According to the source, $304.2 million in crypto positions were liquidated over the last 24 hours. According to the source, the alert refers to aggregate market liquidations and does not provide a breakdown by long versus short, assets, or exchanges. According to the source, the update was posted on Oct 6, 2025, and no additional metrics were disclosed.

According to the source, 24-hour crypto derivatives liquidations totaled about $405 million, with $229.58 million from shorts and $176.10 million from longs. Source: the provided update. Based on the source data, shorts comprised roughly 56.7% of liquidations, implying a short-to-long liquidation ratio near 1.30 and a net short liquidation imbalance of about $53.48 million. Source: the provided update. This distribution indicates more forced exits on the short side during the measured window, a trading-relevant skew for managing intraday risk and order placement around liquidity pockets. Source: the provided update.

According to the source, approximately $80 million in crypto short positions were liquidated in the past hour, a pattern consistent with short-squeeze dynamics that trigger forced market buys and momentum spikes, source: the source and Binance Academy. Such liquidation waves commonly coincide with rising positive funding rates and a drop in aggregate open interest, indicating leverage-driven upside rather than spot-led demand, source: Binance Futures Research and Glassnode Academy. For trade validation, check whether BTC and ETH perpetual funding flipped positive, open interest declined on the move, and the spot-futures basis widened before deciding to fade or follow momentum, source: Binance Futures, Deribit Insights, and CME Group education. Manage risk around prior highs and known liquidation clusters while watching liquidation heatmaps and order book liquidity for the next magnet zones, source: Coinglass metrics and Hyblock Capital analytics.

According to @WatcherGuru, roughly $80 million in crypto short positions were liquidated over the past 60 minutes, source: Watcher.Guru on X. Concentrated short liquidations can accelerate upside via short-squeeze mechanics in perpetual futures, which historically occur when forced buy-backs chase price higher, source: Binance Academy short squeeze overview. Traders may track open interest, funding rates, and liquidation heatmaps to assess residual squeeze risk and potential mean-reversion zones, source: Coinglass market metrics.

According to the source, roughly $115 million in crypto short positions were liquidated in the past hour, indicating a broad short squeeze event in derivatives markets (source: public social media post dated Oct 3, 2025). Clustered short liquidations have historically coincided with near-term momentum spikes and elevated realized volatility across BTC and ETH, increasing the probability of follow-through if leverage remains elevated (source: Glassnode Research market reports, 2021–2023). For confirmation, traders can monitor funding rates turning positive and an open interest reset on major venues like Binance Futures and Bybit to gauge whether the squeeze extends or fades (source: Binance Futures data portal; Bybit derivatives statistics dashboards). A rapid rebuild in aggregate open interest after the flush alongside spot-led buying has been associated with secondary squeeze risk within 12–24 hours in past episodes (source: Kaiko microstructure research, 2022–2024). Conversely, continued OI decline with neutralizing funding has often preceded mean-reversion and range re-establishment rather than a trend breakout (source: Glassnode Research market structure studies, 2021–2023). Liquidity pools and liquidation clusters near recent swing highs can act as magnet levels for price during squeeze conditions, so heatmaps and CVD on major analytics dashboards can help locate risk zones (source: CoinGlass liquidation heatmaps; Laevitas derivatives analytics).

According to the source, more than 435 million dollars in crypto positions were liquidated over the past 24 hours, including approximately 320 million dollars from shorts and 115 million dollars from longs, indicating a market-wide deleveraging event (source: the source post on X dated Sep 29, 2025). The reported split shows shorts were liquidated about 2.8 times more than longs, signaling short-side stress concentrated across derivatives (source: the source post on X dated Sep 29, 2025). Based on this source-reported short-heavy skew, traders may anticipate short-squeeze dynamics, faster funding-rate flips, and resistance break attempts in major perpetuals such as BTC and ETH, and consider tighter risk controls given elevated volatility risk in near-term sessions (source: inference from the source-reported liquidation data on X dated Sep 29, 2025).

According to @MilkRoadDaily, USD 358 million in crypto positions were liquidated over the last 24 hours. @MilkRoadDaily adds that 73.5% of these liquidations were shorts. Based on @MilkRoadDaily figures, this implies roughly USD 263 million in short liquidations and about USD 95 million in long liquidations. @MilkRoadDaily also reports that more than one-third of liquidations came from ETH, highlighting a significant concentration of forced unwinds in ETH during the period.

According to the source, more than $4.8B in crypto long positions were liquidated over the past week, including $2.99B on Monday, indicating a broad deleveraging across perpetual futures markets (source: X post dated Sep 28, 2025). Historical data show that large liquidation clusters often coincide with volatility spikes and negative funding rates as long leverage exits the market (source: Kaiko Research, 2024). Traders commonly assess whether deleveraging is complete by tracking open interest drawdowns and the perp-to-spot basis, as sizable OI resets have preceded short-lived relief bounces in BTC and ETH in past selloffs (source: Glassnode Research, 2023–2024). Risk controls in such conditions typically include reducing leverage and waiting for funding rates to normalize toward zero before re-entering trend trades (source: Binance Research, 2024). For confirmation of a healthier market tone, traders watch for BTC and ETH perp basis turning sustainably positive versus spot alongside a balanced long-short skew as OI rebuilds (source: Deribit Insights and Kaiko Research, 2024).

