0.4457 (0.54 %)
02 Oct 2026 at 06:24:27
hyperliquid
SPX
LONG
CatchTheWave
hyperliquid
02 Oct 2026 06:24
→ 07:15
· 50 minutes
Position
Entry 0.4481$
Qty 3302.4963 SPX
Size 1479.8486$ (margin 100$) (leverage 15)
Risk Setup
TP 0.4529 (+1.07%)
TP $ 15.85$
SL 0.4457 (-0.54%)
SL $ 7.93$
RR 2
Status
win
PnL
+1.07%
/ +15.85$
MAE -0.81%
MFE +1.87%
3.5R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 171882)
#24 / 78
OUT
seuil : top 15
score du 02/10/2026 06:00
score du 02/10/2026 06:00
Avg Rank 8h: 0.5436
Quality Score
0.559
score brut du coin
Quality Rank
#24 / 78
OUT
seuil : top 15
Signal Confidence
57 %
OK
seuil : ≥ 40%
BTC Regime Score
+4
−4 → +4 (macro BTC)
Coin Regime Score
+2
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+6
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.54 %
TIGHT
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
#24 / 78
OUT
seuil : top 15
Signal Confidence
57 %
OK
seuil : ≥ 40%
Combined Regime Score
+6
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.54 %
TIGHT
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 | -0.79×ATR |
| 4h | near | -0.84×ATR |
| 1d | clear | 3.68×ATR |
Move Maturity — move up late = adverse (LONG)
0/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | mid | OK |
| 4h | ↑ up | mid | OK |
| 1d | ↓ down | mid | OK |
Décision V4
WOULD SKIP
rank + confidence + regime + SL + S&D + maturity
V5 Shadow Analysis
V5 ne s'applique pas à la stratégie CatchTheWave. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
V6 Shadow Analysis
V6 ne s'applique pas à la stratégie CatchTheWave. Scope initial : momentum_pullback_v1, momentum_rotation_score, momentum_rotation_v2.
Context
Volume 24h (signal)
1.3M $
volume USDT au moment du signal
02/10 06:16
02/10 06:16
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 30/09 20:00 Operational (4H) : bear_high (-2) 02/10 00:00 Tactical (1H) : bull_high (+1) 02/10 05:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.682548 15m : 0.73743 |
1H_regime : bull_high 15m_regime : bull_medium 5m_regime : range_low |
BTC/Market Regime v2
BTC Regime (snapshot) #4642
Voir snapshot →
bull
developing
bull_expansion
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.55 |
expansion
+1 |
| Tactical |
bull
0.90 |
expansion
+1 |
| Micro |
bull
0.90 |
expansion
|
MTF alignment :
0.85
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+4
Market Breadth
Breadth Score
63.4%
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 | 34.4% |
| 1h | 65.6% |
| 4h | 62.3% |
| 24h | 83.6% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 36.1% | -0.07% |
| 4h | 44.3% | +0.38% |
| 24h | 37.7% | +2.01% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.154
Universe :
61
· ≥ $2.0M
Regime confidence :
1.00
Snapshot évalué :
02/10 06:16
· env trend_expansion
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
01/10/2026 20:00
Score brut
0.3159
Score SMA
0.2969
Rank
#76
/ 77
Rank Norm SMA 8h
0.0132
Rank Norm SMA
0.0055
Calculé le
01/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.3334 | r1h: 0.000% · r4h: 0.000% · r1d: -0.87% · r3d: 5.20% · ema21_slope: -0.6090% · dist_ema21: -4.667% |
| Force Relative | 25% | 0.3761 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: -2.34% · rs_3d: 3.54% · beta_24h: 1.886 |
| Volume | 20% | 0.2366 | rvol_20: 0.68× · zscore_50: -0.438 · trend: -21.79% |
| Qualité Tendance | 15% | 0.4966 | ADX: 16.0 (weak) · Chop: 55.1 (neutral) |
