Long Trade on ALGO (CatchTheWave)
With 13786.45 ALGO at 0.13$ per unit. Take profit: 0.1313 (0.84 %) & Stop Loss: 0.1296 (0.46 %)
03 Oct 2026 at 11:30:51
hyperliquid
ALGO
LONG
CatchTheWave
hyperliquid
03 Oct 2026 11:30
→ 12:30
· 59 minutes
Position
Entry 0.1302$
Qty 13786.4479 ALGO
Size 1794.7198$ (margin 100$) (leverage 18)
Risk Setup
TP 0.1313 (+0.84%)
TP $ 15.17$
SL 0.1296 (-0.46%)
SL $ 8.27$
RR 1.83
Status
win
PnL
+0.84%
/ +15.16$
MAE -0.31%
MFE +2.53%
5.5R
V3 Shadow Analysis
Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.
Quality Rank (id: 174856)
#20 / 77
OUT
seuil : top 15
score du 03/10/2026 11:00
score du 03/10/2026 11:00
Avg Rank 8h: 0.6902
Quality Score
0.562
score brut du coin
Quality Rank
#20 / 77
OUT
seuil : top 15
Signal Confidence
71 %
OK
seuil : ≥ 40%
BTC Regime Score
+3
−4 → +4 (macro BTC)
Coin Regime Score
+6
−6 → +6 (1D/4H/1H coin)
Combined Regime Score
+9
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.46 %
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
#20 / 77
OUT
seuil : top 15
Signal Confidence
71 %
OK
seuil : ≥ 40%
Combined Regime Score
+9
OK
seuil : BTC + coin ≥ 3
Stop Loss Size
0.46 %
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 | -0.11×ATR |
| 4h | clear | 1.59×ATR |
| 1d | near | 0.05×ATR |
Move Maturity — move up late = adverse (LONG)
1/3 TF adverse
seuil : < 2 TF
| TF | Direction | Maturity | Adverse |
|---|---|---|---|
| 1h | ↑ up | late | BLOCKED |
| 4h | ↑ up | early | OK |
| 1d | ↑ up | 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)
1.1M $
volume USDT au moment du signal
03/10 11:16
03/10 11:16
| Coin Market Regime V2 |
|---|
|
Strategic (1D) : bull_high_confirmed (+3) 01/10 20:00 Operational (4H) : bull_high (+2) 03/10 04:00 Tactical (1H) : bull_high (+1) 03/10 10:00 Score : +6 / ±6 |
| BTC Correlation | Coin Market Regime |
|---|---|
|
5m : 0.228399 15m : 0.469632 |
1H_regime : bull_high 15m_regime : bull_medium 5m_regime : range_low |
BTC/Market Regime v2
BTC Regime (snapshot) #4758
Voir snapshot →
bull
developing
bull_expansion
| Strategic |
bull
0.90 |
expansion
+2 |
| Operational |
bull
0.55 |
expansion
+1 |
| Tactical |
range
0.25 |
transition
0 |
| Micro |
range
0.25 |
compression
|
MTF alignment :
0.85
Stability :
0.97
Transition risk :
0.03
Score contribution (this trade)
+3
Market Breadth
Breadth Score
64.8%
Macro
broad_risk_on
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 | 11.3% |
| 1h | 13.2% |
| 4h | 69.8% |
| 24h | 28.3% |
Outperformance vs BTC
| Window | % outperf | Median ret |
|---|---|---|
| 15m | 13.2% | -0.32% |
| 4h | 60.4% | +0.39% |
| 24h | 43.4% | -1.59% |
Expansion & Tails (4h)
Up ≥1σ
—
Down ≥1σ
—
Expansion
—
Tail ↑
—
Tail ↓
—
Dispersion :
0.109
Universe :
53
· ≥ $2.0M
Regime confidence :
0.98
Snapshot évalué :
03/10 11:16
· 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
02/10/2026 20:00
Score brut
0.6648
Score SMA
0.6508
Rank
#16
/ 84
Rank Norm SMA 8h
0.8193
Rank Norm SMA
0.5838
Calculé le
02/10/2026 20:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.8703 | r1h: 0.000% · r4h: 0.000% · r1d: 3.90% · r3d: 1.45% · ema21_slope: 1.5270% · dist_ema21: 12.755% |
