📊 BACKTEST V18 — 08/10/2026

📈 Vue globale

9746

Total trades

9744 (100%)

Trades complets

Combos actifs

+2.667R

Best Expectancy

📖 Définitions & Objectifs

Objectif du backtest

Identifier quelles configurations de signaux (combo = Ticker × UT × Direction × SignalType × Structure) produisent un edge statistique mesurable sur les futures crypto (BTC, ETH, SOL sur Bitget).

Expectancy

Mesure le gain moyen par trade si la stratégie est répétée indéfiniment.

Formule : Expectancy = WR × NR − (1 − WR) × 1R

Exemple : WR_3R = 40% → Exp = 0.40 × 3 − 0.60 × 1 = +0.60R par trade en moyenne.

Le Best_TP est le niveau de TP qui maximise l'expectancy pour chaque combo. Expectancy négative = la stratégie perd à long terme.

Niveaux de R

R = multiple du risque initial (distance EntryPrice → SL).
1R = récupère ce qu’on risque. 3R = gagne 3× ce qu’on risque. Etc.

Rôles MTF (Multi-TimeFrame)

Starter : signal de TF bas qui a reçu une confirmation sur un TF supérieur avant que son SL soit touché. ⚠ Biais de survie : le SL n’a pas été touché avant la confirmation par définition → WR gonflé mécaniquement.
Confirmer : signal de TF supérieur arrivé après un starter de TF inférieur. Utile pour mesurer la viabilité d’une entrée tardive sur TF supérieur.
Isolé : aucune interaction MTF → baseline du signal pris seul, sans confluence.

Filtres indicateurs

Pour chaque combo, la tranche d’indicateur (RSI, ADX, CHOP, MACD, EMA_Diff) qui produit le meilleur WR sur au moins 15 trades. Permet d’affiner les conditions d’entrée.

Genou de la courbe d’Expectancy (R_genou)

Le genou est le plus petit niveau de R dont l’Expectancy atteint 90 % du maximum de la ligne : viser ce R capture l’essentiel de l’espérance avec un TP plus proche, donc plus souvent rempli. Pas de genou si le max est ≤ 0 (combo perdant).

genou (R à viser) maximum de la courbe— — seuil 90 % du max (pointillé des mini-courbes)

Mêmes couleurs que l’onglet Selection_Bot du Sheet (colonne R_genou orange, colonne Best_Esp jaune, cellules marquées dans les lignes). Si genou = max, seul le point orange est affiché.

Légende des couleurs

Les mini-tableaux par niveau utilisent deux échelles distinctes.

Ligne Expectancy (en R) :

> 1.0R (excellent) 0.5 à 1.0R (bon) 0 à 0.5R (positif faible) < 0R (perdant) vide

Ligne Winrate (en %) :

≥ 60% 45 à 60% 30 à 45% < 30% vide

Bordure verte = Best_TP, le niveau de R qui maximise l’expectancy sur ce sous-ensemble.

⚠ Un Winrate rouge peut coexister avec une Expectancy verte : à R élevé, un WR faible suffit à rendre l’espérance positive. C’est la ligne Expectancy qui juge la rentabilité d’un niveau de TP, pas le Winrate seul.

▼ 🏆 Combos (min 5 trades, triés espérance)

Combo

Best TP

Expectancy

Expectancy & Winrate par niveau

Courbe Esp

ETHUSDT 30m LONG Reversal +1

10R

+2.667R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.33	+0.46	+0.75	+1.33	+1.92	+1.50	+1.33	+1.67	+2.00	+2.33	+2.67
Winrate	67%	58%	58%	58%	58%	42%	33%	33%	33%	33%	33%

BTCUSDT 60m LONG Reversal +1

10R

+2.143R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.14	+0.07	+0.29	+0.71	+0.43	+0.71	+1.00	+1.29	+1.57	+1.86	+2.14
Winrate	43%	43%	43%	43%	29%	29%	29%	29%	29%	29%	29%

ETHUSDT 60m LONG Reversal +1

10R

+2.143R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.14	-0.29	-0.14	+0.14	+0.43	+0.71	+1.00	+1.29	+1.57	+1.86	+2.14
Winrate	57%	29%	29%	29%	29%	29%	29%	29%	29%	29%	29%

