Long Trade on SPX

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28 Oct 2026 at 22:30:08 hyperliquid

Long Trade on SPX (CatchTheWave)

With 2119.73 SPX at 0.391$ per unit. Take profit: 0.3984 (1.92 %) & Stop Loss: 0.3871 (0.97 %)

SPX LONG CatchTheWave hyperliquid 28 Oct 2026 22:30 → 01:05 · 2 hours

Position

Entry 0.3909$

Qty 2119.7275 SPX

Size 828.6015$ (margin 100$) (leverage 8)

Risk Setup

TP 0.3984 (+1.92%)

TP $ 15.9$

SL 0.3871 (-0.97%)

SL $ 8.05$

RR 1.97

Status win PnL +1.92% / +15.9$ MAE -0.63% MFE +2.63% 2.7R

V3 Shadow Analysis

Filtres V3 : rank, confidence, régime combiné BTC + coin (−10 → +10, seuil ≥ 3), et stop loss ≥ 0.75%.

Quality Rank (id: 231572)

#3 / 66

seuil : top 15
score du 28/10/2026 22:00

Avg Rank 8h: 0.8676

Quality Score

0.620

score brut du coin

Quality Rank

#3 / 66

seuil : top 15

Signal Confidence

64 %

seuil : ≥ 40%

BTC Regime Score

−4 → +4 (macro BTC)

Coin Regime Score

−6 → +6 (1D/4H/1H coin)

Combined Regime Score

BLOCKED

seuil : BTC + coin ≥ 3

Stop Loss Size

0.97 %

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

#3 / 66

seuil : top 15

Signal Confidence

64 %

seuil : ≥ 40%

Combined Regime Score

BLOCKED

seuil : BTC + coin ≥ 3

Stop Loss Size

0.97 %

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	0.32×ATR
4h	near	-1.47×ATR
1d	clear	5.93×ATR

Move Maturity — move up late = adverse (LONG)

1/3 TF adverse seuil : < 2 TF

TF	Direction	Maturity	Adverse
1h	↓ down	mid	OK
4h	↑ up	late	BLOCKED
1d	↓ down	late	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)

1.7M $

volume USDT au moment du signal
28/10 22:17

Coin Market Regime V2
Strategic (1D) : bear_high (-3) 27/10 20:00 Operational (4H) : bull_high (+2) 28/10 16:00 Tactical (1H) : bull_high (+1) 28/10 21:00 Score : 0 / ±6

Coin Market Regime V2

Strategic (1D) : bear_high (-3)

27/10 20:00

Operational (4H) : bull_high (+2)

28/10 16:00

Tactical (1H) : bull_high (+1)

28/10 21:00

Score : 0 / ±6

BTC Correlation	Coin Market Regime
5m : 0.651726	1H_regime : bull_high 15m_regime : range_high 5m_regime : bear_medium_confirmed

BTC Correlation

Coin Market Regime

5m : 0.651726

1H_regime : bull_high

15m_regime : range_high

5m_regime : bear_medium_confirmed

BTC/Market Regime v2

BTC Regime (snapshot) #7201

Voir snapshot →

range compression range_bound

Strategic	range 0.25	compression 0
Operational	range 0.25	compression 0
Tactical	range 0.25	range 0
Micro	bear 0.90	expansion

MTF alignment : 0.65

Stability : 0.73

Transition risk : 0.27

Score contribution (this trade) 0

Market Breadth

Breadth Score 7.6%

Macro alt_capitulation

Local 4h bearish Leadership btc_leading

Legacy leadership : btc

Breadth state deteriorating

Δ 15m

→-0.039

Δ 1h

▼-0.097

Δ 4h

▼-0.694

Δ 12h

▼-0.065

Δ 24h

▼-0.761

Δ 24h négatif avec Δ 1h positif = rebond court dans structure 24h faible.