| Force Relative | 25% | 0.7257 | rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 4.32% · rs_3d: 0.42% · beta_24h: 1.059 |
| Volume | 20% | 0.5063 | rvol_20: 1.25× · zscore_50: 0.829 · trend: 48.04% |
| Qualité Tendance | 15% | 0.8066 | ADX: 36.8 (trend) · Chop: 35.3 (trend) |
| Volatilité | 10% | 0.0000 | ATR%: 7.429% (optimal 0.3–3 %) |
1H
Calculé le
03/10/2026 11:00
Score brut
0.5622
Score SMA
0.5637
Rank
#20
/ 77
Rank Norm SMA 8h
0.6902
Rank Norm SMA
0.5464
Calculé le
03/10/2026 11:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6433 | r1h: 0.396% · r4h: 3.255% · r1d: 1.59% · r3d: 6.89% · ema21_slope: 0.0329% · dist_ema21: 2.823% |
| Force Relative | 25% | 0.6603 | rs_1h: 0.431% · rs_4h: 3.009% · rs_1d: 2.59% · rs_3d: 5.68% · beta_24h: 1.776 |
| Volume | 20% | 0.3942 | rvol_20: 1.61× · zscore_50: -0.200 · trend: -27.71% |
| Qualité Tendance | 15% | 0.5180 | ADX: 14.0 (weak) · Chop: 50.4 (neutral) |
| Volatilité | 10% | 1.0000 | ATR%: 1.359% (optimal 0.3–3 %) |
4H
Calculé le
03/10/2026 08:00
Score brut
0.5385
Score SMA
0.6303
Rank
#19
/ 79
Rank Norm SMA 8h
0.7534
Rank Norm SMA
0.7120
Calculé le
03/10/2026 08:00
| Composante | Poids | Score | Détails |
|---|---|---|---|
| Momentum | 30% | 0.6841 | r1h: 0.000% · r4h: 2.075% · r1d: -0.97% · r3d: 1.97% · ema21_slope: 0.0952% · dist_ema21: 1.497% |
| Force Relative | 25% | 0.6160 | rs_1h: 0.000% · rs_4h: 1.947% · rs_1d: 1.07% · rs_3d: 1.07% · beta_24h: 1.695 |
| Volume | 20% | 0.1500 | rvol_20: 0.29× · zscore_50: -0.749 · trend: -53.76% |
| Qualité Tendance | 15% | 0.4534 | ADX: 21.2 (weak) · Chop: 65.8 (range) |
| Volatilité | 10% | 0.8125 | ATR%: 3.563% (optimal 0.3–3 %) |
📌 Performance
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.461%
(0.0006)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.014% | 2.2R | -0.307% | 0.7R | 3.3× | 12 |
| 2h | +2.535% | 5.5R | -0.307% | 0.7R | 8.3× | 24 |
| 4h ★ | +2.535% | 5.5R | -0.307% | 0.7R | 8.3× | 48 |
| 8h | +2.535% | 5.5R | -0.307% | 0.7R | 8.3× | 96 |
| 12h | +2.535% | 5.5R | -2.066% | 4.5R | 1.2× | 144 |
| 24h | +3.134% | 6.8R | -2.458% | 5.3R | 1.3× | 288 |
| 48h | +3.134% | 6.8R | -2.458% | 5.3R | 1.3× | 576 |
| 72h | +3.134% | 6.8R | -4.923% | 10.7R | 0.6× | 864 |
⏱ MFE in 1394 min
MAE in 749 min
✗ Adverse move came first
computed 3 weeks ago
Prediction
ML Trade Score: 100
ML Pullback Score: 8
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 |
59%
|
noisy_chop 46% | mid | — | near 0.0ATR | 0.61 | bull_high | +13.14% | +0.98 | 01/10 20:00 |
| 4h | ↑ up | transition | bullish_transition | moderate | grind | compression | bull_high |
63%
|
noisy_chop 36% | early | — | — | 0.42 | bull_high | +2.02% | +0.15 | 03/10 04:00 |
| 1h | ↑ up | range | range | moderate | fading | compression | bull_high |
62%
|
noisy_chop 47% | late | — | near -0.1ATR | 0.38 | range_low | +0.34% | +0.36 | 03/10 10:00 |
| 15m | ↑ up | transition | bullish_transition | strong | explosive | volatile_reversal | bull_medium_confirmed |
57%
|
noisy_chop 45% | late | — | — | 0.46 | range_low | +0.10% | +0.23 | 03/10 11:00 |
| 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
#207687
|
