Long Trade on SPX (CatchTheWave)
With 4597.67 SPX at 0.448$ per unit. Take profit: 0.4514 (0.78 %) & Stop Loss: 0.4462 (0.38 %)
02 Oct 2026 at 08:01:01
hyperliquid
SPX
LONG
CatchTheWave
hyperliquid
02 Oct 2026 08:01
→ 08:25
· 23 minutes
Position
Entry 0.4479$
Qty 4597.6747 SPX
Size 2059.5284$ (margin 100$) (leverage 21)
Risk Setup
TP 0.4514 (+0.78%)
TP $ 16.09$
SL 0.4462 (-0.38%)
SL $ 7.82$
RR 2.06
Status
win
PnL
+0.78%
/ +16.09$
MAE -2.06%
MFE +1.92%
5.1R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 171960)
#29 / 79
OUT
seuil : top 15
score du 02/10/2026 07:00
score du 02/10/2026 07:00
Avg Rank 8h: 0.5773
Quality Score
0.555
score brut du coin
Quality Rank
#29 / 79
OUT
seuil : top 15
Signal Confidence
43 %
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
0.38 %
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
#29 / 79
OUT
seuil : top 15
Signal Confidence
43 %
OK
seuil : ≥ 40%
Combined Regime Score
+6
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.38 %
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 | -0.35×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 | ↓ down | early | 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 07:46
02/10 07:46
| 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 06:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.657525 15m : 0.740495 |
1H_regime : bull_high 15m_regime : range_medium 5m_regime : bear_low_confirmed |
BTC/Market Regime v2
BTC Regime (snapshot) #4648
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
57.9%
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 | 47.5% |
| 1h | 62.3% |
| 4h | 52.5% |
| 24h | 77.1% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 47.5% | -0.02% |
| 4h | 37.7% | +0.12% |
| 24h | 36.1% | +1.92% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.133
Universe :
61
· ≥ $2.0M
Regime confidence :
1.00
Snapshot évalué :
02/10 07:46
· 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 07:00
Score brut
0.5551
Score SMA
0.5145
Rank
#29
/ 79
Rank Norm SMA 8h
0.5773
Rank Norm SMA
0.4439
Calculé le
02/10/2026 07:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6106 | r1h: -0.657% · r4h: -0.075% · r1d: 2.62% · r3d: 8.92% · ema21_slope: 0.1334% · dist_ema21: 0.966% |
| Force Relative | 25% | 0.5162 | rs_1h: -0.582% · rs_4h: -0.436% · rs_1d: -0.17% · rs_3d: 6.19% · beta_24h: 1.587 |
| Volume | 20% | 0.3262 | rvol_20: 0.90× · zscore_50: -0.158 · trend: 5.07% |
| Qualité Tendance | 15% | 0.5177 | ADX: 17.7 (weak) · Chop: 54.2 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.505% (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: -0.380%
(0.0017)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.639% | 4.3R | -0.322% | 0.9R | 5.1× | 12 |
| 2h | +1.918% | 5.1R | -0.322% | 0.9R | 6.0× | 24 |
| 4h ★ | +1.918% | 5.1R | -2.056% | 5.4R | 0.9× | 48 |
| 8h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 96 |
| 12h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 144 |
| 24h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 288 |
| 48h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 576 |
| 72h | +3.130% | 8.3R | -8.426% | 22.2R | 0.4× | 864 |
⏱ MFE in 58 min
MAE in 403 min
✓ Favorable move came first
computed 2 weeks ago
Prediction
ML Trade Score: 100
ML Pullback Score: 6.09
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 | transition | bullish_transition | moderate | grind | compression | bull_high |
59%
|
noisy_chop 36% | early | — | near -0.3ATR | 0.60 | bull_medium | +2.35% | +0.14 | 02/10 06:00 |
| 15m | ↑ up | range | range | moderate | balanced | compression | bull_medium |
62%
|
noisy_chop 41% | early | near -0.2ATR | — | 0.72 | bull_low | +1.42% | -0.06 | 02/10 07:30 |
| 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 #202010
|
↑ up | transition | bullish_transition | moderate | grind | 0.688 | compression | bull_high |
59%
|