% Positive (universe)

15m	29.2%
1h	10.4%
4h	4.2%
24h	12.5%

Outperformance vs BTC

Window	% outperf	Median ret
15m	20.8%	-0.25%
4h	12.5%	-3.76%
24h	16.7%	-3.46%

Expansion & Tails (4h)

Up ≥1σ

0.0%

Down ≥1σ

75.0%

Expansion

75.0%

Tail ↑

+1.00

Tail ↓

+0.35

Dispersion : 0.239

Universe : 48 (-1 vs prev) · ≥ $2.0M

+0 added · -1 removed

Regime confidence : 0.84

Snapshot évalué : 28/10 22:16 · env range_bound

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.

Calculé le 28/10/2026 20:00

Score brut

0.4652

Score SMA

0.3432

Rank

#10 / 66

Rank Norm SMA 8h

0.8615

Rank Norm SMA

0.4624

Calculé le

28/10/2026 20:00

Composante	Poids	Score	Détails
Momentum	30%	0.5752	r1h: 0.000% · r4h: 0.000% · r1d: 4.46% · r3d: 12.07% · ema21_slope: -0.3171% · dist_ema21: 5.853%
Force Relative	25%	0.6935	rs_1h: 0.000% · rs_4h: 0.000% · rs_1d: 3.93% · rs_3d: 10.56% · beta_24h: 1.878
Volume	20%	0.3057	rvol_20: 1.04× · zscore_50: -0.248 · trend: -23.17%
Qualité Tendance	15%	0.3878	ADX: 17.0 (weak) · Chop: 69.6 (range)
Volatilité	10%	0.0000	ATR%: 7.432% (optimal 0.3–3 %)

Calculé le 28/10/2026 22:00

Score brut

0.6202

Score SMA

0.5511

Rank

#3 / 66

Rank Norm SMA 8h

0.8676

Rank Norm SMA

0.6538

Calculé le

28/10/2026 22:00

Composante	Poids	Score	Détails
Momentum	30%	0.5358	r1h: -2.166% · r4h: -1.448% · r1d: 0.27% · r3d: 10.96% · ema21_slope: 0.1550% · dist_ema21: 0.701%
Force Relative	25%	0.5778	rs_1h: -0.807% · rs_4h: 0.233% · rs_1d: 1.43% · rs_3d: 10.64% · beta_24h: 1.943
Volume	20%	0.3679	rvol_20: 0.86× · zscore_50: 0.218 · trend: 21.51%
Qualité Tendance	15%	0.7712	ADX: 32.5 (trend) · Chop: 23.7 (trend)
Volatilité	10%	1.0000	ATR%: 1.520% (optimal 0.3–3 %)

Calculé le 28/10/2026 20:00

Score brut

0.7022

Score SMA

0.5415

Rank

#4 / 66

Rank Norm SMA 8h

0.9385

Rank Norm SMA

0.7483

Calculé le

28/10/2026 20:00

Composante	Poids	Score	Détails
Momentum	30%	0.7834	r1h: 0.000% · r4h: 1.001% · r1d: 4.46% · r3d: 12.07% · ema21_slope: 0.3541% · dist_ema21: 6.177%
Force Relative	25%	0.7266	rs_1h: 0.000% · rs_4h: 1.320% · rs_1d: 3.93% · rs_3d: 10.56% · beta_24h: 2.359
Volume	20%	0.4508	rvol_20: 1.33× · zscore_50: 0.509 · trend: 12.90%
Qualité Tendance	15%	0.6359	ADX: 31.3 (trend) · Chop: 53.7 (neutral)
Volatilité	10%	1.0000	ATR%: 2.697% (optimal 0.3–3 %)

📌 Performance

MAE / MFE Analysis

Strat: CatchTheWave (★ 4h) Initial Risk: -0.972% (0.0038)

Horizon	MFE %	MFE R	MAE %	MAE R	MFE/MAE	Candles
1h	+1.228%	1.3R	-0.632%	0.7R	1.9×	12
2h	+1.228%	1.3R	-0.632%	0.7R	1.9×	24
4h ★	+2.635%	2.7R	-0.632%	0.7R	4.2×	48
8h	+2.635%	2.7R	-0.632%	0.7R	4.2×	96
12h	+2.635%	2.7R	-0.632%	0.7R	4.2×	144
24h	+3.269%	3.4R	-13.958%	14.4R	0.2×	288
48h	+3.269%	3.4R	-13.958%	14.4R	0.2×	576
72h	+3.269%	3.4R	-13.958%	14.4R	0.2×	864