| Volatilité | 10% | 0.0000 | ATR%: 9.772% (optimal 0.3–3 %) |
1H
Calculé le
02/10/2026 06:00
Score brut
0.5590
Score SMA
0.5140
Rank
#24
/ 78
Rank Norm SMA 8h
0.5436
Rank Norm SMA
0.4400
Calculé le
02/10/2026 06:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6308 | r1h: -0.585% · r4h: 0.917% · r1d: 3.22% · r3d: 9.21% · ema21_slope: 0.1271% · dist_ema21: 1.732% |
| Force Relative | 25% | 0.5371 | rs_1h: -0.730% · rs_4h: 0.491% · rs_1d: 0.13% · rs_3d: 6.69% · beta_24h: 1.549 |
| Volume | 20% | 0.4685 | rvol_20: 1.52× · zscore_50: 0.270 · trend: 15.09% |
| Qualité Tendance | 15% | 0.5129 | ADX: 17.7 (weak) · Chop: 54.8 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.493% (optimal 0.3–3 %) |
4H
Calculé le
02/10/2026 04:00
Score brut
0.5381
Score SMA
0.4064
Rank
#33
/ 78
Rank Norm SMA 8h
0.5195
Rank Norm SMA
0.1672
Calculé le
02/10/2026 04:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6175 | r1h: 0.000% · r4h: 2.233% · r1d: 3.81% · r3d: 8.78% · ema21_slope: 0.1880% · dist_ema21: 3.727% |
| Force Relative | 25% | 0.5901 | rs_1h: 0.000% · rs_4h: 1.537% · rs_1d: 0.59% · rs_3d: 6.23% · beta_24h: 2.027 |
| Volume | 20% | 0.1601 | rvol_20: 0.46× · zscore_50: -0.598 · trend: -53.98% |
| Qualité Tendance | 15% | 0.5583 | ADX: 26.8 (trend) · Chop: 58.6 (neutral) |
| Volatilité | 10% | 0.8953 | ATR%: 3.314% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.536%
(0.0024)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.089% | 2.0R | -0.154% | 0.3R | 7.1× | 12 |
| 2h | +1.089% | 2.0R | -0.500% | 0.9R | 2.2× | 24 |
| 4h ★ | +1.872% | 3.5R | -0.810% | 1.5R | 2.3× | 48 |
| 8h | +1.872% | 3.5R | -4.736% | 8.8R | 0.4× | 96 |
| 12h | +1.872% | 3.5R | -8.467% | 15.8R | 0.2× | 144 |
| 24h | +1.872% | 3.5R | -8.467% | 15.8R | 0.2× | 288 |
| 48h | +1.872% | 3.5R | -8.467% | 15.8R | 0.2× | 576 |
| 72h | +3.084% | 5.8R | -8.467% | 15.8R | 0.4× | 864 |
⏱ MFE in 155 min
MAE in 500 min
✓ Favorable move came first
computed 2 weeks ago
Prediction
ML Trade Score: 60
ML Pullback Score: 3.3
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 | +13.92% | -0.97 | 30/09 20:00 |
| 4h | ↔ neutral | transition | bearish_transition | moderate | grind | compression | bear_high |
61%
|
noisy_chop 42% | mid | — | near -0.8ATR | 0.63 | bull_high | +4.12% | +0.44 | 02/10 00:00 |
| 1h | ↑ up | range | range | moderate | fading | compression | bull_high |
56%
|
noisy_chop 37% | mid | — | near -0.8ATR | 0.60 | bull_medium | +2.47% | +0.05 | 02/10 05:00 |
| 15m | ↑ up | early_expansion | bullish_transition | strong | explosive | expansion | bull_medium |
63%
|
noisy_chop 42% | mid | near -0.5ATR | — | 0.72 | bull_low | +1.43% | +0.06 | 02/10 06:00 |
| 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
#197673
|
↔ neutral | range | range | moderate | grind | 0.554 | compression | bull_high |
46%
|
noisy_chop 39% | mid 27b -0.5ATR | — | — | 0.68 | 55% | ↑ +0.44 | above_value | -1.16 | — | #105817 | 0.73 | bull_high | +13.92% | -0.97 |
30/09 20:00
upd 01/10 20:25
|
|
4h
#200839
|
↔ neutral | transition | bearish_transition | moderate | grind | 0.558 | compression | bear_high |
61%
|
noisy_chop 42% | mid 19b 1.1ATR | — | near -0.8ATR | 0.46 | 23% | ↓ -0.57 | above_value | +0.21 | — | #107219 | 0.63 | bull_high | +4.12% | +0.44 |
02/10 00:00
upd 02/10 04:16
|
|
1h
anchor #201620
|
↑ up | range | range | moderate | fading | 0.486 | compression | bull_high |
56%
|
