Long Trade on SPX (CatchTheWave)
With 2242.19 SPX at 0.44$ per unit. Take profit: 0.4474 (1.64 %) & Stop Loss: 0.4367 (0.8 %)
02 Oct 2026 at 11:05:00
hyperliquid
SPX
LONG
CatchTheWave
hyperliquid
02 Oct 2026 11:05
→ 13:35
· 2 hours
Position
Entry 0.4402$
Qty 2242.1902 SPX
Size 987.1242$ (margin 100$) (leverage 10)
Risk Setup
TP 0.4474 (+1.64%)
TP $ 16.14$
SL 0.4367 (-0.8%)
SL $ 7.85$
RR 2.06
Status
loss
PnL
-0.80%
/ -7.85$
MAE -6.82%
MFE +1.16%
1.5R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 172269)
#59 / 77
OUT
seuil : top 15
score du 02/10/2026 10:00
score du 02/10/2026 10:00
Avg Rank 8h: 0.5685
Quality Score
0.521
score brut du coin
Quality Rank
#59 / 77
OUT
seuil : top 15
Signal Confidence
49 %
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
0.80 %
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
#59 / 77
OUT
seuil : top 15
Signal Confidence
49 %
OK
seuil : ≥ 40%
Combined Regime Score
+6
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.80 %
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 | -0.25×ATR |
| 4h | near | -0.48×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 | 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 11:01
02/10 11:01
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high (+3) 30/09 20:00 Operational (4H) : bear_high (-2) 02/10 04:00 Tactical (1H) : bull_high (+1) 02/10 09:00 Score : +2 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.741404 15m : 0.736926 |
1H_regime : bull_high 15m_regime : bear_high 5m_regime : bear_medium_confirmed |
BTC/Market Regime v2
BTC Regime (snapshot) #4661
Voir snapshot →
bull
developing
bull_expansion
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.90 |
expansion
+1 |
| Tactical |
bull
0.90 |
expansion
+1 |
| Micro |
range
0.25 |
range
|
MTF alignment :
0.85
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+4
Market Breadth
Breadth Score
56.3%
Macro
mixed_dispersion
Local 4h
unknown
Leadership
unknown
Legacy leadership :
alts
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 | 57.4% |
| 1h | 13.1% |
| 4h | 44.3% |
| 24h | 90.2% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 36.1% | +0.02% |
| 4h | 57.4% | -0.13% |
| 24h | 59.0% | +3.34% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.171
Universe :
61
· ≥ $2.0M
Regime confidence :
1.00
Snapshot évalué :
02/10 11:01
· 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 10:00
Score brut
0.5209
Score SMA
0.5146
Rank
#59
/ 77
Rank Norm SMA 8h
0.5685
Rank Norm SMA
0.4490
Calculé le
02/10/2026 10:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5323 | r1h: -1.134% · r4h: -0.805% · r1d: 2.59% · r3d: 7.75% · ema21_slope: 0.1458% · dist_ema21: 0.544% |
| Force Relative | 25% | 0.4784 | rs_1h: -0.833% · rs_4h: -1.039% · rs_1d: -0.52% · rs_3d: 4.95% · beta_24h: 1.762 |
| Volume | 20% | 0.3166 | rvol_20: 1.05× · zscore_50: -0.153 · trend: -20.80% |
| Qualité Tendance | 15% | 0.5219 | ADX: 17.0 (weak) · Chop: 53.0 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.530% (optimal 0.3–3 %) |
4H
Calculé le
02/10/2026 08:00
Score brut
0.5077
Score SMA
0.4088
Rank
#34
/ 77
Rank Norm SMA 8h
0.5751
Rank Norm SMA
0.1807
Calculé le
02/10/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.5254 | r1h: 0.000% · r4h: -1.208% · r1d: 1.97% · r3d: 7.07% · ema21_slope: 0.2066% · dist_ema21: 2.244% |