noisy_chop 36% | early 2b 0.7ATR | — | near -0.3ATR | 0.90 | 57% | ↔ -0.05 | above_value | +0.03 | — | #107766 | 0.60 | bull_medium | +2.35% | +0.14 |
02/10 06:00
upd 02/10 07:10
|
|
15m
#202241
|
↑ up | range | range | moderate | balanced | 0.655 | compression | bull_medium |
62%
|
noisy_chop 41% | early 5b 0.2ATR | near -0.2ATR | — | 0.04 | 3% | ↓ -0.68 | above_value | +0.03 | — | #107766 | 0.72 | bull_low | +1.42% | -0.06 |
02/10 07:30
upd 02/10 07:47
|
| 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 | ↓ down | early | 2b | — | 1.463×ATR | p4 | +0.747×ATR | p50 |
| 15m | ↑ up | early | 5b | — | 1.745×ATR | p11 | +0.203×ATR | p13 |
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: 0.4286
- reason: HTF_bullish_stack | KC_pullback(-0.15) | regime:bull_high
- stop_price: 0.44620999
- tp_price: 0.45143001
- atr: 0.0011600048415961
- score: 2.3093
- confidence_pre_ob: 0.4286
Details
- 1H
- timeframe : 1H
- ema9 : 0.450544
- ema21 : 0.446756
- ema50 : 0.441447
- ema100 : 0.437809
- price_ema9_diff : -0.00575854
- ema9_ema21_diff : 0.00847798
- ema21_ema50_diff : 0.0120276
- price_ema100_diff : 0.0231613
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.211535
- ema_slope_21 : 0.139533
- ema_slope_50 : 0.0947022
- ema_slope_100 : 0.0593355
- rsi : 0.587877
- adx : 0.176943
- kc_percentage : 0.53879
- kc_width_percentage : 0.0547435
- volume_ema_diff : -0.261492
- rvol_20 : 0.0325425
- rvol_50 : 0.0295987
- volume_zscore_50 : -0.729688
- volume_vol_ratio : 598427
- chop : 53.6297
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.45027
- ema21 : 0.450691
- ema50 : 0.448217
- ema100 : 0.444767
- price_ema9_diff : -0.00515254
- ema9_ema21_diff : -0.000935104
- ema21_ema50_diff : 0.0055201
- price_ema100_diff : 0.00715542
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.0665914
- ema_slope_21 : -0.0090608
- ema_slope_50 : 0.0280461
- ema_slope_100 : 0.0303905
- rsi : 0.440074
- adx : 0.199659
- kc_percentage : 0.232985
- kc_width_percentage : 0.0232466
- volume_ema_diff : -0.362886
- rvol_20 : 0.0079146
- rvol_50 : 0.0134115
- volume_zscore_50 : -0.682606
- volume_vol_ratio : 100477
- chop : 49.4149
- regime : range_medium ¸
- 5m
- timeframe : 5m
- ema9 : 0.449951
- ema21 : 0.450822
- ema50 : 0.451325
- ema100 : 0.450322
- price_ema9_diff : -0.00444742
- ema9_ema21_diff : -0.00193224
- ema21_ema50_diff : -0.00111564
- price_ema100_diff : -0.005268
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : -0.0150283
- ema_slope_21 : -0.0108137
- ema_slope_50 : -0.00540983
- ema_slope_100 : 0.00319168
- rsi : 0.341908
- adx : 0.179276
- kc_percentage : -0.15467
- kc_width_percentage : 0.00963079
- volume_ema_diff : 0.280858
- rvol_20 : 0.0514021
- rvol_50 : 0.020872
- volume_zscore_50 : -0.490472
- volume_vol_ratio : 224390
- chop : 48.3946
- regime : bear_low_confirmed ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
86144.4
- 5m_price_ema100_diff:
0.00272246
- 5m_price:
86379
- 5m_correlation_with_coin:
0.657525
- btc_indicators
- 15m_ema100:
85309.3
- 15m_price_ema100_diff:
0.0125387
- 15m_price:
86379
- 15m_correlation_with_coin:
0.740495
- btc_indicators
- 1H_ema100:
84168.8
- 1H_price_ema100_diff:
0.0273159
- 1H_price:
86468
- 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] => -1.7809052210929 [ms_dist_from_last_low_pct] => 3.6296975252062 [ms_bars_since_swing_high] => 3 [ms_bars_since_swing_low] => 10 [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 21:30:00 [1] => 0.43644 [2] => L ) [1] => Array ( [0] => 2026-10-01 22:15:00 [1] => 0.44216 [2] => H ) [2] => Array ( [0] => 2026-10-02 00:15:00 [1] => 0.44322 [2] => H ) [3] => Array ( [0] => 2026-10-02 01:15:00 [1] => 0.4364 [2] => L ) [4] => Array ( [0] => 2026-10-02 03:15:00 [1] => 0.4407 [2] => L ) [5] => Array ( [0] => 2026-10-02 04:45:00 [1] => 0.45294 [2] => H ) [6] => Array ( [0] => 2026-10-02 07:30:00 [1] => 0.44808 [2] => L ) [7] => Array ( [0] => 2026-10-02 08:30:00 [1] => 0.46044 [2] => H ) [8] => Array ( [0] => 2026-10-02 10:15:00 [1] => 0.44719 [2] => L ) [9] => Array ( [0] => 2026-10-02 12:00:00 [1] => 0.44795 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -2.7126227087134 [ms_dist_from_last_low_pct] => 0 [ms_bars_since_swing_high] => 14 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 0.16995013305307 [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 06:40:00 [1] => 0.45353 [2] => H ) [1] => Array ( [0] => 2026-10-02 07:30:00 [1] => 0.44808 [2] => L ) [2] => Array ( [0] => 2026-10-02 08:40:00 [1] => 0.46044 [2] => H ) [3] => Array ( [0] => 2026-10-02 09:00:00 [1] => 0.45046 [2] => L ) [4] => Array ( [0] => 2026-10-02 09:45:00 [1] => 0.45066 [2] => L ) [5] => Array ( [0] => 2026-10-02 09:55:00 [1] => 0.45423 [2] => H ) [6] => Array ( [0] => 2026-10-02 10:20:00 [1] => 0.44719 [2] => L ) [7] => Array ( [0] => 2026-10-02 10:40:00 [1] => 0.45265 [2] => H ) [8] => Array ( [0] => 2026-10-02 11:15:00 [1] => 0.45298 [2] => H ) [9] => Array ( [0] => 2026-10-02 12:00:00 [1] => 0.44795 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -1.1104243012937 [ms_dist_from_last_low_pct] => 0 [ms_bars_since_swing_high] => 9 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 1.1228931800424 [ms_bos_up] => 1 [ms_bos_down] => 0 [ms_choch_up] => 1 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : pullback_up
- confidence : 0.72
- trend_strength : 0.0989
- trend_persistence : 0.5
- high_delta_atr : 2.0346
- low_delta_atr : 0.6458
- current_swing_amp_atr : 3.8865
- current_swing_speed : 0.27761
- current_swing_efficiency : 0.2988
- retracement_ratio : 1.9777
- extension_ratio : 1.5093
- compression_score : 0.6942
- swing_entropy : 1
- breakout_strength : 0.7678
- distance_to_last_high_atr : -1.2668
- distance_to_last_low_atr : 2.8487
- pivot_count : 37
- swing_count : 36
- market_structure_v2
- last_pivot_kind: high
- last_pivot_price:
0.46044
- last_pivot_index:
196
¸
- trend_analyzer_1h
- direction : up
- phase : transition
- structure : bullish_transition
- breakout_state : fresh_breakout
- quality : volatile
- strength : moderate
- exhaustion : low
- momentum_type : grind
- volatility_regime : compression
- htf_context : unknown
- risk_state : premium
- confidence : 0.543
- state : up_bullish_transition_grind
- trend_analyzer_1h
- scores_direction_score:
0.7099
- scores_strength_score:
0.5174
- scores_quality_score:
0.2868
- scores_cleanliness_score:
0.2095
- scores_structural_quality:
0.35
- scores_pullback_score:
1
- scores_exhaustion_score:
0.3265
- scores_continuation_score:
0.561
- scores_structure_score:
0.6423
- scores_volatility_expansion:
0.0351
- scores_momentum_type_score:
0.5337
- scores_risk_score:
0.8552
- trend_analyzer_1h
- features_ema20_slope:
0.1341
- features_ema50_slope:
0.0885
- features_ema_alignment_score:
1
- features_price_vs_ema20:
0.8946
- features_price_vs_ema50:
1.8422
- features_recent_hh_hl_score:
0.5
- features_recent_lh_ll_score:
0.5
- features_last_bos_direction:
1
- features_bars_since_last_bos:
3
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5811
- features_trend_efficiency:
0.2988
- features_impulse_strength:
3.8865
- features_directional_candle_ratio:
0.65
- features_pullback_depth_ratio:
1.9777
- features_pullback_depth_atr:
3.055
- features_extension_from_mean:
1.8422
- features_impulse_decay_score:
0.2453
- features_opposing_wick_pressure:
0.2686
- features_volatility_percentile:
0
- features_volatility_delta:
-0.2473
- features_body_ratio:
0.3987
- features_closes_position_ratio:
0.5754
- features_slope_consistency:
0.7942
- features_range_position:
0.8552
- features_distance_to_recent_high:
-1.7325
- features_distance_to_recent_low:
10.2313
- 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 : 0.0955
- obi_top10 : 0.2164
- micro_price : 0.44803357
- spread_pct : 0.111682