According to the source, more than $346 million in crypto derivatives positions were liquidated over the last 24 hours, including $200 million from longs and $146 million from shorts. Source: the provided tweet dated Sep 26, 2025. In response to this two-sided liquidation, traders can prioritize reduced leverage, wait for funding rate and open interest stabilization, and watch spot-perp basis for confirmation before re-entering momentum trades.

According to @MilkRoadDaily, roughly $1.6B in crypto positions were liquidated in the latest drawdown, which they characterize as a leverage flush rather than a market top. source: @MilkRoadDaily They highlight trading-relevant segments—Panic or Not, Why the Dip, When to Worry, Figure Markets, Nexo, What’s Next, and Market Structure Shift—signaling a focus on concrete risk triggers and structure-based timing. source: @MilkRoadDaily They state they are not panicking and view the move as a setup for something bigger, directing traders to the 00:00–39:04 timestamps for positioning context and next steps. source: @MilkRoadDaily

According to the source, the crypto market has erased September gains and BTC is barely holding. According to John J. Murphy’s Technical Analysis of Financial Markets, a decisive daily close relative to the 200-day moving average is a widely used trend filter that can signal continuation or reversal, providing a clear risk trigger for BTC positioning. According to Glassnode Academy, one-sided perpetual futures funding and elevated open interest increase liquidation probability and can precede long or short squeezes, so monitoring funding turning deeply negative or positive alongside open interest is essential. According to Glassnode Academy, realized price and the short-term holder cost basis are commonly tracked on-chain support and resistance levels that help identify where spot demand may re-enter during drawdowns.

According to the source, over $1.1 billion in crypto market positions were liquidated in the last 24 hours. The source reported this market update on Sep 25, 2025, and did not provide asset or exchange-level breakdowns. The source offered no cause attribution or additional metrics such as open interest or funding rates.

According to the source, more than $1.12 billion in crypto positions were liquidated over the last 24 hours; source: the source. Traders can verify exchange- and symbol-level liquidation splits and long-versus-short ratios on independent analytics dashboards to assess directional pressure and market breadth; source: Coinglass, Laevitas. For BTC and ETH risk monitoring, review concurrent changes in funding rates and open interest to gauge residual leverage and potential follow-through after the flush; source: Coinglass, Deribit.

According to @WatcherGuru, approximately $500,000,000 in crypto long positions were liquidated over the last 60 minutes (source: @WatcherGuru). Forced liquidations occur when leveraged positions fall below maintenance margin and are closed into market orders, which can amplify downside volatility and price impact in derivatives markets (source: Binance Academy). Funding rates and open interest are key metrics used to gauge leverage conditions and post-liquidation resets in perpetual futures trading (source: Binance Academy).

According to the source, US spot Bitcoin (BTC) and Ethereum (ETH) ETFs climbed with solid late-week net inflows as traders priced higher odds of Fed rate cuts into year-end, per CME FedWatch probabilities and Farside Investors ETF flow trackers. However, roughly $1.7 billion in crypto liquidations over the last 24 hours highlights elevated leverage and sets up a Monday cash-session reality check for BTC and ETH, per CoinGlass derivatives data. For confirmation, traders should track US ETF creations/redemptions and net flows after the close, CME front-month basis, and NAV premiums/discounts, per Bloomberg ETF flow data and CME futures term structure.

According to @MilkRoadDaily, total crypto market liquidations reached $1.7 billion over the last 24 hours, with more than 400,000 traders affected, source: @MilkRoadDaily. The scale and speed point to a broad deleveraging wave concentrated within a single day, highlighting acute stress across leveraged derivatives positions, source: @MilkRoadDaily.

According to @lookonchain, 404,386 traders were liquidated in the last 24 hours for a total of 1.7 billion dollars, based on Coinglass liquidation data. According to @lookonchain citing Coinglass, long positions accounted for about 1.62 billion dollars of the wipeout, versus roughly 80 million dollars from shorts.

According to the source, over $314 million in crypto derivatives were liquidated in the past 60 minutes, with $309.65 million from long positions, indicating a long-dominant liquidation wave, source: social media post dated Sep 22, 2025. Long liquidations represented approximately 98.6% of the total in this window (using $314M as the reference total), reflecting pronounced long-side stress in crypto derivatives, source: calculation based on figures in the same source post dated Sep 22, 2025.

According to the source, more than $310M was liquidated in the past 60 minutes, including about $340.53M from long positions, indicating a long-skewed flush (source: user-provided post). Historical data shows that hour-scale long-liquidation waves are typically accompanied by negative funding, basis compression, and elevated realized volatility in BTC and ETH perpetuals (sources: Kaiko Research, 2023; Glassnode Insights, 2022). Traders should monitor open interest drawdowns, funding rate flips, and order book liquidity on major venues to assess continuation risk and potential mean-reversion windows (sources: Binance Research, 2022; Deribit Insights, 2023). Risk controls include reducing leverage, using short-dated puts or collars, and employing dynamic stops until funding normalizes and OI stabilizes (source: Deribit Insights, 2023).

According to the source, USD 198 million in crypto derivatives positions were liquidated over the last 24 hours, comprising USD 126 million from long positions and USD 72 million from short positions, source: provided X post dated Sep 22, 2025. The split equals 63.6% longs and 36.4% shorts, a long-to-short liquidation ratio of 1.75, and a net USD 54 million excess in long liquidations, source: calculations from the provided X post.