↑ up | range | range | moderate | grind | 0.603 | volatile_reversal | bull_high_confirmed |
59%
|
noisy_chop 46% | mid 16b 1.3ATR | — | near 0.0ATR | 1.25 | 88% | ↑ +0.30 | value | -2.14 | — | #110097 | 0.61 | bull_high | +13.14% | +0.98 |
01/10 20:00
upd 02/10 20:26
|
|
4h
#212747
|
↑ up | transition | bullish_transition | moderate | grind | 0.680 | compression | bull_high |
63%
|
noisy_chop 36% | early 9b 0.4ATR | — | — | 0.29 | 8% | ↔ +0.05 | value | -1.94 | — | #112313 | 0.42 | bull_high | +2.02% | +0.15 |
03/10 04:00
upd 03/10 08:17
|
|
1h
anchor #213920
|
↑ up | range | range | moderate | fading | 0.464 | compression | bull_high |
62%
|
noisy_chop 47% | late 10b 2.6ATR | — | near -0.1ATR | 1.61 | 53% | ↔ +0.11 | above_value | -0.26 | — | #112866 | 0.38 | range_low | +0.34% | +0.36 |
03/10 10:00
upd 03/10 11:10
|
|
15m
#213999
|
↑ up | transition | bullish_transition | strong | explosive | 0.721 | volatile_reversal | bull_medium_confirmed |
57%
|
noisy_chop 45% | late 15b 2.1ATR | — | — | 2.86 | 89% | ↑ +0.80 | above_value | -0.26 | — | #112866 | 0.46 | range_low | +0.10% | +0.23 |
03/10 11:00
upd 03/10 11:17
|
| 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 | ↑ up | mid | 16b | — | 4.472×ATR | p57 | +1.295×ATR | p72 |
| 4h | ↑ up | early | 9b | — | 1.542×ATR | p0 | +0.433×ATR | p29 |
| 1h | ↑ up | late | 10b | — | 3.938×ATR | p87 | +2.563×ATR | p97 |
| 15m | ↑ up | late | 15b | — | 6.18×ATR | p88 | +2.062×ATR | p77 |
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: 0.7143
- reason: HTF_bullish_stack | KC_pullback(0.04) | regime:bull_high | strong_trend
- stop_price: 0.12959972
- tp_price: 0.13134056
- atr: 0.00038685275048571
- score: 1.9114
- confidence_pre_ob: 0.7143
Details
- 1H
- timeframe : 1H
- ema9 : 0.129658
- ema21 : 0.128608
- ema50 : 0.127811
- ema100 : 0.126845
- price_ema9_diff : 0.00402075
- ema9_ema21_diff : 0.00816626
- ema21_ema50_diff : 0.0062314
- price_ema100_diff : 0.0262866
- all_emas_in_trend : True
- all_emas_and_price_in_trend : True
- ema_slope_9 : 0.136802
- ema_slope_21 : 0.0546696
- ema_slope_50 : 0.032076
- ema_slope_100 : 0.0289356
- rsi : 0.615423
- adx : 0.14518
- kc_percentage : 0.73666
- kc_width_percentage : 0.0494867
- volume_ema_diff : -0.403132
- rvol_20 : 0.628761
- rvol_50 : 0.266253
- volume_zscore_50 : -0.494942
- volume_vol_ratio : 63103635.612452
- chop : 49.5595
- regime : bull_high ¸
- 15m
- timeframe : 15m
- ema9 : 0.130689
- ema21 : 0.129895
- ema50 : 0.128758
- ema100 : 0.128428
- price_ema9_diff : -0.00389972
- ema9_ema21_diff : 0.0061166
- ema21_ema50_diff : 0.00882806
- price_ema100_diff : 0.0136343
- all_emas_in_trend : True
- all_emas_and_price_in_trend : False
- ema_slope_9 : 0.15303
- ema_slope_21 : 0.135522
- ema_slope_50 : 0.0836108
- ema_slope_100 : 0.0422422
- rsi : 0.557472
- adx : 0.400368
- kc_percentage : 0.578458
- kc_width_percentage : 0.0215344
- volume_ema_diff : 0.00847037
- rvol_20 : 0.0595449
- rvol_50 : 0.0966746
- volume_zscore_50 : -0.707802
- volume_vol_ratio : 6379562.983893
- chop : 34.7924
- regime : bull_medium ¸
- 5m
- timeframe : 5m
- ema9 : 0.13076
- ema21 : 0.130857
- ema50 : 0.130136
- ema100 : 0.129129
- price_ema9_diff : -0.00443564