| Force Relative | 25% | 0.4647 | rs_1h: 0.000% · rs_4h: -1.582% · rs_1d: -1.03% · rs_3d: 4.59% · beta_24h: 1.971 |
| Volume | 20% | 0.3165 | rvol_20: 1.21× · zscore_50: -0.108 · trend: -42.75% |
| Qualité Tendance | 15% | 0.5434 | ADX: 27.9 (trend) · Chop: 61.5 (neutral) |
| Volatilité | 10% | 0.8913 | ATR%: 3.326% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.795%
(0.0035)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.156% | 1.5R | -0.343% | 0.4R | 3.4× | 13 |
| 2h | +1.156% | 1.5R | -0.343% | 0.4R | 3.4× | 25 |
| 4h ★ | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 48 |
| 8h | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 96 |
| 12h | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 144 |
| 24h | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 289 |
| 48h | +2.715% | 3.4R | -6.824% | 8.6R | 0.4× | 577 |
| 72h | +4.934% | 6.2R | -6.824% | 8.6R | 0.7× | 865 |
⏱ MFE in 55 min
MAE in 220 min
✓ Favorable move came first
computed 3 weeks ago
Prediction
ML Trade Score: -100
ML Pullback Score: 3.34
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 |
62%
|
noisy_chop 40% | mid | — | near -0.5ATR | 0.63 | bull_high | +4.41% | +0.55 | 02/10 04:00 |
| 1h | ↑ up | transition | bullish_transition | moderate | grind | compression | bull_high |
60%
|
noisy_chop 38% | early | — | near -0.2ATR | 0.59 | bull_medium_confirmed | +2.50% | -0.03 | 02/10 09:00 |
| 15m | ↔ neutral | range | range | moderate | balanced | expansion | range_high |
39%
|
noisy_chop 43% | mid | near -0.2ATR | — | 0.72 | range_low | +0.15% | -0.13 | 02/10 10:45 |
| 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
#202456
|
↔ neutral | transition | bearish_transition | moderate | grind | 0.665 | compression | bear_high |
62%
|
noisy_chop 40% | mid 20b 0.7ATR | — | near -0.5ATR | 1.21 | 53% | ↓ -0.29 | above_value | +0.30 | — | #107918 | 0.63 | bull_high | +4.41% | +0.55 |
02/10 04:00
upd 02/10 08:17
|
|
1h
anchor #203234
|
↑ up | transition | bullish_transition | moderate | grind | 0.704 | compression | bull_high |
60%
|
noisy_chop 38% | early 1b 0.4ATR | — | near -0.2ATR | 1.05 | 57% | ↑ +0.18 | value | +0.74 | — | #108301 | 0.59 | bull_medium_confirmed | +2.50% | -0.03 |
02/10 09:00
upd 02/10 10:12
|
|
15m
#203549
|
↔ neutral | range | range | moderate | balanced | 0.614 | expansion | range_high |
39%
|
noisy_chop 43% | mid 7b -1.3ATR | near -0.2ATR | — | 0.48 | 46% | ↑ +0.22 | value | +0.74 | — | #108301 | 0.72 | range_low | +0.15% | -0.13 |
02/10 10:45
upd 02/10 11:03
|
| 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 | 20b | — | 3.749×ATR | p62 | +0.664×ATR | p43 |
| 1h | ↑ up | early | 1b | — | 0.58×ATR | p4 | +0.388×ATR | p28 |
| 15m | ↓ down | mid | 7b | — | 3.355×ATR | p76 | -1.332×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: 0.4914
- reason: HTF_bullish_stack | KC_pullback(-0.14) | regime:bull_high|ob:ask_wall_0.9ATR(-0.08)
- stop_price: 0.43668206
- tp_price: 0.44738589
- atr: 0.0023786287743344
- score: 2.2895
- confidence_pre_ob: 0.5714
Details
- 1H
- timeframe : 1H
- ema9 : 0.449645
- ema21 : 0.44727
- ema50 : 0.442289
- ema100 : 0.438673
- price_ema9_diff : -0.0208949
- ema9_ema21_diff : 0.00530896