BTCUSDT 60m LONG Continuation +1

10R

+1.750R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.25	-0.25	+0.00	+0.25	+0.50	+0.75	+1.00	+1.25	+1.50	+1.75
Winrate	50%	50%	25%	25%	25%	25%	25%	25%	25%	25%	25%

BTCUSDT 30m LONG Reversal +1

10R

+1.750R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.33	+0.25	+0.25	+0.67	+0.67	+1.00	+1.33	+1.00	+1.25	+1.50	+1.75
Winrate	67%	50%	42%	42%	33%	33%	33%	25%	25%	25%	25%

BTCUSDT 15m LONG Continuation +1

+1.475R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.20	+0.44	+0.50	+0.70	+0.62	+0.80	+0.93	+1.20	+1.48	+1.25	+1.20
Winrate	60%	58%	50%	42%	32%	30%	28%	28%	28%	22%	20%

SOLUSDT 1m LONG Reversal +1

828

10R

+1.351R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.03	+0.22	+0.35	+0.51	+0.72	+0.85	+0.99	+1.17	+1.25	+1.26	+1.35
Winrate	51%	49%	45%	38%	34%	31%	28%	27%	25%	23%	21%

ETHUSDT 15m LONG Continuation +1

10R

+1.256R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.23	+0.15	+0.15	+0.33	+0.28	+0.23	+0.44	+0.64	+0.85	+1.05	+1.26
Winrate	62%	46%	38%	33%	26%	20%	20%	20%	20%	20%	20%

ETHUSDT 1m LONG Reversal +1

719

10R

+1.249R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.10	+0.27	+0.41	+0.64	+0.84	+0.95	+1.08	+1.10	+1.22	+1.23	+1.25
Winrate	55%	51%	47%	41%	37%	32%	30%	26%	25%	22%	20%

SOLUSDT 60m LONG Reversal +1

10R

+1.200R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.20	-0.50	-0.40	-0.20	+0.00	+0.20	+0.40	+0.60	+0.80	+1.00	+1.20
Winrate	40%	20%	20%	20%	20%	20%	20%	20%	20%	20%	20%

ETHUSDT 5m LONG Reversal +1

+1.137R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.22	+0.34	+0.45	+0.56	+0.79	+0.96	+1.14	+1.02	+0.90	+1.00	+0.85
Winrate	61%	54%	48%	39%	36%	33%	30%	25%	21%	20%	17%

SOLUSDT 1m LONG Continuation +1

634

+1.114R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.05	+0.23	+0.35	+0.57	+0.70	+0.80	+0.83	+0.89	+0.97	+1.11	+1.08
Winrate	52%	49%	45%	39%	34%	30%	26%	24%	22%	21%	19%

SOLUSDT 30m LONG Continuation +1

10R

+1.062R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.38	+0.72	+0.88	+0.25	+0.25	+0.12	+0.31	+0.50	+0.69	+0.88	+1.06
Winrate	69%	69%	62%	31%	25%	19%	19%	19%	19%	19%	19%

SOLUSDT 1m SHORT Reversal -1

524

10R

+1.057R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.03	+0.21	+0.36	+0.56	+0.67	+0.76	+0.79	+0.95	+0.85	+0.95	+1.06
Winrate	52%	48%	45%	39%	33%	29%	26%	24%	21%	20%	19%

BTCUSDT 1m LONG Reversal +1

500

+0.998R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.07	+0.26	+0.39	+0.62	+0.70	+0.79	+0.83	+0.90	+1.00	+0.92	+0.96
Winrate	53%	50%	46%	40%	34%	30%	26%	24%	22%	19%	18%

BTCUSDT 5m LONG Reversal +1

+0.867R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.20	+0.16	+0.44	+0.60	+0.60	+0.87	+0.71	+0.56	+0.60	+0.61
Winrate	52%	48%	39%	36%	32%	27%	27%	21%	17%	16%	15%

SOLUSDT 15m LONG Continuation +1

+0.846R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.03	+0.09	+0.23	+0.44	+0.54	+0.85	+0.61	+0.64	+0.39	+0.54	+0.69
Winrate	51%	44%	41%	36%	31%	31%	23%	20%	15%	15%	15%

ETHUSDT 30m LONG Continuation +1

+0.800R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.20	+0.17	+-0.00	+0.07	+0.33	+0.60	+0.40	+0.60	+0.80	+0.33	+0.47
Winrate	60%	47%	33%	27%	27%	27%	20%	20%	20%	13%	13%

