Long Trade on ZRO (CatchTheWave)
With 247.79 ZRO at 1.81$ per unit. Take profit: 1.8746 (3.57 %) & Stop Loss: 1.7777 (1.78 %)
02 Oct 2026 at 14:21:11
hyperliquid
ZRO
LONG
CatchTheWave
hyperliquid
02 Oct 2026 14:21
→ 14:25
· 3 minutes
Position
Entry 1.81$
Qty 247.787 ZRO
Size 448.4944$ (margin 100$) (leverage 4)
Risk Setup
TP 1.8746 (+3.57%)
TP $ 16.01$
SL 1.7777 (-1.78%)
SL $ 8$
RR 2
Status
loss
PnL
-1.78%
/ -8$
MAE -4.24%
MFE +0.57%
0.3R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 172628)
#7 / 78
OK
seuil : top 15
score du 02/10/2026 14:00
score du 02/10/2026 14:00
Avg Rank 8h: 0.9266
Quality Score
0.643
score brut du coin
Quality Rank
#7 / 78
OK
seuil : top 15
Signal Confidence
40 %
LOW
seuil : ≥ 40%
BTC Regime Score
+4
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+10
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.78 %
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
#7 / 78
OK
seuil : top 15
Signal Confidence
40 %
LOW
seuil : ≥ 40%
Combined Regime Score
+10
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
1.78 %
OK
seuil : ≥ 0.75%
Supply & Demand — near Supply zone (LONG: supply = adverse)
0/3 TF adverse
seuil : < 2 TF
| TF | Near Supply | Distance (ATR) |
|---|---|---|
| 1h | clear | 2.47×ATR |
| 4h | clear | — |
| 1d | clear | 1.86×ATR |
Move Maturity — move up late = adverse (LONG)
2/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↓ down | mid | OK |
| 4h | ↑ up | late | BLOCKED |
| 1d | ↑ up | late | BLOCKED |
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)
33.5M $
volume USDT au moment du signal
02/10 14:16
02/10 14:16
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high_confirmed (+3) 30/09 20:00 Operational (4H) : bull_high_confirmed (+2) 02/10 08:00 Tactical (1H) : bull_high (+1) 02/10 13:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.327471 15m : 0.215902 |
1H_regime : bull_high 15m_regime : bear_high 5m_regime : bear_high |
BTC/Market Regime v2
BTC Regime (snapshot) #4674
Voir snapshot →
bull
developing
bull_expansion
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.90 |
early_expansion
+1 |
| Tactical |
bull
0.90 |
expansion
+1 |
| Micro |
bear
0.90 |
transition
|
MTF alignment :
0.85
Stability :
1.00
Transition risk :
0.00
Score contribution (this trade)
+4
Market Breadth
Breadth Score
23.1%
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 | 29.0% |
| 1h | 17.7% |
| 4h | 8.1% |
| 24h | 50.0% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 12.9% | -0.13% |
| 4h | 40.3% | -1.19% |
| 24h | 50.0% | +0.03% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.165
Universe :
62
· ≥ $2.0M
Regime confidence :
1.00
Snapshot évalué :
02/10 14:16
· 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
0.8009
Score SMA
0.7718
Rank
#5
/ 77
Rank Norm SMA 8h
0.9474
Rank Norm SMA
0.8392
Calculé le
01/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.9791 | r1h: 0.000% · r4h: 0.000% · r1d: 3.54% · r3d: 15.59% · ema21_slope: 3.2315% · dist_ema21: 27.930% |
| Force Relative | 25% | 0.8920 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 2.07% · rs_3d: 13.94% · beta_24h: 0.135 |
| Volume | 20% | 0.7432 | rvol_20: 1.96× · zscore_50: 1.640 · trend: 134.08% |
| Qualité Tendance | 15% | 0.9035 | ADX: 48.4 (trend) · Chop: 27.5 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 9.168% (optimal 0.3–3 %) |
1H
Calculé le