- ema21_ema50_diff : 0.0112624
- price_ema100_diff : 0.00359266
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.170131
- ema_slope_21 : 0.137465
- ema_slope_50 : 0.0990101
- ema_slope_100 : 0.0625261
- rsi : 0.496778
- adx : 0.159041
- kc_percentage : 0.232121
- kc_width_percentage : 0.0612299
- volume_ema_diff : -0.342369
- rvol_20 : 0.49427
- rvol_50 : 0.330476
- volume_zscore_50 : -0.493919
- volume_vol_ratio : 6406312.5217815
- chop : 52.8263
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.446084
- ema21 : 0.448503
- ema50 : 0.448233
- ema100 : 0.445631
- price_ema9_diff : -0.0130801
- ema9_ema21_diff : -0.00539279
- ema21_ema50_diff : 0.000603002
- price_ema100_diff : -0.0120759
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.0754392
- ema_slope_21 : -0.0395358
- ema_slope_50 : 0.000497232
- ema_slope_100 : 0.0148302
- rsi : 0.337999
- adx : 0.17198
- kc_percentage : -0.00160083
- kc_width_percentage : 0.0369607
- volume_ema_diff : 0.208878
- rvol_20 : 1.91187
- rvol_50 : 1.62357
- volume_zscore_50 : 0.549128
- volume_vol_ratio : 11761315.038114
- chop : 37.8172
- regime : bear_high ¸
- 5m
- timeframe : 5m
- ema9 : 0.443988
- ema21 : 0.446826
- ema50 : 0.449226
- ema100 : 0.45047
- price_ema9_diff : -0.00841961
- ema9_ema21_diff : -0.00635226
- ema21_ema50_diff : -0.005343
- price_ema100_diff : -0.0226892
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : -0.142724
- ema_slope_21 : -0.096442
- ema_slope_50 : -0.0501144
- ema_slope_100 : -0.0275071
- rsi : 0.307481
- adx : 0.26714
- kc_percentage : -0.144767
- kc_width_percentage : 0.0226013
- volume_ema_diff : 1.29938
- rvol_20 : 4.42386
- rvol_50 : 5.44089
- volume_zscore_50 : 3.50224
- volume_vol_ratio : 19281451.081186
- chop : 36.5011
- regime : bear_medium_confirmed ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
86319.8
- 5m_price_ema100_diff:
-0.00682182
- 5m_price:
85731
- 5m_correlation_with_coin:
0.741404
- btc_indicators
- 15m_ema100:
85561.8
- 15m_price_ema100_diff:
0.00197703
- 15m_price:
85731
- 15m_correlation_with_coin:
0.736926
- btc_indicators
- 1H_ema100:
84402.4
- 1H_price_ema100_diff:
0.0134062
- 1H_price:
85534
- 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 17:00:00 [1] => 0.4044 [2] => L ) [1] => Array ( [0] => 2026-09-30 06:00:00 [1] => 0.41803 [2] => L ) [2] => Array ( [0] => 2026-09-30 16:00:00 [1] => 0.45284 [2] => H ) [3] => Array ( [0] => 2026-09-30 19:00:00 [1] => 0.42972 [2] => L ) [4] => Array ( [0] => 2026-10-01 05:00:00 [1] => 0.46239 [2] => H ) [5] => Array ( [0] => 2026-10-01 15:00:00 [1] => 0.42962 [2] => L ) [6] => Array ( [0] => 2026-10-01 17:00:00 [1] => 0.44727 [2] => H ) [7] => Array ( [0] => 2026-10-02 01:00:00 [1] => 0.4364 [2] => L ) [8] => Array ( [0] => 2026-10-02 08:00:00 [1] => 0.46044 [2] => H ) [9] => Array ( [0] => 2026-10-02 14:00:00 [1] => 0.4439 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -3.1752236990705 [ms_dist_from_last_low_pct] => 0.4325298490651 [ms_bars_since_swing_high] => 6 [ms_bars_since_swing_low] => 0 [ms_last_swing_amplitude_pct] => 3.7260644289254 [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] => 2026-10-02 00:15:00 [1] => 0.44322 [2] => H ) [1] => Array ( [0] => 2026-10-02 01:15:00 [1] => 0.4364 [2] => L ) [2] => Array ( [0] => 2026-10-02 03:15:00 [1] => 0.4407 [2] => L ) [3] => Array ( [0] => 2026-10-02 04:45:00 [1] => 0.45294 [2] => H ) [4] => Array ( [0] => 2026-10-02 07:30:00 [1] => 0.44808 [2] => L ) [5] => Array ( [0] => 2026-10-02 08:30:00 [1] => 0.46044 [2] => H ) [6] => Array ( [0] => 2026-10-02 10:15:00 [1] => 0.44719 [2] => L ) [7] => Array ( [0] => 2026-10-02 12:00:00 [1] => 0.44586 [2] => L ) [8] => Array ( [0] => 2026-10-02 13:00:00 [1] => 0.45649 [2] => H ) [9] => Array ( [0] => 2026-10-02 14:45:00 [1] => 0.43897 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -3.5575806698942 [ms_dist_from_last_low_pct] => 0.29159168052485 [ms_bars_since_swing_high] => 8 [ms_bars_since_swing_low] => 1 [ms_last_swing_amplitude_pct] => 3.9911611271841 [ms_bos_up] => 0 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 0 ) ) - market_structures
- 5m_version: 1.1
- 5m_market_structure:
Array ( [left_window] => 5 [right_window] => 5 [recent_pivots] => Array ( [0] => Array ( [0] => 2026-10-02 09:00:00 [1] => 0.45046 [2] => L ) [1] => Array ( [0] => 2026-10-02 09:45:00 [1] => 0.45066 [2] => L ) [2] => Array ( [0] => 2026-10-02 09:55:00 [1] => 0.45423 [2] => H ) [3] => Array ( [0] => 2026-10-02 10:20:00 [1] => 0.44719 [2] => L ) [4] => Array ( [0] => 2026-10-02 10:40:00 [1] => 0.45265 [2] => H ) [5] => Array ( [0] => 2026-10-02 11:15:00 [1] => 0.45298 [2] => H ) [6] => Array ( [0] => 2026-10-02 12:00:00 [1] => 0.44586 [2] => L ) [7] => Array ( [0] => 2026-10-02 13:00:00 [1] => 0.45649 [2] => H ) [8] => Array ( [0] => 2026-10-02 13:35:00 [1] => 0.45613 [2] => H ) [9] => Array ( [0] => 2026-10-02 14:55:00 [1] => 0.43897 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -3.4814636178283 [ms_dist_from_last_low_pct] => 0.29159168052485 [ms_bars_since_swing_high] => 17 [ms_bars_since_swing_low] => 1 [ms_last_swing_amplitude_pct] => 3.9091509670365 [ms_bos_up] => 0 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.958
- trend_strength : -0.0212
- trend_persistence : 0.5
- high_delta_atr : -0.5752
- low_delta_atr : 1.7563
- current_swing_amp_atr : 1.5441
- current_swing_speed : 1.5441
- current_swing_efficiency : 0.6369
- retracement_ratio : 0.7291
- extension_ratio : 0.399
- compression_score : 0.9827
- swing_entropy : 1
- breakout_strength : -2.1291
- distance_to_last_high_atr : -1.5539
- distance_to_last_low_atr : -0.0058
- pivot_count : 39
- swing_count : 38
- market_structure_v2
- last_pivot_kind: high
- last_pivot_price:
0.45649
- last_pivot_index:
198
¸
- trend_analyzer_1h
- direction : up
- phase : range
- structure : range
- breakout_state : none
- quality : volatile
- strength : strong
- exhaustion : medium
- momentum_type : balanced
- volatility_regime : compression
- htf_context : unknown
- risk_state : premium
- confidence : 0.507
- state : up_range_balanced
- trend_analyzer_1h
- scores_direction_score:
0.605
- scores_strength_score:
0.6521
- scores_quality_score:
0.3613
- scores_cleanliness_score:
0.2112
- scores_structural_quality:
0.4842
- scores_pullback_score:
0.7291
- scores_exhaustion_score:
0.4481
- scores_continuation_score:
0.4826
- scores_structure_score:
0.6413
- scores_volatility_expansion:
0.1651
- scores_momentum_type_score:
0.6604
- scores_risk_score:
0.7636
- trend_analyzer_1h