SOLUSDT 5m LONG Continuation +1

118

+0.780R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.05	+0.06	+0.09	+0.29	+0.36	+0.32	+0.36	+0.49	+0.60	+0.78	+0.77
Winrate	48%	42%	36%	32%	27%	22%	20%	19%	18%	18%	16%

ETHUSDT 3m LONG Reversal +1

210

+0.752R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.19	+0.26	+0.43	+0.50	+0.57	+0.60	+0.75	+0.71	+0.71	+0.68
Winrate	52%	48%	42%	36%	30%	26%	23%	22%	19%	17%	15%

BTCUSDT 3m LONG Reversal +1

236

10R

+0.725R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.09	+0.22	+0.27	+0.42	+0.50	+0.58	+0.60	+0.63	+0.64	+0.61	+0.72
Winrate	55%	49%	42%	36%	30%	26%	23%	20%	18%	16%	16%

SOLUSDT 1m SHORT Continuation -1

350

+0.723R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.07	+0.09	+0.22	+0.45	+0.59	+0.63	+0.70	+0.71	+0.72	+0.63	+0.63
Winrate	47%	43%	41%	36%	32%	27%	24%	21%	19%	16%	15%

ETHUSDT 5m LONG Continuation +1

123

+0.707R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.20	-0.09	+0.02	+0.11	+0.14	+0.27	+0.37	+0.43	+0.61	+0.71	+0.52
Winrate	40%	37%	34%	28%	23%	21%	20%	18%	18%	17%	14%

ETHUSDT 15m LONG Reversal +1

+0.697R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.46	+0.59	+0.55	+0.70	+0.52	+0.46	+0.27	+0.46	+0.36	+0.52	+0.67
Winrate	73%	64%	52%	42%	30%	24%	18%	18%	15%	15%	15%

BTCUSDT 1m SHORT Continuation -1

362

+0.685R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.13	+0.25	+0.37	+0.48	+0.54	+0.64	+0.64	+0.67	+0.69	+0.58
Winrate	50%	45%	42%	34%	30%	26%	24%	20%	18%	17%	14%

ETHUSDT 1m LONG Continuation +1

315

+0.651R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.05	+0.10	+0.20	+0.24	+0.40	+0.45	+0.53	+0.65	+0.51	+0.59	+0.61
Winrate	48%	44%	40%	31%	28%	24%	22%	21%	17%	16%	15%

ETHUSDT 1m SHORT Reversal -1

369

10R

+0.640R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.01	+0.16	+0.28	+0.33	+0.37	+0.48	+0.46	+0.50	+0.58	+0.60	+0.64
Winrate	50%	46%	42%	33%	27%	25%	21%	19%	18%	16%	15%

SOLUSDT 30m SHORT Continuation -1

+0.636R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.64	+0.14	-0.18	-0.64	-0.55	-0.46	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	82%	46%	27%	9%	9%	9%	0%	0%	0%	0%	0%

BTCUSDT 1m SHORT Reversal -1

433

+0.626R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.02	+0.07	+0.15	+0.27	+0.37	+0.48	+0.57	+0.63	+0.62	+0.59	+0.63
Winrate	49%	43%	38%	32%	28%	25%	22%	20%	18%	16%	15%

BTCUSDT 1m LONG Continuation +1

373

+0.617R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.05	+0.13	+0.26	+0.37	+0.50	+0.51	+0.52	+0.52	+0.62	+0.61	+0.59
Winrate	48%	45%	42%	34%	30%	25%	22%	19%	18%	16%	14%

SOLUSDT 3m SHORT Reversal -1

+0.609R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.06	+0.15	+0.31	+0.29	+0.32	+0.38	+0.37	+0.38	+0.45	+0.61	+0.52
Winrate	47%	46%	44%	32%	26%	23%	20%	17%	16%	16%	14%

SOLUSDT 3m LONG Continuation +1

10R

+0.549R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.04	+0.06	+0.10	+0.07	+0.06	-0.07	-0.01	+0.13	+0.27	+0.41	+0.55
Winrate	48%	42%	37%	27%	21%	16%	14%	14%	14%	14%	14%