- mid_price : 0.44795
- bid_wall_price : 0.447
- bid_wall_size : 136987.6
- bid_wall_dist_atr : 0.819
- ask_wall_price : 0.45
- ask_wall_size : 130696.6
- ask_wall_dist_atr : 1.7672
- snapshots_count : 5
- obi_top5_mean : 0.0932
- obi_top5_std : 0.0092
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6888
- aggregation_tick : 0.001
- error : ¸
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 08:01 | 0.44795000 | +0.011% |
| 2 | 08:16 | 0.44740000 | -0.112% |
Market Structure
Market Structure Score: 3
5M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-1.11%
Dist From Last Low Pct
0.00%
Bars Since Swing High
9 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
1.12%
Bos Up
1
Bos Down
0
Choch Up
1
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0010
0.22%
TP to Pivot Distance
0.0090
2.00%
| DateTime | Price | Type |
|---|---|---|
| 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 | 0.44719 | ↓ Low |
| 2026-10-02 10:40:00 | 0.45265 | ↑ High |
| 2026-10-02 11:15:00 | 0.45298 | ↑ High |
| 2026-10-02 12:00:00 | 0.44795 | ↓ Low |
15M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-2.71%
Dist From Last Low Pct
0.00%
Bars Since Swing High
14 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
0.17%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0098
2.20%
TP to Pivot Distance
0.0090
2.00%
| DateTime | Price | Type |
|---|---|---|
| 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 | 0.44719 | ↓ Low |
| 2026-10-02 12:00:00 | 0.44795 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-1.78%
Dist From Last Low Pct
3.63%
Bars Since Swing High
3 bars
Bars Since Swing Low
10 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
0.0418
9.37%
TP to Pivot Distance
0.0110
2.43%
| 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
↑ pullback_up
Confidence
72%
Trend
Trend Strength
0.099
Persistence
0.500
High Δ ATR
2.035
Low Δ ATR
0.646
Current Swing
Amp ATR
3.887
Speed
0.278
Efficiency
0.299
Structure
Retracement
1.978
Extension
1.509
Compression
0.694
Entropy
1.000
Breakout Str.
0.768
Dist High ATR
-1.267
Dist Low ATR
2.849
37 pivots
·
36 swings
·
Last pivot:
↑ 0.4604
@ bar 196
Trend Analyzer 1H
1H
↑ up
up_bullish_transition_grind
Confidence
54%
Context
phase
transition
structure
bullish_transition
breakout
fresh_breakout
quality
volatile
strength
moderate
exhaustion
low
momentum
grind
volatility
compression
risk
premium
htf
unknown
Scores
Direction Score
0.710
Strength Score
0.517
Quality Score
0.287
Cleanliness Score
0.210
Structural Quality
0.350
Pullback Score
1.000
Exhaustion Score
0.327
Continuation Score
0.561
Structure Score
0.642
Volatility Expansion
0.035
Momentum Type Score
0.534
Risk Score
0.855
Features
Ema20 Slope
0.134
Ema50 Slope
0.089
Ema Alignment Score
1.000
Price Vs Ema20
0.895
Price Vs Ema50
1.842
Recent Hh Hl Score
0.500
Recent Lh Ll Score
0.500
Last Bos Direction
1.000
Bars Since Last Bos
3.000
Candle Overlap Ratio
1.000
Wick Ratio
0.581
Trend Efficiency
0.299
Impulse Strength
3.887
Directional Candle Ratio
0.650
Pullback Depth Ratio
1.978
Pullback Depth Atr
3.055
Extension From Mean
1.842
Impulse Decay Score
0.245
Opposing Wick Pressure
0.269
Volatility Percentile
0.000
Volatility Delta
-0.247
Body Ratio
0.399
Closes Position Ratio
0.575
Slope Consistency
0.794
Range Position
0.855
Distance To Recent High
-1.733
Distance To Recent Low
10.231
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
0.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6888ms
Confidence avant OB :
43%
→
43%
Order Book Imbalance
OBI Top 5
0.096
avg 0.093
± 0.009
OBI Top 10
0.216
Microstructure
Mid Price
0.4480
Micro Price
0.4480
Spread
0.1117%
↑ Bid Wall (Support)
Price
0.4470
Size
136,987.60
Dist ATR
0.8190
↓ Ask Wall (Resistance)
Price
0.4500
Size
130,696.60
Dist ATR
1.7672
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4479 | 0.4462 | 0.4514 | 2.06 | 0.3482 |