- features_ema20_slope:
0.0433
- features_ema50_slope:
0.0497
- features_ema_alignment_score:
0.6667
- features_price_vs_ema20:
-0.2461
- features_price_vs_ema50:
0.5263
- features_recent_hh_hl_score:
0.55
- features_recent_lh_ll_score:
0.45
- features_last_bos_direction:
1
- features_bars_since_last_bos:
6
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.5776
- features_trend_efficiency:
0.6369
- features_impulse_strength:
3.8865
- features_directional_candle_ratio:
0.6
- features_pullback_depth_ratio:
0.7291
- features_pullback_depth_atr:
1.5547
- features_extension_from_mean:
0.5263
- features_impulse_decay_score:
0.8005
- features_opposing_wick_pressure:
0.3275
- features_volatility_percentile:
0.24
- features_volatility_delta:
-0.2683
- features_body_ratio:
0.4039
- features_closes_position_ratio:
0.5621
- features_slope_consistency:
0.8579
- features_range_position:
0.7636
- features_distance_to_recent_high:
-2.4702
- features_distance_to_recent_low:
7.9785
- 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 : 0.0392
- obi_top10 : 0.1708
- micro_price : 0.43985852
- spread_pct : 0.11374
- mid_price : 0.43985
- bid_wall_price :
- bid_wall_size :
- bid_wall_dist_atr :
- ask_wall_price : 0.442
- ask_wall_size : 124817.2
- ask_wall_dist_atr : 0.9039
- snapshots_count : 5
- obi_top5_mean : 0.0474
- obi_top5_std : 0.019
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 6925
- aggregation_tick : 0.001
- error : ¸
Signal Details
Market Structure
Market Structure Score: 1
5M -
downtrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
-1
Dist From Last High Pct
-3.48%
Dist From Last Low Pct
0.29%
Bars Since Swing High
17 bars
Bars Since Swing Low
1 bars
Last Swing Amplitude Pct
3.91%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0023
0.52%
TP to Pivot Distance
0.0091
2.03%
| DateTime | Price | Type |
|---|---|---|
| 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 | 0.44586 | ↓ Low |
| 2026-10-02 13:00:00 | 0.45649 | ↑ High |
| 2026-10-02 13:35:00 | 0.45613 | ↑ High |
| 2026-10-02 14:55:00 | 0.43897 | ↓ Low |
15M -
downtrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
-1
Dist From Last High Pct
-3.56%
Dist From Last Low Pct
0.29%
Bars Since Swing High
8 bars
Bars Since Swing Low
1 bars
Last Swing Amplitude Pct
3.99%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0003
0.07%
TP to Pivot Distance
0.0130
2.91%
| DateTime | Price | Type |
|---|---|---|
| 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 | 0.44586 | ↓ Low |
| 2026-10-02 13:00:00 | 0.45649 | ↑ High |
| 2026-10-02 14:45:00 | 0.43897 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-3.18%
Dist From Last Low Pct
0.43%
Bars Since Swing High
6 bars
Bars Since Swing Low
0 bars
Last Swing Amplitude Pct
3.73%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0323
7.40%
TP to Pivot Distance
0.0150
3.35%
| DateTime | Price | Type |
|---|---|---|
| 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 |
| 2026-10-02 14:00:00 | 0.4439 | ↓ Low |
Market Structure V2
1H
↔ range
Confidence
96%
Trend
Trend Strength
-0.021
Persistence
0.500
High Δ ATR
-0.575
Low Δ ATR
1.756
Current Swing
Amp ATR
1.544
Speed
1.544
Efficiency
0.637
Structure
Retracement
0.729
Extension
0.399
Compression
0.983
Entropy
1.000
Breakout Str.