noisy_chop 37% | mid 15b 1.4ATR | — | near -0.8ATR | 1.52 | 76% | ↓ -0.18 | above_value | +0.45 | — | #107610 | 0.60 | bull_medium | +2.47% | +0.05 |
02/10 05:00
upd 02/10 06:12
|
|
15m
#201700
|
↑ up | early_expansion | bullish_transition | strong | explosive | 0.805 | expansion | bull_medium |
63%
|
noisy_chop 42% | mid 6b -0.2ATR | near -0.5ATR | — | 1.32 | 84% | ↑ +0.62 | above_value | +0.45 | — | #107610 | 0.72 | bull_low | +1.43% | +0.06 |
02/10 06:00
upd 02/10 06:17
|
| 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 | 27b | — | 5.412×ATR | p61 | -0.489×ATR | p33 |
| 4h | ↑ up | mid | 19b | — | 4.082×ATR | p71 | +1.109×ATR | p61 |
| 1h | ↑ up | mid | 15b | — | 2.909×ATR | p65 | +1.393×ATR | p77 |
| 15m | ↓ down | mid | 6b | — | 3.069×ATR | p69 | -0.151×ATR | p7 |
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: 0.5714
- reason: HTF_bullish_stack | KC_pullback(-0.16) | regime:bull_high
- stop_price: 0.44567759
- tp_price: 0.45294483
- atr: 0.0016149426075207
- score: 2.3259
- confidence_pre_ob: 0.5714
Details
- 1H
- timeframe : 1H
- ema9 : 0.450602
- ema21 : 0.446427
- ema50 : 0.441097
- ema100 : 0.437351
- price_ema9_diff : -0.00555389
- ema9_ema21_diff : 0.00935188
- ema21_ema50_diff : 0.0120842
- price_ema100_diff : 0.0245755
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.223393
- ema_slope_21 : 0.137531
- ema_slope_50 : 0.0921731
- ema_slope_100 : 0.0584973
- rsi : 0.603946
- adx : 0.184707
- kc_percentage : 0.559364
- kc_width_percentage : 0.0535097
- volume_ema_diff : -0.185541
- rvol_20 : 0.0571028
- rvol_50 : 0.0494516
- volume_zscore_50 : -0.728187
- volume_vol_ratio : 1030288.7234673
- chop : 54.0782
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.452185
- ema21 : 0.451291
- ema50 : 0.447657
- ema100 : 0.444476
- price_ema9_diff : -0.00903589
- ema9_ema21_diff : 0.00198281
- ema21_ema50_diff : 0.00811769
- price_ema100_diff : 0.0081512
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.0453711
- ema_slope_21 : 0.0688334
- ema_slope_50 : 0.0651408
- ema_slope_100 : 0.0455412
- rsi : 0.489139
- adx : 0.291411
- kc_percentage : 0.223055
- kc_width_percentage : 0.0267697
- volume_ema_diff : 0.175183
- rvol_20 : 0.283077
- rvol_50 : 0.521892
- volume_zscore_50 : -0.328896
- volume_vol_ratio : 3611076.0274692
- chop : 45.8918
- regime : bull_medium ¸
- 5m
- timeframe : 5m
- ema9 : 0.451286
- ema21 : 0.452366
- ema50 : 0.452052
- ema100 : 0.450273
- price_ema9_diff : -0.00706119
- ema9_ema21_diff : -0.0023872
- ema21_ema50_diff : 0.000695203
- price_ema100_diff : -0.00482814
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.0437746
- ema_slope_21 : -0.029381
- ema_slope_50 : -0.00280579
- ema_slope_100 : 0.00799624
- rsi : 0.327703
- adx : 0.188154
- kc_percentage : -0.162961
- kc_width_percentage : 0.014218
- volume_ema_diff : 0.0255616
- rvol_20 : 0.298446
- rvol_50 : 0.326448
- volume_zscore_50 : -0.326148
- volume_vol_ratio : 2585786.3344594
- chop : 50.416
- regime : range_low ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
85959
- 5m_price_ema100_diff:
0.0031865
- 5m_price:
86233
- 5m_correlation_with_coin:
0.682548
- btc_indicators
- 15m_ema100:
85144.3
- 15m_price_ema100_diff:
0.0139952
- 15m_price:
86336
- 15m_correlation_with_coin:
0.73743
- btc_indicators
- 1H_ema100:
84123.3
- 1H_price_ema100_diff:
0.0271109
- 1H_price:
86404