SOLUSDT 5m LONG Reversal +1

100

+0.500R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.20	+0.35	+0.36	+0.30	+0.20	+0.26	+0.44	+0.35	+0.50	+0.32
Winrate	50%	48%	45%	34%	26%	20%	18%	18%	15%	15%	12%

ETHUSDT 60m SHORT Reversal -1

1.5R

+0.500R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.20	+0.50	+0.20	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	60%	60%	40%	0%	0%	0%	0%	0%	0%	0%	0%

SOLUSDT 3m LONG Reversal +1

10R

+0.483R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.03	+0.04	-0.02	+0.08	+0.24	+0.28	+0.26	+0.08	+0.21	+0.35	+0.48
Winrate	48%	42%	33%	27%	25%	21%	18%	14%	14%	14%	14%

BTCUSDT 5m SHORT Reversal -1

+0.474R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.21	+0.22	+0.26	+0.47	+0.32	-0.05	-0.08	-0.05	+0.07	+0.05	+0.01
Winrate	60%	49%	42%	37%	26%	16%	13%	12%	12%	10%	9%

ETHUSDT 30m SHORT Continuation -1

+0.429R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.43	+0.43	+0.29	+0.14	-0.64	-0.57	-0.50	-0.43	-0.36	-0.29	-0.21
Winrate	71%	57%	43%	29%	7%	7%	7%	7%	7%	7%	7%

ETHUSDT 3m LONG Continuation +1

195

10R

+0.410R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.12	-0.05	+0.06	+0.21	+0.10	+0.29	+0.36	+0.35	+0.34	+0.39	+0.41
Winrate	44%	38%	35%	30%	22%	22%	20%	17%	15%	14%	13%

SOLUSDT 60m SHORT Reversal -1

+0.400R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.20	+0.00	-0.40	-0.20	+0.00	+0.20	+0.40	-1.00	-1.00	-1.00	-1.00
Winrate	60%	40%	20%	20%	20%	20%	20%	0%	0%	0%	0%

SOLUSDT 15m SHORT Reversal -1

+0.389R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.17	+0.04	+0.17	+0.33	+0.39	+0.33	-0.03	-0.11	-0.75	-1.00	-1.00
Winrate	42%	42%	39%	33%	28%	22%	14%	11%	3%	0%	0%

ETHUSDT 1m SHORT Continuation -1

529

+0.378R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.15	+0.00	+0.07	+0.20	+0.27	+0.35	+0.30	+0.36	+0.38	+0.34	+0.37
Winrate	42%	40%	36%	30%	25%	22%	18%	17%	15%	13%	12%

SOLUSDT 60m LONG Continuation +1

10R

+0.375R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	-0.06	+0.12	-0.50	-0.38	-0.25	-0.12	+0.00	+0.12	+0.25	+0.38
Winrate	50%	38%	38%	12%	12%	12%	12%	12%	12%	12%	12%

ETHUSDT 60m LONG Continuation +1

1.5R

+0.364R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.09	+0.36	+0.09	-0.27	-0.09	-0.46	-0.36	-0.27	-0.18	-0.09	+0.00
Winrate	54%	54%	36%	18%	18%	9%	9%	9%	9%	9%	9%

BTCUSDT 5m SHORT Continuation -1

+0.357R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.14	+0.25	+0.16	+0.26	+0.36	+0.29	-0.10	-0.09	+0.03	+0.00	-0.06
Winrate	57%	50%	39%	31%	27%	21%	13%	11%	11%	10%	9%

BTCUSDT 15m SHORT Reversal -1

+0.317R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.12	-0.09	+0.02	+0.17	+0.22	+0.32	+0.20	-0.41	-1.00	-1.00	-1.00
Winrate	44%	37%	34%	29%	24%	22%	17%	7%	0%	0%	0%

ETHUSDT 5m SHORT Reversal -1

115

+0.252R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.08	-0.02	+0.10	+0.15	+0.09	+0.20	+0.22	+0.25	+0.25	+0.22	+0.05
Winrate	46%	39%	36%	29%	22%	20%	17%	16%	14%	12%	10%

SOLUSDT 5m SHORT Reversal -1

109

+0.248R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.01	+0.06	+0.05	+0.21	+0.24	+0.16	+0.22	+0.25	+0.24	+0.19	+0.11
Winrate	50%	42%	35%	30%	25%	19%	17%	16%	14%	12%	10%