-2.129
Dist High ATR
-1.554
Dist Low ATR
-0.006
39 pivots
·
38 swings
·
Last pivot:
↑ 0.4565
@ bar 198
Trend Analyzer 1H
1H
↑ up
up_range_balanced
Confidence
51%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
strong
exhaustion
medium
momentum
balanced
volatility
compression
risk
premium
htf
unknown
Scores
Direction Score
0.605
Strength Score
0.652
Quality Score
0.361
Cleanliness Score
0.211
Structural Quality
0.484
Pullback Score
0.729
Exhaustion Score
0.448
Continuation Score
0.483
Structure Score
0.641
Volatility Expansion
0.165
Momentum Type Score
0.660
Risk Score
0.764
Features
Ema20 Slope
0.043
Ema50 Slope
0.050
Ema Alignment Score
0.667
Price Vs Ema20
-0.246
Price Vs Ema50
0.526
Recent Hh Hl Score
0.550
Recent Lh Ll Score
0.450
Last Bos Direction
1.000
Bars Since Last Bos
6.000
Candle Overlap Ratio
1.000
Wick Ratio
0.578
Trend Efficiency
0.637
Impulse Strength
3.887
Directional Candle Ratio
0.600
Pullback Depth Ratio
0.729
Pullback Depth Atr
1.555
Extension From Mean
0.526
Impulse Decay Score
0.801
Opposing Wick Pressure
0.328
Volatility Percentile
0.240
Volatility Delta
-0.268
Body Ratio
0.404
Closes Position Ratio
0.562
Slope Consistency
0.858
Range Position
0.764
Distance To Recent High
-2.470
Distance To Recent Low
7.979
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
1.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
6925ms
Confidence avant OB :
57%
→
49%
Order Book Imbalance
OBI Top 5
0.039
avg 0.047
± 0.019
OBI Top 10
0.171
Microstructure
Mid Price
0.4399
Micro Price
0.4399
Spread
0.1137%
↓ Ask Wall (Resistance)
Price
0.4420
Size
124,817.20
Dist ATR
0.9039
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4402 | 0.4367 | 0.4474 | 2.06 | 0.3416 |
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 0.4402
- Stop Loss: 0.4367
- Take Profit: 0.4474
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4367 - 0.4402 = -0.0035
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4402 - 0.4474 = -0.0072
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0072 / -0.0035 = 2.0571
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 987.1242 | 100 | 2242.1902 | 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 -0.0035
Taille de position = 8 / -0.0035 = -2285.71
Taille de position USD = -2285.71 x 0.4402 = -1006.17
Donc, tu peux acheter -2285.71 avec un stoploss a 0.4367
Avec un position size USD de -1006.17$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -2285.71 x -0.0035 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -2285.71 x -0.0072 = 16.46
Si Take Profit atteint, tu gagneras 16.46$
Résumé
- Taille de position -2285.71
- Taille de position USD -1006.17
- Perte potentielle 8
- Gain potentiel 16.46
- Risk-Reward Ratio 2.0571
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 1.64 % | 16.14 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.8 % | 7.85 $ |
| PNL | PNL % |
|---|---|
| -7.85 $ | -0.80 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -1.0359 % | 130.29 % | 5 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.4402 | 0.4367 | 0.4474 | 2.06 | 0.3416 |
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 0.4402
- Stop Loss: 0.4367
- Take Profit: 0.4474
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.4367 - 0.4402 = -0.0035
-
Récompense (distance jusqu'au take profit):
E - TP = 0.4402 - 0.4474 = -0.0072
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0072 / -0.0035 = 2.0571
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 0.4474
[entry_price] => 0.4402
[stop_loss] => 0.43635
[rr_ratio] => 1.87
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-02 17:35:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 0.4474
[entry_price] => 0.4402
[stop_loss] => 0.436
[rr_ratio] => 1.71
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-02 17:35:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 0.4474
[entry_price] => 0.4402
[stop_loss] => 0.43565
[rr_ratio] => 1.58
[sl_change_percentage] => 1.3
[closed_at] => 2026-10-02 17:35:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 0.4474
[entry_price] => 0.4402
[stop_loss] => 0.43495
[rr_ratio] => 1.37
[sl_change_percentage] => 1.5
[closed_at] => 2026-10-02 17:35:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.795%
(0.0035)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.156% | 1.5R | -0.343% | 0.4R | 3.4× | 13 |
| 2h | +1.156% | 1.5R | -0.343% | 0.4R | 3.4× | 25 |
| 4h ★ | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 48 |
| 8h | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 96 |
| 12h | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 144 |
| 24h | +1.156% | 1.5R | -6.824% | 8.6R | 0.2× | 289 |
| 48h | +2.715% | 3.4R | -6.824% | 8.6R | 0.4× | 577 |
| 72h | +4.934% | 6.2R | -6.824% | 8.6R | 0.7× | 865 |
⏱ MFE in 55 min
MAE in 220 min
✓ Favorable move came first
computed 3 weeks ago
Commentaires
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