02/10/2026 14:00
Score brut
0.6426
Score SMA
0.5982
Rank
#7
/ 78
Rank Norm SMA 8h
0.9266
Rank Norm SMA
0.6616
Calculé le
02/10/2026 14:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6592 | r1h: -7.222% · r4h: -6.719% · r1d: 1.11% · r3d: 18.25% · ema21_slope: 0.3183% · dist_ema21: -2.876% |
| Force Relative | 25% | 0.4178 | rs_1h: -6.778% · rs_4h: -4.679% · rs_1d: 1.22% · rs_3d: 16.17% · beta_24h: 1.494 |
| Volume | 20% | 0.7832 | rvol_20: 2.38× · zscore_50: 1.549 · trend: 84.06% |
| Qualité Tendance | 15% | 0.6842 | ADX: 32.2 (trend) · Chop: 48.6 (neutral) |
| Volatilité | 10% | 0.8469 | ATR%: 3.459% (optimal 0.3–3 %) |
4H
Calculé le
02/10/2026 12:00
Score brut
0.8196
Score SMA
0.6089
Rank
#5
/ 78
Rank Norm SMA 8h
0.9017
Rank Norm SMA
0.6710
Calculé le
02/10/2026 12:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.9678 | r1h: 0.000% · r4h: 4.959% · r1d: 13.86% · r3d: 16.87% · ema21_slope: 0.5578% · dist_ema21: 10.891% |
| Force Relative | 25% | 0.9928 | rs_1h: 0.000% · rs_4h: 6.210% · rs_1d: 12.45% · rs_3d: 14.13% · beta_24h: -0.789 |
| Volume | 20% | 0.8628 | rvol_20: 2.47× · zscore_50: 3.152 · trend: 61.09% |
| Qualité Tendance | 15% | 0.6270 | ADX: 27.6 (trend) · Chop: 50.9 (neutral) |
| Volatilité | 10% | 0.1447 | ATR%: 5.566% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -1.785%
(0.0323)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.204% | 0.1R | -4.238% | 2.4R | 0.1× | 12 |
| 2h | +0.575% | 0.3R | -4.238% | 2.4R | 0.1× | 24 |
| 4h ★ | +0.575% | 0.3R | -4.238% | 2.4R | 0.1× | 48 |
| 8h | +0.575% | 0.3R | -4.238% | 2.4R | 0.1× | 96 |
| 12h | +0.575% | 0.3R | -4.420% | 2.5R | 0.1× | 144 |
| 24h | +17.536% | 9.8R | -4.553% | 2.6R | 3.9× | 288 |
| 48h | +18.746% | 10.5R | -4.553% | 2.6R | 4.1× | 576 |
| 72h | +18.746% | 10.5R | -4.553% | 2.6R | 4.1× | 864 |
⏱ MFE in 1308 min
MAE in 798 min
✗ Adverse move came first
computed 3 weeks ago
Prediction
ML Trade Score: -100
ML Pullback Score: 0.3
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 | ↑ up | range | range | moderate | grind | volatile_reversal | bull_high_confirmed |
58%
|
noisy_chop 41% | late | — | — | 0.43 | bull_high | +13.92% | +1.00 | 30/09 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | grind | expansion | bull_high_confirmed |
69%
|
noisy_chop 43% | late | — | — | 0.28 | bull_high | +3.04% | +0.97 | 02/10 08:00 |
| 1h | ↑ up | early_expansion | bullish_transition | strong | explosive | expansion | bull_high |
63%
|
noisy_chop 38% | mid | near -0.7ATR | — | 0.27 | range_medium | +0.34% | +0.20 | 02/10 13:00 |
| 15m | ↔ neutral | range | range | moderate | balanced | volatile_reversal | bear_high_confirmed |
47%
|
noisy_chop 40% | late | — | — | 0.29 | range_low | -0.64% | -0.18 | 02/10 14:00 |
| 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
#197583
|
↑ up | range | range | moderate | grind | 0.687 | volatile_reversal | bull_high_confirmed |
58%
|
noisy_chop 41% | late 16b 2.0ATR | — | — | 1.96 | 98% | ↑ +0.94 | above_value | +4.24 | — | #105788 | 0.43 | bull_high | +13.92% | +1.00 |
30/09 20:00
upd 01/10 20:20
|
|
4h
#204018
|
↑ up | transition | bullish_transition | moderate | grind | 0.601 | expansion | bull_high_confirmed |
69%
|
noisy_chop 43% | late 7b 1.8ATR | — | — | 2.47 | 99% | ↔ -0.01 | above_value | +5.37 | inside | #108585 | 0.28 | bull_high | +3.04% | +0.97 |
02/10 08:00
upd 02/10 12:14