⏱ MFE in 724 min MAE in 1309 min ✓ Favorable move came first

computed 2 weeks ago

Prediction

ML Trade Score: 50

ML Pullback Score: 4.3

Prediction Score: N/A

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	bear_high	60%	noisy_chop 38%	late	—	—	0.72	bull_high	+4.55%	+0.77	27/10 20:00
4h	↔ neutral	range	range	moderate	grind	normal	bull_high	65%	noisy_chop 42%	late	—	near -1.5ATR	0.63	range_high	-0.37%	+0.81	28/10 16:00
1h	↑ up	range	range	moderate	grind	volatile_reversal	bull_high	54%	noisy_chop 41%	mid	—	near 0.3ATR	0.54	bear_medium	-0.95%	+0.25	28/10 21:00
15m	↔ neutral	transition	bullish_transition	moderate	grind	expansion_after_compression	bull_high	60%	noisy_chop 39%	late	—	—	0.53	bear_low_confirmed	-1.24%	+0.02	28/10 22:00
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 #444727	↔ neutral	range	range	moderate	grind	0.658	compression	bear_high	60%	noisy_chop 38%	late 54b 0.8ATR	—	—	1.04	52%	↑ +0.23	above_value	+8.54	—	#211873	0.72	bull_high	+4.55%	+0.77	27/10 20:00 upd 28/10 20:25
4h #444610	↔ neutral	range	range	moderate	grind	0.665	normal	bull_high	65%	noisy_chop 42%	late 26b 2.4ATR	—	near -1.5ATR	1.33	73%	↔ +0.10	above_value	+8.54	inside	#211873	0.63	range_high	-0.37%	+0.81	28/10 16:00 upd 28/10 20:18
1h anchor #445367	↑ up	range	range	moderate	grind	0.747	volatile_reversal	bull_high	54%	noisy_chop 41%	mid 1b 0.4ATR	—	near 0.3ATR	0.86	73%	↑ +0.37	above_value	+7.05	—	#212205	0.54	bear_medium	-0.95%	+0.25	28/10 21:00 upd 28/10 22:12
15m #445435	↔ neutral	transition	bullish_transition	moderate	grind	0.695	expansion_after_compression	bull_high	60%	noisy_chop 39%	late 8b -1.4ATR	—	—	0.33	57%	↔ -0.04	above_value	+7.05	—	#212205	0.53	bear_low_confirmed	-1.24%	+0.02	28/10 22:00 upd 28/10 22:18
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	↓ down	late	54b	—	9.06×ATR	p94	+0.809×ATR	p52
4h	↑ up	late	26b	—	6.47×ATR	p96	+2.401×ATR	p99
1h	↓ down	mid	1b	—	3.078×ATR	p59	+0.423×ATR	p27
15m	↓ down	late	8b	—	5.098×ATR	p92	-1.436×ATR	p67

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: 0.6414
reason: HTF_bullish_stack | KC_pullback(-0.04) | regime:bull_high|ob:bid_pressure(+0.07)
stop_price: 0.38712593
tp_price: 0.39844814
atr: 0.0025160464285785
score: 2.0771
exit_rules:
confidence_pre_ob: 0.5714