SOLUSDT 3m SHORT Continuation -1

+0.231R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.17	-0.04	+0.01	+0.17	-0.15	+0.01	+0.18	+0.23	+0.11	+0.23	-0.15
Winrate	42%	38%	34%	29%	17%	17%	17%	15%	12%	12%	8%

ETHUSDT 15m SHORT Reversal -1

+0.200R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.20	-0.25	-0.10	+0.00	+0.00	+0.20	+0.05	-0.20	-0.10	+0.00	+0.10
Winrate	40%	30%	30%	25%	20%	20%	15%	10%	10%	10%	10%

ETHUSDT 3m SHORT Continuation -1

163

+0.178R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.25	-0.17	-0.04	+0.13	+0.14	+0.18	-0.14	-0.21	-0.28	-0.26	-0.26
Winrate	37%	33%	32%	28%	23%	20%	12%	10%	8%	7%	7%

BTCUSDT 30m SHORT Continuation -1

+0.176R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.18	+0.03	+0.06	-0.53	-0.41	-0.65	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	59%	41%	35%	12%	12%	6%	0%	0%	0%	0%	0%

BTCUSDT 3m SHORT Continuation -1

181

+0.160R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.15	-0.03	-0.01	-0.01	+0.08	+0.03	+0.16	+0.10	+0.09	-0.01	-0.03
Winrate	42%	39%	33%	25%	22%	17%	17%	14%	12%	10%	9%

ETHUSDT 3m SHORT Reversal -1

245

+0.143R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.08	+0.09	+0.14	+0.11	+0.10	+0.13	+0.14	+0.08	+0.10	+0.10	+0.08
Winrate	54%	44%	38%	28%	22%	19%	16%	14%	12%	11%	10%

BTCUSDT 30m LONG Continuation +1

+0.136R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.18	-0.09	-0.18	+0.09	+0.14	-0.18	-0.04	-0.27	-0.18	-0.09	+0.00
Winrate	41%	36%	27%	27%	23%	14%	14%	9%	9%	9%	9%

BTCUSDT 5m LONG Continuation +1

+0.125R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.20	-0.12	-0.06	-0.10	+0.00	+0.12	-0.12	-0.20	-0.10	-0.12	-0.17
Winrate	40%	35%	31%	22%	20%	19%	12%	10%	10%	9%	8%

BTCUSDT 3m SHORT Reversal -1

206

+0.107R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.15	-0.07	-0.01	+0.11	+0.07	-0.01	-0.12	-0.34	-0.39	-0.42	-0.52
Winrate	43%	37%	33%	28%	21%	16%	13%	8%	7%	6%	4%

BTCUSDT 15m LONG Reversal +1

1.5R

+0.103R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.10	+0.06	-0.18	-0.27	-0.29	-0.38	-0.53	-0.47	-0.41	-0.35
Winrate	50%	44%	35%	21%	15%	12%	9%	6%	6%	6%	6%

BTCUSDT 3m LONG Continuation +1

173

+0.098R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.19	-0.10	-0.08	-0.01	+0.01	+0.01	+0.01	+0.02	+0.09	+0.10	-0.05
Winrate	40%	36%	31%	25%	20%	17%	14%	13%	12%	11%	9%

SOLUSDT 15m LONG Reversal +1

+0.065R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.03	-0.03	+0.07	-0.35	-0.35	-0.42	-0.32	-0.48	-0.42	-0.35	-0.29
Winrate	52%	39%	36%	16%	13%	10%	10%	6%	6%	6%	6%

SOLUSDT 5m SHORT Continuation -1

114

+0.053R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.10	-0.01	+0.05	+0.02	+0.01	+0.05	-0.26	-0.23	-0.21	-0.21	-0.23
Winrate	45%	40%	35%	25%	20%	18%	10%	10%	9%	8%	7%

BTCUSDT 15m SHORT Continuation -1

1.5R

+0.027R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.04	+0.03	-0.09	-0.36	-0.73	-0.68	-0.62	-0.71	-1.00	-1.00	-1.00
Winrate	48%	41%	30%	16%	5%	5%	5%	4%	0%	0%	0%