|
|
1h
anchor #204851
|
↑ up | early_expansion | bullish_transition | strong | explosive | 0.808 | expansion | bull_high |
63%
|
noisy_chop 38% | mid 3b -0.8ATR | near -0.7ATR | — | 2.38 | 98% | ↑ +0.66 | above_value | +2.61 | — | #108980 | 0.27 | range_medium | +0.34% | +0.20 |
02/10 13:00
upd 02/10 14:11
|
|
15m
#204931
|
↔ neutral | range | range | moderate | balanced | 0.500 | volatile_reversal | bear_high_confirmed |
47%
|
noisy_chop 40% | late 7b -2.3ATR | — | — | 0.80 | 84% | ↓ -0.26 | above_value | +2.61 | — | #108980 | 0.29 | range_low | -0.64% | -0.18 |
02/10 14:00
upd 02/10 14:18
|
| 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 | ↑ up | late | 16b | — | 5.366×ATR | p71 | +2.006×ATR | p90 |
| 4h | ↑ up | late | 7b | — | 2.959×ATR | p41 | +1.782×ATR | p83 |
| 1h | ↓ down | mid | 3b | — | 3.197×ATR | p66 | -0.819×ATR | p54 |
| 15m | ↓ down | late | 7b | — | 4.862×ATR | p82 | -2.29×ATR | p93 |
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: 0.3986
- reason: HTF_bullish_stack | KC_pullback(-0.13) | regime:bull_high|ob:ask_wall_0.7ATR(-0.08)|ob:bid_support_0.2ATR(+0.05)
- stop_price: 1.7777142
- tp_price: 1.87457159
- atr: 0.021523864002811
- score: 2.2582
- confidence_pre_ob: 0.4286
Details
- 1H
- timeframe : 1H
- ema9 : 1.87485
- ema21 : 1.85657
- ema50 : 1.80106
- ema100 : 1.7393
- price_ema9_diff : -0.03459
- ema9_ema21_diff : 0.00984656
- ema21_ema50_diff : 0.0308181
- price_ema100_diff : 0.0406458
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.120444
- ema_slope_21 : 0.247005
- ema_slope_50 : 0.236878
- ema_slope_100 : 0.189255
- rsi : 0.459852
- adx : 0.30509
- kc_percentage : 0.306475
- kc_width_percentage : 0.139172
- volume_ema_diff : 0.390416
- rvol_20 : 0.421086
- rvol_50 : 0.457109
- volume_zscore_50 : -0.51705
- volume_vol_ratio : 4579875.1841064
- chop : 50.788
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 1.87054
- ema21 : 1.8964
- ema50 : 1.88766
- ema100 : 1.85929
- price_ema9_diff : -0.03237
- ema9_ema21_diff : -0.0136346
- ema21_ema50_diff : 0.0046301
- price_ema100_diff : -0.0265139
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.339436
- ema_slope_21 : -0.0885741
- ema_slope_50 : 0.0261082
- ema_slope_100 : 0.0509534
- rsi : 0.338507
- adx : 0.339606
- kc_percentage : -0.063603
- kc_width_percentage : 0.0841506
- volume_ema_diff : 0.152481
- rvol_20 : 0.188467
- rvol_50 : 0.338826
- volume_zscore_50 : -0.602591
- volume_vol_ratio : 2035699.6763731
- chop : 35.0386
- regime : bear_high ¸
- 5m
- timeframe : 5m
- ema9 : 1.82872
- ema21 : 1.86578
- ema50 : 1.89911
- ema100 : 1.90191
- price_ema9_diff : -0.0102378
- ema9_ema21_diff : -0.0198643
- ema21_ema50_diff : -0.017552
- price_ema100_diff : -0.0483258
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : -0.480618
- ema_slope_21 : -0.350708
- ema_slope_50 : -0.178433
- ema_slope_100 : -0.0806647
- rsi : 0.293678
- adx : 0.274425
- kc_percentage : -0.129106
- kc_width_percentage : 0.0468451
- volume_ema_diff : -0.294242
- rvol_20 : 0.094131
- rvol_50 : 0.0949688
- volume_zscore_50 : -1.2469
- volume_vol_ratio : 479566
- chop : 29.8249
- regime : bear_high ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
85643
- 5m_price_ema100_diff:
-0.0117701
- 5m_price:
84635
- 5m_correlation_with_coin:
0.327471
- btc_indicators
- 15m_ema100:
85555.9
- 15m_price_ema100_diff:
-0.0106008