Details

1H
timeframe : 1H
ema9 : 0.394784
ema21 : 0.390855
ema50 : 0.38473
ema100 : 0.378411
price_ema9_diff : -0.00983978
ema9_ema21_diff : 0.0100512
ema21_ema50_diff : 0.0159219
price_ema100_diff : 0.0330028
all_emas_in_trend : True
all_emas_and_price_in_trend : False
ema_slope_9 : 0.276007
ema_slope_21 : 0.167993
ema_slope_50 : 0.119642
ema_slope_100 : 0.0892469
rsi : 0.541683
adx : 0.320233
kc_percentage : 0.491167
kc_width_percentage : 0.0636694
volume_ema_diff : -0.101553
rvol_20 : 0.146105
rvol_50 : 0.214231
volume_zscore_50 : -0.821109
volume_vol_ratio : 5564657.1090542
chop : 24.5499
regime : bull_high
15m
timeframe : 15m
ema9 : 0.39714
ema21 : 0.397715
ema50 : 0.39384
ema100 : 0.391056
price_ema9_diff : -0.015714
ema9_ema21_diff : -0.00144628
ema21_ema50_diff : 0.00984005
price_ema100_diff : -0.00040077
all_emas_in_trend : False
all_emas_and_price_in_trend : False
ema_slope_9 : -0.0332514
ema_slope_21 : 0.0604605
ema_slope_50 : 0.0808764
ema_slope_100 : 0.0538618
rsi : 0.409516
adx : 0.456506
kc_percentage : 0.0438161
kc_width_percentage : 0.0388235
volume_ema_diff : 0.330783
rvol_20 : 2.37135
rvol_50 : 2.09975
volume_zscore_50 : 0.842209
volume_vol_ratio : 32572259.129826
chop : 28.9789
regime : range_high
5m
timeframe : 5m
ema9 : 0.393713
ema21 : 0.396708
ema50 : 0.398372
ema100 : 0.396266
price_ema9_diff : -0.00714491
ema9_ema21_diff : -0.00755126
ema21_ema50_diff : -0.00417608
price_ema100_diff : -0.0135425
all_emas_in_trend : True
all_emas_and_price_in_trend : True
ema_slope_9 : -0.177559
ema_slope_21 : -0.126568
ema_slope_50 : -0.0527694
ema_slope_100 : -0.0105974
rsi : 0.350066
adx : 0.376293
kc_percentage : -0.0385391
kc_width_percentage : 0.0267404
volume_ema_diff : 0.907259
rvol_20 : 1.00019
rvol_50 : 1.2972
volume_zscore_50 : 0.245456
volume_vol_ratio : 9939488.7810049
chop : 37.4166
regime : bear_medium_confirmed
btc_indicators
btc_indicators
5m_ema100:
```
80917.7
```
5m_price_ema100_diff:
```
-0.0124045
```
5m_price:
```
79914
```
5m_correlation_with_coin:
```
0.651726
```
btc_indicators
15m_ema100:
```
0
```
15m_price_ema100_diff:
```
0
```
15m_price:
```
79914
```
15m_correlation_with_coin:
btc_indicators
1H_ema100:
```
80638.5
```
1H_price_ema100_diff:
```
-0.0079316
```
1H_price:
```
79999
```
1H_correlation_with_coin:
market_structures
market_structures
1H_version: 1.1

1H_market_structure:

market_structures
15m_version: 1.1

15m_market_structure:

market_structures
5m_version: 1.1

5m_market_structure:

market_structure_v2
timeframe : 1h
state : range
confidence : 0.536
trend_strength : 0.2322
trend_persistence : 0.5
high_delta_atr : 2.9312
low_delta_atr : -0.0136
current_swing_amp_atr : 6.3999
current_swing_speed : 0.58181
current_swing_efficiency : 0.4917
retracement_ratio : 1.913
extension_ratio : 1.9212
compression_score : 2.6429
swing_entropy : 1
breakout_strength : -0.3594
distance_to_last_high_atr : -3.2905
distance_to_last_low_atr : 2.8511
pivot_count : 37
swing_count : 36
market_structure_v2
last_pivot_kind: high
last_pivot_price:
```
0.41183
```
last_pivot_index:
```
197
```
trend_analyzer_1h
direction : up
phase : range
structure : range
breakout_state : none
quality : volatile
strength : moderate
exhaustion : low
momentum_type : grind
volatility_regime : volatile_reversal
htf_context : unknown
risk_state : premium
confidence : 0.59
state : up_range_grind
trend_analyzer_1h
scores_direction_score:
```
0.7892
```
scores_strength_score:
```
0.6313
```
scores_quality_score:
```
0.3924
```
scores_cleanliness_score:
```
0.2192
```
scores_structural_quality:
```
0.5342
```
scores_pullback_score:
```
1
```
scores_exhaustion_score:
```
0.1972
```
scores_continuation_score:
```
0.6315
```
scores_structure_score:
```
0.7856
```
scores_volatility_expansion:
```
0.976
```
scores_momentum_type_score:
```
0.6153
```
scores_risk_score:
```
0.7547
```
trend_analyzer_1h
features_ema20_slope:
```
0.1294
```
features_ema50_slope:
```
0.0892
```
features_ema_alignment_score:
```
1
```
features_price_vs_ema20:
```
0.2116
```
features_price_vs_ema50:
```
1.1843
```
features_recent_hh_hl_score:
```
0.8
```
features_recent_lh_ll_score:
```
0.2
```
features_last_bos_direction:
```
1
```
features_bars_since_last_bos:
```
2
```
features_candle_overlap_ratio:
```
1
```
features_wick_ratio:
```
0.5616
```
features_trend_efficiency:
```
0.4917
```
features_impulse_strength:
```
6.3999
```
features_directional_candle_ratio:
```
0.6
```
features_pullback_depth_ratio:
```
1.913
```
features_pullback_depth_atr:
```
8.083
```
features_extension_from_mean:
```
1.1843
```
features_impulse_decay_score:
```
0.0394
```
features_opposing_wick_pressure:
```
0.3113
```
features_volatility_percentile:
```
0.96
```
features_volatility_delta:
```
0.5547
```
features_body_ratio:
```
0.5537
```
features_closes_position_ratio:
```
0.498
```
features_slope_consistency:
```
0.5869
```
features_range_position:
```
0.7547
```
features_distance_to_recent_high:
```
-2.941
```
features_distance_to_recent_low:
```
9.0499
```
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 : 0.0894
obi_top10 : 0.1476
micro_price : 0.39141833
spread_pct : 0.153413
mid_price : 0.3914
bid_wall_price : 0.39
bid_wall_size : 112332
bid_wall_dist_atr : 0.5564
ask_wall_price : 0.398
ask_wall_size : 94358
ask_wall_dist_atr : 2.6232
snapshots_count : 5
obi_top5_mean : 0.1518
obi_top5_std : 0.035
pressure_side : bid
collection_mode : ws_rolling
collection_ms : 7056
aggregation_tick : 0.001
error :

Signal Details

Signaux confirmants (2)

#	Heure	Entry	Δ
1	22:30	0.39090000	0%
2	22:40	0.38912000	-0.455%

Market Structure

Market Structure Score: 2

5M - range

Windows: Left: 5 | Right: 5

Market Structure Features:

Trend State

Dist From Last High Pct

-5.08%

Dist From Last Low Pct

0.22%

Bars Since Swing High

28 bars

Bars Since Swing Low

2 bars

Last Swing Amplitude Pct

5.59%

Bos Up

Bos Down

Choch Up

Choch Down

SL & TP Pivot Distance:

SL to Pivot Distance

0.0029

0.76%

TP to Pivot Distance

0.0134

3.37%

DateTime	Price	Type
2026-10-28 20:00:00	0.4	↑ High
2026-10-28 20:25:00	0.39169	↓ Low
2026-10-28 20:40:00	0.39169	↓ Low
2026-10-28 21:20:00	0.40132	↑ High
2026-10-28 21:35:00	0.39538	↓ Low
2026-10-28 21:50:00	0.40094	↑ High
2026-10-28 22:30:00	0.40141	↑ High
2026-10-28 23:00:00	0.39808	↓ Low
2026-10-29 00:05:00	0.41183	↑ High
2026-10-29 02:15:00	0.39003	↓ Low

15M - uptrend

Windows: Left: 5 | Right: 5

Market Structure Features:

Trend State

Dist From Last High Pct

-4.88%

Dist From Last Low Pct

0.44%

Bars Since Swing High

9 bars

Bars Since Swing Low

0 bars

Last Swing Amplitude Pct

5.59%

Bos Up

Bos Down

Choch Up

Choch Down

SL & TP Pivot Distance:

SL to Pivot Distance

0.0113

2.93%

TP to Pivot Distance

0.0134

3.37%

DateTime	Price	Type
2026-10-28 07:15:00	0.38356	↓ Low
2026-10-28 08:30:00	0.38816	↑ High
2026-10-28 09:30:00	0.3835	↓ Low
2026-10-28 10:00:00	0.38702	↑ High
2026-10-28 13:45:00	0.37577	↓ Low
2026-10-28 16:15:00	0.37801	↓ Low
2026-10-28 16:45:00	0.37801	↓ Low
2026-10-28 18:00:00	0.38847	↑ High
2026-10-29 00:00:00	0.41183	↑ High
2026-10-29 02:15:00	0.39003	↓ Low

1H - uptrend

Windows: Left: 5 | Right: 5

Market Structure Features:

Trend State

Dist From Last High Pct

-4.69%

Dist From Last Low Pct

0.21%

Bars Since Swing High

2 bars

Bars Since Swing Low

0 bars

Last Swing Amplitude Pct

5.15%

Bos Up

Bos Down

Choch Up

Choch Down

SL & TP Pivot Distance:

SL to Pivot Distance

0.0374

9.66%

TP to Pivot Distance

0.0134

3.37%

DateTime	Price	Type
2026-10-26 02:00:00	0.34972	↓ Low
2026-10-26 15:00:00	0.38702	↑ High
2026-10-26 22:00:00	0.36783	↓ Low
2026-10-27 05:00:00	0.38279	↑ High
2026-10-27 14:00:00	0.38498	↑ High
2026-10-27 18:00:00	0.37585	↓ Low
2026-10-28 03:00:00	0.39462	↑ High
2026-10-28 13:00:00	0.37577	↓ Low
2026-10-29 00:00:00	0.41183	↑ High
2026-10-29 02:00:00	0.39167	↓ Low

Market Structure V2

1H ↔ range

Confidence 54%

Trend

Trend Strength

0.232

Persistence

0.500

High Δ ATR

2.931

Low Δ ATR

-0.014

Current Swing

Amp ATR

6.400

Speed

0.582

Efficiency

0.492

Structure

Retracement

1.913

Extension

1.921

Compression

2.643

Entropy

1.000

Breakout Str.

-0.359

Dist High ATR

-3.291

Dist Low ATR

2.851

37 pivots · 36 swings · Last pivot: ↑ 0.4118 @ bar 197

Trend Analyzer 1H

1H ↑ up up_range_grind

Confidence 59%

Context

phase range

structure range

breakout none

quality volatile

strength moderate

exhaustion low

momentum grind

volatility volatile_reversal

risk premium

htf unknown

Scores

0.789

0.631

0.392

0.219

0.534

1.000

0.197

0.632

0.786

0.976

0.615

0.755

Features

Ema20 Slope

0.129

Ema50 Slope

0.089

Ema Alignment Score

1.000

Price Vs Ema20

0.212

Price Vs Ema50

1.184

Recent Hh Hl Score

0.800

Recent Lh Ll Score

0.200

Last Bos Direction

1.000

Bars Since Last Bos

2.000

Candle Overlap Ratio

1.000

Wick Ratio

0.562

Trend Efficiency

0.492

Impulse Strength

6.400

Directional Candle Ratio

0.600

Pullback Depth Ratio

1.913

Pullback Depth Atr

8.083

Extension From Mean

1.184

Impulse Decay Score

0.039

Opposing Wick Pressure

0.311

Volatility Percentile

0.960

Volatility Delta

0.555

Body Ratio

0.554

Closes Position Ratio

0.498

Slope Consistency

0.587

Range Position

0.755

Distance To Recent High

-2.941

Distance To Recent Low

9.050

Had Recent Range

1.000

Had Recent Compression

0.000

Post Break Hl Count

0.000

Orderbook Context

↑ bid ws_rolling 5 snapshots 7056ms Confidence avant OB : 57% → 64%

Order Book Imbalance

OBI Top 5 0.089

avg 0.152 ± 0.035

OBI Top 10 0.148

Microstructure

Mid Price

0.3914

Micro Price

0.3914

Spread

0.1534%

↑ Bid Wall (Support)