- ema9_ema21_diff : -0.000745149
- ema21_ema50_diff : 0.00554334
- price_ema100_diff : 0.00813228
- all_emas_in_trend : False
- all_emas_and_price_in_trend : False
- ema_slope_9 : -0.0319602
- ema_slope_21 : 0.0128659
- ema_slope_50 : 0.0364424
- ema_slope_100 : 0.034498
- rsi : 0.416165
- adx : 0.415697
- kc_percentage : 0.044294
- kc_width_percentage : 0.0116519
- volume_ema_diff : -0.289932
- rvol_20 : 0.145873
- rvol_50 : 0.153231
- volume_zscore_50 : -0.556952
- volume_vol_ratio : 11538888.846217
- chop : 42.7877
- regime : range_low ¸
- btc_indicators
- btc_indicators
- 5m_ema100:
84701.5
- 5m_price_ema100_diff:
0.000902825
- 5m_price:
84778
- 5m_correlation_with_coin:
0.228399
- btc_indicators
- 15m_ema100:
84783.1
- 15m_price_ema100_diff:
-6.10892E-5
- 15m_price:
84778
- 15m_correlation_with_coin:
0.469632
- btc_indicators
- 1H_ema100:
84582.5
- 1H_price_ema100_diff:
0.0021574
- 1H_price:
84765
- 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 15:00:00 [1] => 0.12277 [2] => L ) [1] => Array ( [0] => 2026-10-01 04:00:00 [1] => 0.13079 [2] => H ) [2] => Array ( [0] => 2026-10-01 12:00:00 [1] => 0.12888 [2] => H ) [3] => Array ( [0] => 2026-10-01 22:00:00 [1] => 0.12181 [2] => L ) [4] => Array ( [0] => 2026-10-02 08:00:00 [1] => 0.13311 [2] => H ) [5] => Array ( [0] => 2026-10-02 15:00:00 [1] => 0.13377 [2] => H ) [6] => Array ( [0] => 2026-10-02 18:00:00 [1] => 0.12418 [2] => L ) [7] => Array ( [0] => 2026-10-03 00:00:00 [1] => 0.1294 [2] => H ) [8] => Array ( [0] => 2026-10-03 04:00:00 [1] => 0.12491 [2] => L ) [9] => Array ( [0] => 2026-10-03 14:00:00 [1] => 0.13224 [2] => H ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -0.77132486388384 [ms_dist_from_last_low_pct] => 5.0516371787687 [ms_bars_since_swing_high] => 1 [ms_bars_since_swing_low] => 11 [ms_last_swing_amplitude_pct] => 5.8682251220879 [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 15:45:00 [1] => 0.13377 [2] => H ) [1] => Array ( [0] => 2026-10-02 18:45:00 [1] => 0.12418 [2] => L ) [2] => Array ( [0] => 2026-10-02 21:30:00 [1] => 0.12434 [2] => L ) [3] => Array ( [0] => 2026-10-03 00:45:00 [1] => 0.1294 [2] => H ) [4] => Array ( [0] => 2026-10-03 04:30:00 [1] => 0.12491 [2] => L ) [5] => Array ( [0] => 2026-10-03 06:30:00 [1] => 0.12697 [2] => H ) [6] => Array ( [0] => 2026-10-03 08:15:00 [1] => 0.12555 [2] => L ) [7] => Array ( [0] => 2026-10-03 11:15:00 [1] => 0.12692 [2] => L ) [8] => Array ( [0] => 2026-10-03 14:15:00 [1] => 0.13224 [2] => H ) [9] => Array ( [0] => 2026-10-03 15:15:00 [1] => 0.13011 [2] => L ) ) [detected_trend] => uptrend [features] => Array ( [ms_trend_state] => 1 [ms_dist_from_last_high_pct] => -1.5577737447066 [ms_dist_from_last_low_pct] => 0.053800630235944 [ms_bars_since_swing_high] => 5 [ms_bars_since_swing_low] => 1 [ms_last_swing_amplitude_pct] => 1.6370763200369 [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] => 2026-10-03 08:25:00 [1] => 0.12555 [2] => L ) [1] => Array ( [0] => 2026-10-03 09:50:00 [1] => 0.12819 [2] => H ) [2] => Array ( [0] => 2026-10-03 10:45:00 [1] => 0.12883 [2] => H ) [3] => Array ( [0] => 2026-10-03 11:15:00 [1] => 0.12692 [2] => L ) [4] => Array ( [0] => 2026-10-03 11:50:00 [1] => 0.12917 [2] => H ) [5] => Array ( [0] => 2026-10-03 12:40:00 [1] => 0.12837 [2] => L ) [6] => Array ( [0] => 2026-10-03 14:20:00 [1] => 0.13224 [2] => H ) [7] => Array ( [0] => 2026-10-03 14:35:00 [1] => 0.13123 [2] => L ) [8] => Array ( [0] => 2026-10-03 14:55:00 [1] => 0.13197 [2] => H ) [9] => Array ( [0] => 2026-10-03 15:25:00 [1] => 0.13011 [2] => L ) ) [detected_trend] => downtrend [features] => Array ( [ms_trend_state] => -1 [ms_dist_from_last_high_pct] => -1.3563688717133 [ms_dist_from_last_low_pct] => 0.053800630235944 [ms_bars_since_swing_high] => 7 [ms_bars_since_swing_low] => 1 [ms_last_swing_amplitude_pct] => 1.4295596034125 [ms_bos_up] => 0 [ms_bos_down] => 1 [ms_choch_up] => 0 [ms_choch_down] => 1 ) )
¸
- market_structure_v2
- timeframe : 1h
- state : range
- confidence : 0.788
- trend_strength : 0.106
- trend_persistence : 0.5
- high_delta_atr : -2.4702
- low_delta_atr : 0.4243
- current_swing_amp_atr : 2.0623
- current_swing_speed : 0.51558
- current_swing_efficiency : 0.5227
- retracement_ratio : 0.8602
- extension_ratio : 0.4741
- compression_score : 0.8332
- swing_entropy : 1
- breakout_strength : -4.0919
- distance_to_last_high_atr : 1.0578
- distance_to_last_low_atr : 3.6676
- pivot_count : 35
- swing_count : 34
- market_structure_v2
- last_pivot_kind: low
- last_pivot_price:
0.12491
- last_pivot_index:
188
¸
- 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 : mid_range
- confidence : 0.413
- state : up_range_fading
- trend_analyzer_1h
- scores_direction_score:
0.6178
- scores_strength_score:
0.5745
- scores_quality_score:
0.306
- scores_cleanliness_score:
0.2777
- scores_structural_quality:
0.3292
- scores_pullback_score:
0.8602
- scores_exhaustion_score:
0.5579
- scores_continuation_score:
0.4548
- scores_structure_score:
0.3936
- scores_volatility_expansion:
0
- scores_momentum_type_score:
0.5063
- scores_risk_score:
0.5051
- trend_analyzer_1h
- features_ema20_slope:
0.1793
- features_ema50_slope:
0.0833
- features_ema_alignment_score:
1
- features_price_vs_ema20:
1.6861
- features_price_vs_ema50:
2.2406
- features_recent_hh_hl_score:
0.5
- features_recent_lh_ll_score:
0.5
- features_last_bos_direction:
-1
- features_bars_since_last_bos:
21
- features_candle_overlap_ratio:
1
- features_wick_ratio:
0.4447
- features_trend_efficiency:
0.5227
- features_impulse_strength:
3.6695
- features_directional_candle_ratio:
0.55
- features_pullback_depth_ratio:
0.8602
- features_pullback_depth_atr:
1.8691
- features_extension_from_mean:
2.2406
- features_impulse_decay_score:
0.763
- features_opposing_wick_pressure:
0.2264
- features_volatility_percentile:
0
- features_volatility_delta:
-0.4698
- features_body_ratio:
0.4572
- features_closes_position_ratio:
0.5313
- features_slope_consistency:
0
- features_range_position:
0.5051
- features_distance_to_recent_high:
-6.0617
- features_distance_to_recent_low:
6.1867
- 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 : 0.082
- obi_top10 : 0.0333
- micro_price : 0.13004962
- spread_pct : 0.046147
- mid_price : 0.13005
- bid_wall_price : 0.129
- bid_wall_size : 2894015.52
- bid_wall_dist_atr : 2.7142