- 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] => 2026-09-29 12:00:00 [1] => 0.42184 [2] => H ) [1] => Array ( [0] => 2026-09-29 17:00:00 [1] => 0.4044 [2] => L ) [2] => Array ( [0] => 2026-09-30 06:00:00 [1] => 0.41803 [2] => L ) [3] => Array ( [0] => 2026-09-30 16:00:00 [1] => 0.45284 [2] => H ) [4] => Array ( [0] => 2026-09-30 19:00:00 [1] => 0.42972 [2] => L ) [5] => Array ( [0] => 2026-10-01 05:00:00 [1] => 0.46239 [2] => H ) [6] => Array ( [0] => 2026-10-01 15:00:00 [1] => 0.42962 [2] => L ) [7] => Array ( [0] => 2026-10-01 17:00:00 [1] => 0.44727 [2] => H ) [8] => Array ( [0] => 2026-10-02 01:00:00 [1] => 0.4364 [2] => L ) [9] => Array ( [0] => 2026-10-02 08:00:00 [1] => 0.46044 [2] => H ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -1.6310485622448 [ms_dist_from_last_low_pct] => 3.7878093492209 [ms_bars_since_swing_high] => 2 [ms_bars_since_swing_low] => 9 [ms_last_swing_amplitude_pct] => 5.5087076076994 [ms_bos_up] => 1 [ms_bos_down] => 0 [ms_choch_up] => 1 [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] => 2026-10-01 20:15:00 [1] => 0.4431 [2] => H ) [1] => Array ( [0] => 2026-10-01 21:30:00 [1] => 0.43644 [2] => L ) [2] => Array ( [0] => 2026-10-01 22:15:00 [1] => 0.44216 [2] => H ) [3] => Array ( [0] => 2026-10-02 00:15:00 [1] => 0.44322 [2] => H ) [4] => Array ( [0] => 2026-10-02 01:15:00 [1] => 0.4364 [2] => L ) [5] => Array ( [0] => 2026-10-02 03:15:00 [1] => 0.4407 [2] => L ) [6] => Array ( [0] => 2026-10-02 04:45:00 [1] => 0.45294 [2] => H ) [7] => Array ( [0] => 2026-10-02 07:30:00 [1] => 0.44808 [2] => L ) [8] => Array ( [0] => 2026-10-02 08:30:00 [1] => 0.46044 [2] => H ) [9] => Array ( [0] => 2026-10-02 10:15:00 [1] => 0.44988 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -2.2630527321692 [ms_dist_from_last_low_pct] => 0.031119409620337 [ms_bars_since_swing_high] => 7 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 2.347292611363 [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] => 2026-10-02 04:55:00 [1] => 0.45294 [2] => H ) [1] => Array ( [0] => 2026-10-02 05:40:00 [1] => 0.44604 [2] => L ) [2] => Array ( [0] => 2026-10-02 06:05:00 [1] => 0.45213 [2] => H ) [3] => Array ( [0] => 2026-10-02 06:40:00 [1] => 0.45353 [2] => H ) [4] => Array ( [0] => 2026-10-02 07:30:00 [1] => 0.44808 [2] => L ) [5] => Array ( [0] => 2026-10-02 08:40:00 [1] => 0.46044 [2] => H ) [6] => Array ( [0] => 2026-10-02 09:00:00 [1] => 0.45046 [2] => L ) [7] => Array ( [0] => 2026-10-02 09:45:00 [1] => 0.45066 [2] => L ) [8] => Array ( [0] => 2026-10-02 09:55:00 [1] => 0.45423 [2] => H ) [9] => Array ( [0] => 2026-10-02 10:20:00 [1] => 0.44801 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -1.3495365783854 [ms_dist_from_last_low_pct] => 0.020088837302734 [ms_bars_since_swing_high] => 5 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 1.3883618669226 [ms_bos_up] => 0 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 1 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.964
- trend_strength : 0.0178
- trend_persistence : 0.5
- high_delta_atr : -2.365
- low_delta_atr : 0.6538
- current_swing_amp_atr : 1.5447
- current_swing_speed : 1.54472
- current_swing_efficiency : 0.5225
- retracement_ratio : 0.7632
- extension_ratio : 0.411
- compression_score : 0.8527
- swing_entropy : 1
- breakout_strength : -3.6461
- distance_to_last_high_atr : 0.8853
- distance_to_last_low_atr : 2.9922
- pivot_count : 36
- swing_count : 35
- market_structure_v2
- last_pivot_kind: low
- last_pivot_price:
0.4338
- last_pivot_index:
183
¸
- trend_analyzer_1h
- direction : up
- phase : range