⚠ Combos sans espérance positive

Combo	N
SOLUSDT 15m SHORT Continuation -1	29
SOLUSDT 30m LONG Reversal +1	12
BTCUSDT 60m SHORT Reversal -1	6
ETHUSDT 5m SHORT Continuation -1	116
ETHUSDT 15m SHORT Continuation -1	38
ETHUSDT 30m SHORT Reversal -1	13
SOLUSDT 30m SHORT Reversal -1	12
ETHUSDT 60m SHORT Continuation -1	11
BTCUSDT 30m SHORT Reversal -1	12
BTCUSDT 60m SHORT Continuation -1	9
SOLUSDT 60m SHORT Continuation -1	10

▼ 🔍 Meilleurs filtres indicateurs (N≥15)

Combo

Indicateur

Tranche

Expectancy globale

Expectancy filtrée

Gain Expectancy

Expectancy & Winrate par niveau (filtré)

Courbe Esp

BTCUSDT 3m LONG Continuation +1

ADX

>35

+0.10R (9R) — WR: 11%

+4.18R (10R) — WR: 47%

+4.08R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.41	+0.76	+1.12	+1.82	+2.24	+2.18	+2.29	+2.76	+3.24	+3.71	+4.18
Winrate	71%	71%	71%	71%	65%	53%	47%	47%	47%	47%	47%

SOLUSDT 1m LONG Continuation +1

RSI

>70

+1.11R (9R) — WR: 21%

+4.33R (10R) — WR: 48%

+3.22R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.70	+1.12	+1.55	+2.15	+2.64	+3.18	+2.82	+3.36	+3.64	+4.15	+4.33
Winrate	85%	85%	85%	79%	73%	70%	55%	55%	52%	52%	48%

BTCUSDT 1m LONG Continuation +1

RSI

>70

+0.62R (8R) — WR: 18%

+3.81R (10R) — WR: 44%

+3.19R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.88	+1.34	+1.81	+1.75	+2.44	+2.75	+3.38	+3.50	+3.50	+3.38	+3.81
Winrate	94%	94%	94%	69%	69%	62%	62%	56%	50%	44%	44%

ETHUSDT 1m SHORT Reversal -1

RSI

<30

+0.64R (10R) — WR: 15%

+3.81R (10R) — WR: 44%

+3.17R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.75	+1.19	+1.44	+2.00	+2.12	+2.75	+2.06	+2.50	+2.94	+3.38	+3.81
Winrate	88%	88%	81%	75%	62%	62%	44%	44%	44%	44%	44%

SOLUSDT 3m LONG Continuation +1

ADX

>35

+0.55R (10R) — WR: 14%

+3.53R (10R) — WR: 41%

+2.98R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.53	+0.91	+1.29	+1.59	+1.65	+1.82	+1.88	+2.29	+2.71	+3.12	+3.53
Winrate	76%	76%	76%	65%	53%	47%	41%	41%	41%	41%	41%

SOLUSDT 1m LONG Reversal +1

RSI

>70

+1.35R (10R) — WR: 21%

+4.18R (8R) — WR: 58%

+2.83R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.88	+1.20	+1.64	+2.15	+2.33	+2.64	+3.24	+3.85	+4.18	+3.85	+3.67
Winrate	94%	88%	88%	79%	67%	61%	61%	61%	58%	48%	42%

BTCUSDT 1m SHORT Continuation -1

RSI

<30

+0.69R (9R) — WR: 17%

+3.50R (8R) — WR: 50%

+2.81R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.50	+0.67	+0.75	+1.33	+1.71	+2.25	+2.79	+3.00	+3.50	+3.17	+2.67
Winrate	75%	67%	58%	58%	54%	54%	54%	50%	50%	42%	33%

SOLUSDT 5m LONG Continuation +1

ADX

>35

+0.78R (9R) — WR: 18%

+3.58R (10R) — WR: 42%

+2.80R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.67	+0.98	+1.25	+1.83	+1.92	+2.25	+2.50	+2.67	+2.75	+3.17	+3.58
Winrate	83%	79%	75%	71%	58%	54%	50%	46%	42%	42%	42%

SOLUSDT 1m SHORT Continuation -1

RSI

<30

+0.72R (8R) — WR: 19%

+3.50R (8R) — WR: 50%

+2.78R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.78	+1.22	+1.50	+2.11	+2.89	+2.67	+3.28	+3.44	+3.50	+2.89	+3.28
Winrate	89%	89%	83%	78%	78%	61%	61%	56%	50%	39%	39%