- ask_wall_price : 0.131
- ask_wall_size : 3035328.54
- ask_wall_dist_atr : 2.4557
- snapshots_count : 5
- obi_top5_mean : 0.0825
- obi_top5_std : 0.0003
- pressure_side : neutral
- collection_mode : ws_rolling
- collection_ms : 7083
- aggregation_tick : 0.001
- error : ¸
Signal Details
Signaux confirmants (2)
| # | Heure | Entry | Δ |
|---|---|---|---|
| 1 | 11:30 | 0.13018000 | -0.015% |
| 2 | 11:40 | 0.12995000 | -0.192% |
Market Structure
Market Structure Score: 2
5M -
downtrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
-1
Dist From Last High Pct
-1.36%
Dist From Last Low Pct
0.05%
Bars Since Swing High
7 bars
Bars Since Swing Low
1 bars
Last Swing Amplitude Pct
1.43%
Bos Up
0
Bos Down
1
Choch Up
0
Choch Down
1
SL & TP Pivot Distance:
SL to Pivot Distance
0.0041
3.13%
TP to Pivot Distance
0.0009
0.72%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-03 08:25:00 | 0.12555 | ↓ Low |
| 2026-10-03 09:50:00 | 0.12819 | ↑ High |
| 2026-10-03 10:45:00 | 0.12883 | ↑ High |
| 2026-10-03 11:15:00 | 0.12692 | ↓ Low |
| 2026-10-03 11:50:00 | 0.12917 | ↑ High |
| 2026-10-03 12:40:00 | 0.12837 | ↓ Low |
| 2026-10-03 14:20:00 | 0.13224 | ↑ High |
| 2026-10-03 14:35:00 | 0.13123 | ↓ Low |
| 2026-10-03 14:55:00 | 0.13197 | ↑ High |
| 2026-10-03 15:25:00 | 0.13011 | ↓ Low |
15M -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-1.56%
Dist From Last Low Pct
0.05%
Bars Since Swing High
5 bars
Bars Since Swing Low
1 bars
Last Swing Amplitude Pct
1.64%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0054
4.18%
TP to Pivot Distance
0.0025
1.88%
| DateTime | Price | Type |
|---|---|---|
| 2026-10-02 15:45:00 | 0.13377 | ↑ High |
| 2026-10-02 18:45:00 | 0.12418 | ↓ Low |
| 2026-10-02 21:30:00 | 0.12434 | ↓ Low |
| 2026-10-03 00:45:00 | 0.1294 | ↑ High |
| 2026-10-03 04:30:00 | 0.12491 | ↓ Low |
| 2026-10-03 06:30:00 | 0.12697 | ↑ High |
| 2026-10-03 08:15:00 | 0.12555 | ↓ Low |
| 2026-10-03 11:15:00 | 0.12692 | ↓ Low |
| 2026-10-03 14:15:00 | 0.13224 | ↑ High |
| 2026-10-03 15:15:00 | 0.13011 | ↓ Low |
1H -
uptrend
Windows: Left: 5 | Right: 5
Market Structure Features:
Trend State
1
Dist From Last High Pct
-0.77%
Dist From Last Low Pct
5.05%
Bars Since Swing High
1 bars
Bars Since Swing Low
11 bars
Last Swing Amplitude Pct
5.87%
Bos Up
1
Bos Down
0
Choch Up
0
Choch Down
0
SL & TP Pivot Distance:
SL to Pivot Distance
0.0078
6.01%
TP to Pivot Distance
0.0025
1.88%
| DateTime | Price | Type |
|---|---|---|
| 2026-09-30 15:00:00 | 0.12277 | ↓ Low |
| 2026-10-01 04:00:00 | 0.13079 | ↑ High |
| 2026-10-01 12:00:00 | 0.12888 | ↑ High |
| 2026-10-01 22:00:00 | 0.12181 | ↓ Low |
| 2026-10-02 08:00:00 | 0.13311 | ↑ High |
| 2026-10-02 15:00:00 | 0.13377 | ↑ High |
| 2026-10-02 18:00:00 | 0.12418 | ↓ Low |
| 2026-10-03 00:00:00 | 0.1294 | ↑ High |
| 2026-10-03 04:00:00 | 0.12491 | ↓ Low |
| 2026-10-03 14:00:00 | 0.13224 | ↑ High |
Market Structure V2
1H
↔ range
Confidence
79%
Trend
Trend Strength
0.106
Persistence
0.500
High Δ ATR
-2.470
Low Δ ATR
0.424
Current Swing
Amp ATR
2.062
Speed
0.516
Efficiency
0.523
Structure
Retracement
0.860
Extension
0.474
Compression
0.833
Entropy
1.000
Breakout Str.