- structure : range
- breakout_state : none
- quality : volatile
- strength : moderate
- exhaustion : medium
- momentum_type : fading
- volatility_regime : compression
- htf_context : unknown
- risk_state : premium
- confidence : 0.486
- state : up_range_fading
- trend_analyzer_1h
- scores_direction_score:
0.6911
- scores_strength_score:
0.6272
- scores_quality_score:
0.3039
- scores_cleanliness_score:
0.1955
- scores_structural_quality:
0.3925
- scores_pullback_score:
0.7632
- scores_exhaustion_score:
0.574
- scores_continuation_score:
0.4792
- scores_structure_score:
0.6081
- scores_volatility_expansion:
0.0197
- scores_momentum_type_score:
0.5873
- scores_risk_score:
0.865
- trend_analyzer_1h
- features_ema20_slope:
0.1565
- features_ema50_slope:
0.0968
- features_ema_alignment_score:
1
- features_price_vs_ema20:
1.1056
- features_price_vs_ema50:
2.0921
- features_recent_hh_hl_score:
0.45
- features_recent_lh_ll_score:
0.55
- features_last_bos_direction:
1
- features_bars_since_last_bos:
29
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.609
- features_trend_efficiency:
0.5225
- features_impulse_strength:
4.1142
- features_directional_candle_ratio:
0.65
- features_pullback_depth_ratio:
0.7632
- features_pullback_depth_atr:
1.5546
- features_extension_from_mean:
2.0921
- features_impulse_decay_score:
0.7945
- features_opposing_wick_pressure:
0.2927
- features_volatility_percentile:
0
- features_volatility_delta:
-0.2704
- features_body_ratio:
0.3739
- features_closes_position_ratio:
0.5534
- features_slope_consistency:
0.7355
- features_range_position:
0.865
- features_distance_to_recent_high:
-1.6726
- features_distance_to_recent_low:
10.7196
- features_had_recent_range:
1
- features_had_recent_compression:
0
- features_post_break_hl_count:
2
- 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 : 0.0793
- obi_top10 : 0.1324
- micro_price : 0.44701955
- spread_pct : 0.111857
- mid_price : 0.44725
- bid_wall_price : 0.445
- bid_wall_size : 129391.4
- bid_wall_dist_atr : 1.3932
- ask_wall_price : 0.449
- ask_wall_size : 113809.8
- ask_wall_dist_atr : 1.0836
- snapshots_count : 5
- obi_top5_mean : 0.0933
- obi_top5_std : 0.008
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6850
- aggregation_tick : 0.001
- error : ¸
Signal Details
Market Structure
Market Structure Score: 2
5M -
downtrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
-1
Dist From Last High Pct
-1.35%
Dist From Last Low Pct
0.02%
Bars Since Swing High
5 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
1.39%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
1
SL & TP Pivot Distance:
SL to Pivot Distance
0.0003
0.08%
TP to Pivot Distance
0.0075
1.66%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-02 04:55:00 | 0.45294 | ↑ High |
| 2026-10-02 05:40:00 | 0.44604 | ↓ Low |
| 2026-10-02 06:05:00 | 0.45213 | ↑ High |
| 2026-10-02 06:40:00 | 0.45353 | ↑ High |
| 2026-10-02 07:30:00 | 0.44808 | ↓ Low |
| 2026-10-02 08:40:00 | 0.46044 | ↑ High |
| 2026-10-02 09:00:00 | 0.45046 | ↓ Low |
| 2026-10-02 09:45:00 | 0.45066 | ↓ Low |
| 2026-10-02 09:55:00 | 0.45423 | ↑ High |
| 2026-10-02 10:20:00 | 0.44801 | ↓ Low |
15M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-2.26%
Dist From Last Low Pct
0.03%
Bars Since Swing High
7 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
2.35%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0093
2.09%
TP to Pivot Distance
0.0075