Price

0.3900

Size

112,332.00

Dist ATR

0.5564

↓ Ask Wall (Resistance)

Price

0.3980

Size

94,358.00

Dist ATR

2.6232

📌 Entry & Exit

Entry	Stop Loss	Take Profit	RR	Current Price
0.3909	0.3871	0.3984	1.97	0.2981

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 0.3909
Stop Loss: 0.3871
Take Profit: 0.3984

Calcul:

Risque (distance jusqu'au stop loss) :

SL - E = 0.3871 - 0.3909 = -0.0038
Récompense (distance jusqu'au take profit):

E - TP = 0.3909 - 0.3984 = -0.0075
Risk-Reward Ratio:

RRR = TP_DIST / SL_DIST = -0.0075 / -0.0038 = 1.9737

📌 Position Size

Amount	Margin	Quantity	Leverage
828.6015	100	2119.7275	8.00

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 -0.0038

Taille de position = 8 / -0.0038 = -2105.26

Taille de position USD = -2105.26 x 0.3909 = -822.95

Donc, tu peux acheter -2105.26 avec un stoploss a 0.3871

Avec un position size USD de -822.95$

3. Calcul de la PERTE potentielle

Perte = Taille de position x Distance Stop Loss

Perte = -2105.26 x -0.0038 = 8

Si Stop Loss atteint, tu perdras 8$

4. Calcul du GAIN potentielle

Gain = Taille de position x Distance Take Profit

Perte = -2105.26 x -0.0075 = 15.79

Si Take Profit atteint, tu gagneras 15.79$

Résumé

Taille de position -2105.26
Taille de position USD -822.95
Perte potentielle 8
Gain potentiel 15.79
Risk-Reward Ratio 1.9737

📌 Peformances

TP % Target	TP $ Target
1.92 %	15.9 $

SL % Target	SL $ Target
0.97 %	8.05 $

PNL	PNL %
15.9 $	1.92

Max Drawdown	Max Drawdown / SL Ratio	Candles in Entry
-0.6319 %	65 %	17

Entry	Stop Loss	Take Profit	RR	Current Price
0.3909	0.3871	0.3984	1.97	0.2981

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 0.3909
Stop Loss: 0.3871
Take Profit: 0.3984

Calcul:

Risque (distance jusqu'au stop loss) :

SL - E = 0.3871 - 0.3909 = -0.0038
Récompense (distance jusqu'au take profit):

E - TP = 0.3909 - 0.3984 = -0.0075
Risk-Reward Ratio:

RRR = TP_DIST / SL_DIST = -0.0075 / -0.0038 = 1.9737

📌 ML Extra Data

Extra TP Data


                              Array
(
    [2] => Array
        (
            [take_profit] => 0.3985
            [stop_loss] => 0.3871
            [rr_ratio] => 2
            [closed_at] => 2026-10-29 05:10:00+00
            [result] => win
        )

    [2.5] => Array
        (
            [take_profit] => 0.4004
            [stop_loss] => 0.3871
            [rr_ratio] => 2.5
            [closed_at] => 2026-10-29 05:30:00+00
            [result] => win
        )

)

Extra SL data


                              Array
(
)

MAE / MFE Analysis

Strat: CatchTheWave (★ 4h) Initial Risk: -0.972% (0.0038)

Horizon	MFE %	MFE R	MAE %	MAE R	MFE/MAE	Candles
1h	+1.228%	1.3R	-0.632%	0.7R	1.9×	12
2h	+1.228%	1.3R	-0.632%	0.7R	1.9×	24
4h ★	+2.635%	2.7R	-0.632%	0.7R	4.2×	48
8h	+2.635%	2.7R	-0.632%	0.7R	4.2×	96
12h	+2.635%	2.7R	-0.632%	0.7R	4.2×	144
24h	+3.269%	3.4R	-13.958%	14.4R	0.2×	288
48h	+3.269%	3.4R	-13.958%	14.4R	0.2×	576
72h	+3.269%	3.4R	-13.958%	14.4R	0.2×	864

⏱ MFE in 724 min MAE in 1309 min ✓ Favorable move came first

computed 2 weeks ago

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