-4.092
Dist High ATR
1.058
Dist Low ATR
3.668
35 pivots
·
34 swings
·
Last pivot:
↓ 0.1249
@ bar 188
Trend Analyzer 1H
1H
↑ up
up_range_fading
Confidence
41%
Context
phase
range
structure
range
breakout
none
quality
volatile
strength
moderate
exhaustion
medium
momentum
fading
volatility
compression
risk
mid_range
htf
unknown
Scores
Direction Score
0.618
Strength Score
0.575
Quality Score
0.306
Cleanliness Score
0.278
Structural Quality
0.329
Pullback Score
0.860
Exhaustion Score
0.558
Continuation Score
0.455
Structure Score
0.394
Volatility Expansion
0.000
Momentum Type Score
0.506
Risk Score
0.505
Features
Ema20 Slope
0.179
Ema50 Slope
0.083
Ema Alignment Score
1.000
Price Vs Ema20
1.686
Price Vs Ema50
2.241
Recent Hh Hl Score
0.500
Recent Lh Ll Score
0.500
Last Bos Direction
-1.000
Bars Since Last Bos
21.000
Candle Overlap Ratio
1.000
Wick Ratio
0.445
Trend Efficiency
0.523
Impulse Strength
3.670
Directional Candle Ratio
0.550
Pullback Depth Ratio
0.860
Pullback Depth Atr
1.869
Extension From Mean
2.241
Impulse Decay Score
0.763
Opposing Wick Pressure
0.226
Volatility Percentile
0.000
Volatility Delta
-0.470
Body Ratio
0.457
Closes Position Ratio
0.531
Slope Consistency
0.000
Range Position
0.505
Distance To Recent High
-6.062
Distance To Recent Low
6.187
Had Recent Range
1.000
Had Recent Compression
0.000
Post Break Hl Count
1.000
Orderbook Context
→ neutral
ws_rolling
5 snapshots
7083ms
Confidence avant OB :
71%
→
71%
Order Book Imbalance
OBI Top 5
0.082
avg 0.083
± 0.000
OBI Top 10
0.033
Microstructure
Mid Price
0.1301
Micro Price
0.1300
Spread
0.0461%
↑ Bid Wall (Support)
Price
0.1290
Size
2,894,015.52
Dist ATR
2.7142
↓ Ask Wall (Resistance)
Price
0.1310
Size
3,035,328.54
Dist ATR
2.4557
📌 Entry & Exit
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1302 | 0.1296 | 0.1313 | 1.83 | 0.07953 |
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 0.1302
- Stop Loss: 0.1296
- Take Profit: 0.1313
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1296 - 0.1302 = -0.00060000000000002
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1302 - 0.1313 = -0.0011
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0011 / -0.00060000000000002 = 1.8333
📌 Position Size
| Amount | Margin | Quantity | Leverage |
|---|---|---|---|
| 1794.7198 | 100 | 13786.4479 | 18.00 |
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 -0.00060000000000002
Taille de position = 8 / -0.00060000000000002 = -13333.33
Taille de position USD = -13333.33 x 0.1302 = -1736
Donc, tu peux acheter -13333.33 avec un stoploss a 0.1296
Avec un position size USD de -1736$
3. Calcul de la PERTE potentielle
Perte = Taille de position x Distance Stop Loss
Perte = -13333.33 x -0.00060000000000002 = 8
Si Stop Loss atteint, tu perdras 8$
4. Calcul du GAIN potentielle