1.66%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-01 20:15:00 | 0.4431 | ↑ High |
| 2026-10-01 21:30:00 | 0.43644 | ↓ Low |
| 2026-10-01 22:15:00 | 0.44216 | ↑ High |
| 2026-10-02 00:15:00 | 0.44322 | ↑ High |
| 2026-10-02 01:15:00 | 0.4364 | ↓ Low |
| 2026-10-02 03:15:00 | 0.4407 | ↓ Low |
| 2026-10-02 04:45:00 | 0.45294 | ↑ High |
| 2026-10-02 07:30:00 | 0.44808 | ↓ Low |
| 2026-10-02 08:30:00 | 0.46044 | ↑ High |
| 2026-10-02 10:15:00 | 0.44988 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-1.63%
Dist From Last Low Pct
3.79%
Bars Since Swing High
2 bars
Bars Since Swing Low
9 bars
Last Swing Amplitude Pct
5.51%
Bos Up
1
Bos Down
0
Choch Up
1
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0413
9.27%
TP to Pivot Distance
0.0095
2.10%
| DateTime | Price | Type |
|---|---|---|
| 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 |
| 2026-10-01 15:00:00 | 0.42962 | ↓ Low |
| 2026-10-01 17:00:00 | 0.44727 | ↑ High |
| 2026-10-02 01:00:00 | 0.4364 | ↓ Low |
| 2026-10-02 08:00:00 | 0.46044 | ↑ High |
Market Structure V2
1H
↔ range
Confidence
96%
Trend
Trend Strength
0.018
Persistence
0.500
High Δ ATR
-2.365
Low Δ ATR
0.654
Current Swing
Amp ATR
1.545
Speed
1.545
Efficiency
0.523
Structure
Retracement
0.763
Extension
0.411
Compression
0.853
Entropy
1.000
Breakout Str.
-3.646
Dist High ATR
0.885
Dist Low ATR
2.992
36 pivots
·
35 swings
·
Last pivot:
↓ 0.4338
@ bar 183
Trend Analyzer 1H
1H
↑ up
up_range_fading
Confidence
49%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
moderate
exhaustion
medium
momentum
fading
volatility
compression
risk
premium
htf
unknown
Scores
Direction Score
0.691
Strength Score
0.627
Quality Score
0.304
Cleanliness Score
0.196
Structural Quality
0.393
Pullback Score
0.763
Exhaustion Score
0.574
Continuation Score
0.479
Structure Score
0.608
Volatility Expansion
0.020
Momentum Type Score
0.587
Risk Score
0.865
Features
Ema20 Slope
0.157
Ema50 Slope
0.097
Ema Alignment Score
1.000
Price Vs Ema20
1.106
Price Vs Ema50
2.092
Recent Hh Hl Score
0.450
Recent Lh Ll Score
0.550
Last Bos Direction
1.000
Bars Since Last Bos
29.000
Candle Overlap Ratio
1.000
Wick Ratio
0.609
Trend Efficiency
0.523
Impulse Strength
4.114
Directional Candle Ratio
0.650
Pullback Depth Ratio
0.763
Pullback Depth Atr
1.555
Extension From Mean
2.092
Impulse Decay Score
0.795
Opposing Wick Pressure
0.293
Volatility Percentile
0.000
Volatility Delta
-0.270
Body Ratio
0.374
Closes Position Ratio
0.553
Slope Consistency
0.736
Range Position
0.865
Distance To Recent High
-1.673
Distance To Recent Low
10.720
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
2.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6850ms
Confidence avant OB :
57%
→
57%
Order Book Imbalance
OBI Top 5
0.079
avg 0.093
± 0.008
OBI Top 10
0.132
Microstructure
Mid Price
0.4473
Micro Price
0.4470
Spread
0.1119%
↑ Bid Wall (Support)
Price
0.4450
Size
129,391.40
Dist ATR
1.3932
↓ Ask Wall (Resistance)
Price
0.4490
Size
113,809.80
Dist ATR
1.0836
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4481 | 0.4457 | 0.4529 | 2 | 0.3584 |
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 0.4481
- Stop Loss: 0.4457
- Take Profit: 0.4529
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4457 - 0.4481 = -0.0024
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4481 - 0.4529 = -0.0048
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0048 / -0.0024 = 2