- 15m_price:
84649
- 15m_correlation_with_coin:
0.215902
- btc_indicators
- 1H_ema100:
84403.4
- 1H_price_ema100_diff:
0.004923
- 1H_price:
84819
- 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] => 2026-09-30 05:00:00 [1] => 1.886 [2] => H ) [1] => Array ( [0] => 2026-09-30 13:00:00 [1] => 1.8374 [2] => H ) [2] => Array ( [0] => 2026-09-30 20:00:00 [1] => 1.6567 [2] => L ) [3] => Array ( [0] => 2026-09-30 22:00:00 [1] => 1.7985 [2] => H ) [4] => Array ( [0] => 2026-10-01 05:00:00 [1] => 1.7516 [2] => H ) [5] => Array ( [0] => 2026-10-01 10:00:00 [1] => 1.6212 [2] => L ) [6] => Array ( [0] => 2026-10-01 20:00:00 [1] => 1.8849 [2] => H ) [7] => Array ( [0] => 2026-10-02 06:00:00 [1] => 1.942 [2] => H ) [8] => Array ( [0] => 2026-10-02 14:00:00 [1] => 2.0074 [2] => H ) [9] => Array ( [0] => 2026-10-02 17:00:00 [1] => 1.8057 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -9.7339842582445 [ms_dist_from_last_low_pct] => 0.34889516530985 [ms_bars_since_swing_high] => 4 [ms_bars_since_swing_low] => 1 [ms_last_swing_amplitude_pct] => 11.170183308412 [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 02:00:00 [1] => 1.8596 [2] => H ) [1] => Array ( [0] => 2026-10-02 04:00:00 [1] => 1.7956 [2] => L ) [2] => Array ( [0] => 2026-10-02 05:15:00 [1] => 1.9301 [2] => H ) [3] => Array ( [0] => 2026-10-02 06:45:00 [1] => 1.942 [2] => H ) [4] => Array ( [0] => 2026-10-02 08:30:00 [1] => 1.8387 [2] => L ) [5] => Array ( [0] => 2026-10-02 10:00:00 [1] => 1.8817 [2] => H ) [6] => Array ( [0] => 2026-10-02 10:15:00 [1] => 1.8401 [2] => L ) [7] => Array ( [0] => 2026-10-02 12:00:00 [1] => 1.8346 [2] => L ) [8] => Array ( [0] => 2026-10-02 14:15:00 [1] => 2.0074 [2] => H ) [9] => Array ( [0] => 2026-10-02 17:45:00 [1] => 1.8057 [2] => L ) ) [detected_trend] => range [features] => Array ( [ms_trend_state] => 0 [ms_dist_from_last_high_pct] => -9.7987446448142 [ms_dist_from_last_low_pct] => 0.27690092484908 [ms_bars_since_swing_high] => 16 [ms_bars_since_swing_low] => 2 [ms_last_swing_amplitude_pct] => 11.170183308412 [ms_bos_up] => 1 [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 11:45:00 [1] => 1.8597 [2] => H ) [1] => Array ( [0] => 2026-10-02 12:00:00 [1] => 1.8346 [2] => L ) [2] => Array ( [0] => 2026-10-02 12:40:00 [1] => 1.8428 [2] => L ) [3] => Array ( [0] => 2026-10-02 13:30:00 [1] => 1.9487 [2] => H ) [4] => Array ( [0] => 2026-10-02 14:20:00 [1] => 2.0074 [2] => H ) [5] => Array ( [0] => 2026-10-02 15:05:00 [1] => 1.9433 [2] => L ) [6] => Array ( [0] => 2026-10-02 15:15:00 [1] => 1.9969 [2] => H ) [7] => Array ( [0] => 2026-10-02 15:55:00 [1] => 1.9304 [2] => L ) [8] => Array ( [0] => 2026-10-02 16:20:00 [1] => 1.9937 [2] => H ) [9] => Array ( [0] => 2026-10-02 17:55:00 [1] => 1.8057 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -9.2140241761549 [ms_dist_from_last_low_pct] => 0.23813479537021 [ms_bars_since_swing_high] => 24 [ms_bars_since_swing_low] => 5 [ms_last_swing_amplitude_pct] => 10.411474774326 [ms_bos_up] => 0 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 0 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : pullback_up
- confidence : 0.727
- trend_strength : 0.2237
- trend_persistence : 0.5
- high_delta_atr : 1.0817
- low_delta_atr : 1.3794
- current_swing_amp_atr : 3.1819
- current_swing_speed : 1.59096
- current_swing_efficiency : 0.832
- retracement_ratio : 1.6089