Gain = Taille de position x Distance Take Profit
Perte = -13333.33 x -0.0011 = 14.67
Si Take Profit atteint, tu gagneras 14.67$
Résumé
- Taille de position -13333.33
- Taille de position USD -1736
- Perte potentielle 8
- Gain potentiel 14.67
- Risk-Reward Ratio 1.8333
📌 Peformances
| TP % Target | TP $ Target |
|---|---|
| 0.84 % | 15.17 $ |
| SL % Target | SL $ Target |
|---|---|
| 0.46 % | 8.27 $ |
| PNL | PNL % |
|---|---|
| 15.16 $ | 0.84 |
| Max Drawdown | Max Drawdown / SL Ratio | Candles in Entry |
|---|---|---|
| -0.3072 % | 66.67 % | 6 |
| Entry | Stop Loss | Take Profit | RR | Current Price |
|---|---|---|---|---|
| 0.1302 | 0.1296 | 0.1313 | 1.83 | 0.07953 |
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 0.1302
- Stop Loss: 0.1296
- Take Profit: 0.1313
Calcul:
-
Risque (distance jusqu'au stop loss) :
SL - E = 0.1296 - 0.1302 = -0.00060000000000002
-
Récompense (distance jusqu'au take profit):
E - TP = 0.1302 - 0.1313 = -0.0011
-
Risk-Reward Ratio:
RRR = TP_DIST / SL_DIST = -0.0011 / -0.00060000000000002 = 1.8333
📌 ML Extra Data
Extra TP Data
Array
(
[2] => Array
(
[take_profit] => 0.1314
[stop_loss] => 0.1296
[rr_ratio] => 2
[closed_at] => 2026-10-03 16:30:00+00
[result] => win
)
[2.5] => Array
(
[take_profit] => 0.1317
[stop_loss] => 0.1296
[rr_ratio] => 2.5
[closed_at] => 2026-10-03 16:35:00+00
[result] => win
)
[3] => Array
(
[take_profit] => 0.132
[stop_loss] => 0.1296
[rr_ratio] => 3
[closed_at] => 2026-10-03 16:35:00+00
[result] => win
)
[3.5] => Array
(
[take_profit] => 0.1323
[stop_loss] => 0.1296
[rr_ratio] => 3.5
[closed_at] => 2026-10-03 16:35:00+00
[result] => win
)
[4] => Array
(
[take_profit] => 0.1326
[stop_loss] => 0.1296
[rr_ratio] => 4
[closed_at] => 2026-10-03 16:35:00+00
[result] => win
)
[4.5] => Array
(
[take_profit] => 0.1329
[stop_loss] => 0.1296
[rr_ratio] => 4.5
[closed_at] => 2026-10-03 16:35:00+00
[result] => win
)
[5] => Array
(
[take_profit] => 0.1332
[stop_loss] => 0.1296
[rr_ratio] => 5
[closed_at] => 2026-10-03 16:35:00+00
[result] => win
)
)
Extra SL data
Array
(
)
MAE / MFE Analysis
Strat: CatchTheWave (★
4h)
Initial Risk: -0.461%
(0.0006)
| Horizon | MFE % | MFE R | MAE % | MAE R | MFE/MAE | Candles |
|---|---|---|---|---|---|---|
| 1h | +1.014% | 2.2R | -0.307% | 0.7R | 3.3× | 12 |
| 2h | +2.535% | 5.5R | -0.307% | 0.7R | 8.3× | 24 |
| 4h ★ | +2.535% | 5.5R | -0.307% | 0.7R | 8.3× | 48 |
| 8h | +2.535% | 5.5R | -0.307% | 0.7R | 8.3× | 96 |
| 12h | +2.535% | 5.5R | -2.066% | 4.5R | 1.2× | 144 |
| 24h | +3.134% | 6.8R | -2.458% | 5.3R | 1.3× | 288 |
| 48h | +3.134% | 6.8R | -2.458% | 5.3R | 1.3× | 576 |
| 72h | +3.134% | 6.8R | -4.923% | 10.7R | 0.6× | 864 |
⏱ MFE in 1394 min
MAE in 749 min
✗ Adverse move came first
computed 3 weeks ago
Commentaires
Aucun commentaire.