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 0.4479
- Stop Loss: 0.4462
- Take Profit: 0.4514
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4462 - 0.4479 = -0.0017
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4479 - 0.4514 = -0.0035
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0035 / -0.0017 = 2.0588
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 2059.5284 | 100 | 4597.6747 | 21.00 |
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 -0.0017
Taille de position = 8 / -0.0017 = -4705.88
Taille de position USD = -4705.88 x 0.4479 = -2107.76
Donc, tu peux acheter -4705.88 avec un stoploss a 0.4462
Avec un position size USD de -2107.76$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -4705.88 x -0.0017 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -4705.88 x -0.0035 = 16.47
Si Take Profit atteint, tu gagneras 16.47$
Résumé
- Taille de position -4705.88
- Taille de position USD -2107.76
- Perte potentielle 8
- Gain potentiel 16.47
- Risk-Reward Ratio 2.0588
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 0.78 % | 16.09 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.38 % | 7.82 $ |
| PNL | PNL % |
|---|---|
| 16.09 $ | 0.78 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.3215 % | 84.72 % | 0 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4479 | 0.4462 | 0.4514 | 2.06 | 0.3482 |
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 0.4479
- Stop Loss: 0.4462
- Take Profit: 0.4514
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4462 - 0.4479 = -0.0017
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4479 - 0.4514 = -0.0035
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0035 / -0.0017 = 2.0588
📌 ML Extra Data
Extra TP Data
Array
(
[2] => Array
(
[take_profit] => 0.4513
[stop_loss] => 0.4462
[rr_ratio] => 2
[closed_at] => 2026-10-02 12:25:00+00
[result] => win
)
[2.5] => Array
(
[take_profit] => 0.45215
[stop_loss] => 0.4462
[rr_ratio] => 2.5
[closed_at] => 2026-10-02 12:30:00+00
[result] => win
)
[3] => Array
(
[take_profit] => 0.453
[stop_loss] => 0.4462
[rr_ratio] => 3
[closed_at] => 2026-10-02 12:30:00+00
[result] => win
)
[3.5] => Array
(
[take_profit] => 0.45385
[stop_loss] => 0.4462
[rr_ratio] => 3.5
[closed_at] => 2026-10-02 12:30:00+00
[result] => win
)
[4] => Array
(
[take_profit] => 0.4547
[stop_loss] => 0.4462
[rr_ratio] => 4
[closed_at] => 2026-10-02 12:50:00+00
[result] => win
)
[4.5] => Array
(
[take_profit] => 0.45555
[stop_loss] => 0.4462
[rr_ratio] => 4.5
[closed_at] => 2026-10-02 13:00:00+00
[result] => win
)
[5] => Array
(
[take_profit] => 0.4564
[stop_loss] => 0.4462
[rr_ratio] => 5
[closed_at] => 2026-10-02 13:00:00+00
[result] => win
)
[5.5] => Array
(
[take_profit] => 0.45725
[stop_loss] => 0.4462
[rr_ratio] => 5.5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[6] => Array
(
[take_profit] => 0.4581
[stop_loss] => 0.4462
[rr_ratio] => 6
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[6.5] => Array
(
[take_profit] => 0.45895
[stop_loss] => 0.4462
[rr_ratio] => 6.5
[closed_at] => 2026-10-02 14:10:00+00
[result] => loss
)
[7] => Array
(
[take_profit] => 0.4598
[stop_loss] => 0.4462
[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: -0.380%
(0.0017)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.639% | 4.3R | -0.322% | 0.9R | 5.1× | 12 |
| 2h | +1.918% | 5.1R | -0.322% | 0.9R | 6.0× | 24 |
| 4h ★ | +1.918% | 5.1R | -2.056% | 5.4R | 0.9× | 48 |
| 8h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 96 |
| 12h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 144 |
| 24h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 288 |
| 48h | +1.918% | 5.1R | -8.426% | 22.2R | 0.2× | 576 |
| 72h | +3.130% | 8.3R | -8.426% | 22.2R | 0.4× | 864 |
⏱ MFE in 58 min
MAE in 403 min
✓ Favorable move came first
computed 2 weeks ago
Commentaires
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