- extension_ratio : 0.9057
- compression_score : 0.8568
- swing_entropy : 1
- breakout_strength : -2.1501
- distance_to_last_high_atr : -3.2318
- distance_to_last_low_atr : -0.3738
- pivot_count : 42
- swing_count : 41
- market_structure_v2
- last_pivot_kind: high
- last_pivot_price:
2.0074
- last_pivot_index:
195
¸
- trend_analyzer_1h
- direction : up
- phase : early_expansion
- structure : bullish_transition
- breakout_state : fresh_breakout
- quality : volatile
- strength : strong
- exhaustion : low
- momentum_type : explosive
- volatility_regime : expansion
- htf_context : unknown
- risk_state : premium
- confidence : 0.553
- state : up_early_expansion_explosive
- trend_analyzer_1h
- scores_direction_score:
0.6531
- scores_strength_score:
0.7032
- scores_quality_score:
0.307
- scores_cleanliness_score:
0.1862
- scores_structural_quality:
0.4058
- scores_pullback_score:
1
- scores_exhaustion_score:
0.3328
- scores_continuation_score:
0.5364
- scores_structure_score:
0.7041
- scores_volatility_expansion:
0.8137
- scores_momentum_type_score:
0.7173
- scores_risk_score:
0.6657
- trend_analyzer_1h
- features_ema20_slope:
0.0522
- features_ema50_slope:
0.0604
- features_ema_alignment_score:
0.6667
- features_price_vs_ema20:
-0.7148
- features_price_vs_ema50:
0.1672
- features_recent_hh_hl_score:
0.6
- features_recent_lh_ll_score:
0.4
- features_last_bos_direction:
1
- features_bars_since_last_bos:
4
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.6276
- features_trend_efficiency:
0.832
- features_impulse_strength:
3.4085
- features_directional_candle_ratio:
0.55
- features_pullback_depth_ratio:
1.6089
- features_pullback_depth_atr:
3.3881
- features_extension_from_mean:
0.1672
- features_impulse_decay_score:
0.5472
- features_opposing_wick_pressure:
0.3971
- features_volatility_percentile:
0.96
- features_volatility_delta:
0.0566
- features_body_ratio:
0.447
- features_closes_position_ratio:
0.446
- features_slope_consistency:
0.8559
- features_range_position:
0.6657
- features_distance_to_recent_high:
-2.9878
- features_distance_to_recent_low:
5.9497
- 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 : 0.0262
- obi_top10 : 0.0471
- micro_price : 1.80509633
- spread_pct : 0.072042
- mid_price : 1.80515
- bid_wall_price : 1.8
- bid_wall_size : 103057
- bid_wall_dist_atr : 0.2393
- ask_wall_price : 1.82
- ask_wall_size : 109565.8
- ask_wall_dist_atr : 0.6899
- snapshots_count : 5
- obi_top5_mean : -0.0271
- obi_top5_std : 0.03
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7125
- aggregation_tick : 0.01
- 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
-9.21%
Dist From Last Low Pct
0.24%
Bars Since Swing High
24 bars
Bars Since Swing Low
5 bars
Last Swing Amplitude Pct
10.41%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0280
1.58%
TP to Pivot Distance
0.1328
7.08%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-02 11:45:00 | 1.8597 | ↑ High |
| 2026-10-02 12:00:00 | 1.8346 | ↓ Low |
| 2026-10-02 12:40:00 | 1.8428 | ↓ Low |
| 2026-10-02 13:30:00 | 1.9487 | ↑ High |
| 2026-10-02 14:20:00 | 2.0074 | ↑ High |
| 2026-10-02 15:05:00 | 1.9433 | ↓ Low |
| 2026-10-02 15:15:00 | 1.9969 | ↑ High |
| 2026-10-02 15:55:00 | 1.9304 | ↓ Low |
| 2026-10-02 16:20:00 | 1.9937 | ↑ High |
| 2026-10-02 17:55:00 | 1.8057 | ↓ Low |
15M -
range
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