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 1479.8486 | 100 | 3302.4963 | 15.00 |
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 -0.0024
Taille de position = 8 / -0.0024 = -3333.33
Taille de position USD = -3333.33 x 0.4481 = -1493.67
Donc, tu peux acheter -3333.33 avec un stoploss a 0.4457
Avec un position size USD de -1493.67$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -3333.33 x -0.0024 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -3333.33 x -0.0048 = 16
Si Take Profit atteint, tu gagneras 16$
Résumé
- Taille de position -3333.33
- Taille de position USD -1493.67
- Perte potentielle 8
- Gain potentiel 16
- Risk-Reward Ratio 2
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 1.07 % | 15.85 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.54 % | 7.93 $ |
| PNL | PNL % |
|---|---|
| 15.85 $ | 1.07 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.154 % | 28.75 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4481 | 0.4457 | 0.4529 | 2 | 0.3584 |
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 0.4481
- Stop Loss: 0.4457
- Take Profit: 0.4529
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4457 - 0.4481 = -0.0024
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4481 - 0.4529 = -0.0048
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0048 / -0.0024 = 2
📌 ML Extra Data
Extra TP Data
Array
(
[2] => Array
(
[take_profit] => 0.4529
[stop_loss] => 0.4457
[rr_ratio] => 2
[closed_at] => 2026-10-02 11:15:00+00
[result] => win
)
[2.5] => Array
(
[take_profit] => 0.4541
[stop_loss] => 0.4457
[rr_ratio] => 2.5
[closed_at] => 2026-10-02 12:30:00+00
[result] => win
)
[3] => Array
(
[take_profit] => 0.4553
[stop_loss] => 0.4457
[rr_ratio] => 3
[closed_at] => 2026-10-02 13:00:00+00
[result] => win
)
[3.5] => Array
(
[take_profit] => 0.4565
[stop_loss] => 0.4457
[rr_ratio] => 3.5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[4] => Array
(
[take_profit] => 0.4577
[stop_loss] => 0.4457
[rr_ratio] => 4
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[4.5] => Array
(
[take_profit] => 0.4589
[stop_loss] => 0.4457
[rr_ratio] => 4.5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[5] => Array
(
[take_profit] => 0.4601
[stop_loss] => 0.4457
[rr_ratio] => 5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[5.5] => Array
(
[take_profit] => 0.4613
[stop_loss] => 0.4457
[rr_ratio] => 5.5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[6] => Array
(
[take_profit] => 0.4625
[stop_loss] => 0.4457
[rr_ratio] => 6
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[6.5] => Array
(
[take_profit] => 0.4637
[stop_loss] => 0.4457
[rr_ratio] => 6.5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[7] => Array
(
[take_profit] => 0.4649
[stop_loss] => 0.4457
[rr_ratio] => 7
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.536%
(0.0024)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.089% | 2.0R | -0.154% | 0.3R | 7.1× | 12 |
| 2h | +1.089% | 2.0R | -0.500% | 0.9R | 2.2× | 24 |
| 4h ★ | +1.872% | 3.5R | -0.810% | 1.5R | 2.3× | 48 |
| 8h | +1.872% | 3.5R | -4.736% | 8.8R | 0.4× | 96 |
| 12h | +1.872% | 3.5R | -8.467% | 15.8R | 0.2× | 144 |
| 24h | +1.872% | 3.5R | -8.467% | 15.8R | 0.2× | 288 |
| 48h | +1.872% | 3.5R | -8.467% | 15.8R | 0.2× | 576 |
| 72h | +3.084% | 5.8R | -8.467% | 15.8R | 0.4× | 864 |
⏱ MFE in 155 min
MAE in 500 min
✓ Favorable move came first
computed 2 weeks ago
Commentaires
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