0
Dist From Last High Pct
-9.80%
Dist From Last Low Pct
0.28%
Bars Since Swing High
16 bars
Bars Since Swing Low
2 bars
Last Swing Amplitude Pct
11.17%
Bos Up
1
Bos Down
1
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0179
1.01%
TP to Pivot Distance
0.1328
7.08%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-02 02:00:00 | 1.8596 | ↑ High |
| 2026-10-02 04:00:00 | 1.7956 | ↓ Low |
| 2026-10-02 05:15:00 | 1.9301 | ↑ High |
| 2026-10-02 06:45:00 | 1.942 | ↑ High |
| 2026-10-02 08:30:00 | 1.8387 | ↓ Low |
| 2026-10-02 10:00:00 | 1.8817 | ↑ High |
| 2026-10-02 10:15:00 | 1.8401 | ↓ Low |
| 2026-10-02 12:00:00 | 1.8346 | ↓ Low |
| 2026-10-02 14:15:00 | 2.0074 | ↑ High |
| 2026-10-02 17:45:00 | 1.8057 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-9.73%
Dist From Last Low Pct
0.35%
Bars Since Swing High
4 bars
Bars Since Swing Low
1 bars
Last Swing Amplitude Pct
11.17%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.1565
8.80%
TP to Pivot Distance
0.1328
7.08%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-30 05:00:00 | 1.886 | ↑ High |
| 2026-09-30 13:00:00 | 1.8374 | ↑ High |
| 2026-09-30 20:00:00 | 1.6567 | ↓ Low |
| 2026-09-30 22:00:00 | 1.7985 | ↑ High |
| 2026-10-01 05:00:00 | 1.7516 | ↑ High |
| 2026-10-01 10:00:00 | 1.6212 | ↓ Low |
| 2026-10-01 20:00:00 | 1.8849 | ↑ High |
| 2026-10-02 06:00:00 | 1.942 | ↑ High |
| 2026-10-02 14:00:00 | 2.0074 | ↑ High |
| 2026-10-02 17:00:00 | 1.8057 | ↓ Low |
Market Structure V2
1H
↑ pullback_up
Confidence
73%
Trend
Trend Strength
0.224
Persistence
0.500
High Δ ATR
1.082
Low Δ ATR
1.379
Current Swing
Amp ATR
3.182
Speed
1.591
Efficiency
0.832
Structure
Retracement
1.609
Extension
0.906
Compression
0.857
Entropy
1.000
Breakout Str.
-2.150
Dist High ATR
-3.232
Dist Low ATR
-0.374
42 pivots
·
41 swings
·
Last pivot:
↑ 2.0074
@ bar 195
Trend Analyzer 1H
1H
↑ up
up_early_expansion_explosive
Confidence
55%
Context
phase
early_expansion
structure
bullish_transition
breakout
fresh_breakout
quality
volatile
strength
strong
exhaustion
low
momentum
explosive
volatility
expansion
risk
premium
htf
unknown
Scores
Direction Score
0.653
Strength Score
0.703
Quality Score
0.307
Cleanliness Score
0.186
Structural Quality
0.406
Pullback Score
1.000
Exhaustion Score
0.333
Continuation Score
0.536
Structure Score
0.704
Volatility Expansion
0.814
Momentum Type Score
0.717
Risk Score
0.666
Features
Ema20 Slope
0.052
Ema50 Slope
0.060
Ema Alignment Score
0.667
Price Vs Ema20
-0.715
Price Vs Ema50
0.167
Recent Hh Hl Score
0.600
Recent Lh Ll Score
0.400
Last Bos Direction
1.000
Bars Since Last Bos
4.000
Candle Overlap Ratio
1.000
Wick Ratio
0.628
Trend Efficiency
0.832
Impulse Strength
3.409
Directional Candle Ratio
0.550
Pullback Depth Ratio
1.609
Pullback Depth Atr
3.388
Extension From Mean
0.167
Impulse Decay Score
0.547
Opposing Wick Pressure
0.397
Volatility Percentile
0.960
Volatility Delta
0.057
Body Ratio
0.447
Closes Position Ratio
0.446
Slope Consistency
0.856
Range Position
0.666
Distance To Recent High
-2.988
Distance To Recent Low
5.950
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
0.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7125ms
Confidence avant OB :
43%
→
40%
Order Book Imbalance
OBI Top 5
0.026
avg -0.027
± 0.030
OBI Top 10
0.047
Microstructure
Mid Price
1.8052
Micro Price
1.8051
Spread
0.0720%
↑ Bid Wall (Support)
Price
1.8000
Size
103,057.00
Dist ATR
0.2393
↓ Ask Wall (Resistance)
Price
1.8200
Size
109,565.80
Dist ATR
0.6899
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.81 | 1.7777 | 1.8746 | 2 | 1.5072 |
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 1.81
- Stop Loss: 1.7777
- Take Profit: 1.8746
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.7777 - 1.81 = -0.0323
-
Récompense (distance jusqu'au take profit):
E - TP = 1.81 - 1.8746 = -0.0646
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0646 / -0.0323 = 2
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 448.4944 | 100 | 247.787 | 4.00 |
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 -0.0323
Taille de position = 8 / -0.0323 = -247.68
Taille de position USD = -247.68 x 1.81 = -448.3
Donc, tu peux acheter -247.68 avec un stoploss a 1.7777
Avec un position size USD de -448.3$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -247.68 x -0.0323 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -247.68 x -0.0646 = 16
Si Take Profit atteint, tu gagneras 16$
Résumé
- Taille de position -247.68
- Taille de position USD -448.3
- Perte potentielle 8
- Gain potentiel 16
- Risk-Reward Ratio 2
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 3.57 % | 16.01 $ |
| SL % Target | SL $ Target |
|---|---|
| 1.78 % | 8 $ |
| PNL | PNL % |
|---|---|
| -8 $ | -1.78 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -3.1326 % | 175.54 % | 1 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 1.81 | 1.7777 | 1.8746 | 2 | 1.5072 |
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 1.81
- Stop Loss: 1.7777
- Take Profit: 1.8746
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 1.7777 - 1.81 = -0.0323
-
Récompense (distance jusqu'au take profit):
E - TP = 1.81 - 1.8746 = -0.0646
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0646 / -0.0323 = 2
📌 ML Extra Data
Extra TP Data
Array
(
)
Extra SL data
Array
(
[1.1] => Array
(
[take_profit] => 1.8746
[entry_price] => 1.81
[stop_loss] => 1.77447
[rr_ratio] => 1.82
[sl_change_percentage] => 1.1
[closed_at] => 2026-10-02 18:25:00+00
[result] => loss
)
[1.2] => Array
(
[take_profit] => 1.8746
[entry_price] => 1.81
[stop_loss] => 1.77124
[rr_ratio] => 1.67
[sl_change_percentage] => 1.2
[closed_at] => 2026-10-02 18:25:00+00
[result] => loss
)
[1.3] => Array
(
[take_profit] => 1.8746
[entry_price] => 1.81
[stop_loss] => 1.76801
[rr_ratio] => 1.54
[sl_change_percentage] => 1.3
[closed_at] => 2026-10-02 18:25:00+00
[result] => loss
)
[1.5] => Array
(
[take_profit] => 1.8746
[entry_price] => 1.81
[stop_loss] => 1.76155
[rr_ratio] => 1.33
[sl_change_percentage] => 1.5
[closed_at] => 2026-10-02 18:25:00+00
[result] => loss
)
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -1.785%
(0.0323)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +0.204% | 0.1R | -4.238% | 2.4R | 0.1× | 12 |
| 2h | +0.575% | 0.3R | -4.238% | 2.4R | 0.1× | 24 |
| 4h ★ | +0.575% | 0.3R | -4.238% | 2.4R | 0.1× | 48 |
| 8h | +0.575% | 0.3R | -4.238% | 2.4R | 0.1× | 96 |
| 12h | +0.575% | 0.3R | -4.420% | 2.5R | 0.1× | 144 |
| 24h | +17.536% | 9.8R | -4.553% | 2.6R | 3.9× | 288 |
| 48h | +18.746% | 10.5R | -4.553% | 2.6R | 4.1× | 576 |
| 72h | +18.746% | 10.5R | -4.553% | 2.6R | 4.1× | 864 |
⏱ MFE in 1308 min
MAE in 798 min
✗ Adverse move came first
computed 3 weeks ago
Commentaires
Aucun commentaire.