BTCUSDT 1m SHORT Reversal -1

RSI

<30

+0.62R (7R) — WR: 20%

+3.19R (10R) — WR: 38%

+2.57R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.62	+0.90	+1.00	+1.48	+1.62	+1.86	+2.33	+2.43	+2.43	+2.81	+3.19
Winrate	81%	76%	67%	62%	52%	48%	48%	43%	38%	38%	38%

▼ 🔬 Meilleures combinaisons de 2 indicateurs (N≥15)

Combo

Indicateur 1

Tranche 1

Indicateur 2

Tranche 2

Expectancy globale

Expectancy combinée

Gain Expectancy

Expectancy & Winrate par niveau (combiné)

Courbe Esp

SOLUSDT 1m LONG Continuation +1

RSI

>70

ADX

>35

+1.11R (9R) — WR: 21%

+6.15R (10R) — WR: 65%

+5.04R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+1.00	+1.50	+2.00	+2.80	+3.50	+4.40	+4.25	+5.00	+5.30	+6.00	+6.15
Winrate	100%	100%	100%	95%	90%	90%	75%	75%	70%	70%	65%

SOLUSDT 5m LONG Continuation +1

RSI

50-70

ADX

>35

+0.78R (9R) — WR: 18%

+5.47R (10R) — WR: 59%

+4.69R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.88	+1.35	+1.82	+2.53	+2.82	+3.24	+3.94	+4.18	+4.29	+4.88	+5.47
Winrate	94%	94%	94%	88%	76%	71%	71%	65%	59%	59%	59%

SOLUSDT 1m LONG Reversal +1

RSI

>70

ADX

>35

+1.35R (10R) — WR: 21%

+5.75R (8R) — WR: 75%

+4.40R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+1.00	+1.34	+1.81	+2.75	+2.75	+3.50	+4.25	+5.00	+5.75	+4.62	+3.81
Winrate	100%	94%	94%	94%	75%	75%	75%	75%	75%	56%	44%

BTCUSDT 1m SHORT Reversal -1

RSI

30-50

ADX

>35

+0.63R (7R) — WR: 20%

+4.50R (10R) — WR: 50%

+3.87R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.58	+0.98	+1.25	+1.50	+2.12	+2.75	+3.08	+3.33	+3.87	+4.00	+4.50
Winrate	79%	79%	75%	62%	62%	62%	58%	54%	54%	50%	50%

ETHUSDT 5m LONG Reversal +1

ADX

20-35

Hist_MACD

positif

+1.14R (6R) — WR: 31%

+5.00R (9R) — WR: 60%

+3.86R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+1.00	+1.50	+1.80	+2.20	+3.00	+3.40	+3.67	+4.33	+4.40	+5.00	+4.13
Winrate	100%	100%	93%	80%	80%	73%	67%	67%	60%	60%	47%

ETHUSDT 1m LONG Reversal +1

RSI

>70

ADX

>35

+1.25R (10R) — WR: 20%

+5.11R (10R) — WR: 56%

+3.86R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.89	+1.36	+1.67	+2.33	+2.89	+3.67	+4.06	+3.89	+4.00	+4.56	+5.11
Winrate	94%	94%	89%	83%	78%	78%	72%	61%	56%	56%	56%

ETHUSDT 3m LONG Reversal +1

ADX

>35

EMA_Diff

positif

+0.75R (7R) — WR: 22%

+4.57R (7R) — WR: 70%

+3.81R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.83	+1.28	+1.74	+2.65	+2.91	+3.43	+3.87	+4.57	+4.09	+3.78	+3.78
Winrate	91%	91%	91%	91%	78%	74%	70%	70%	57%	48%	43%

SOLUSDT 1m LONG Continuation +1

CHOP

>61.8

Hist_MACD

négatif

+1.11R (9R) — WR: 21%

+4.88R (9R) — WR: 59%

+3.77R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.65	+1.06	+1.47	+2.06	+2.82	+3.59	+3.94	+4.65	+4.29	+4.88	+4.82
Winrate	82%	82%	82%	76%	76%	76%	71%	71%	59%	59%	53%

ETHUSDT 3m LONG Reversal +1

RSI

50-70

ADX

>35

+0.75R (7R) — WR: 22%

+4.47R (7R) — WR: 68%

+3.72R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.79	+1.24	+1.68	+2.58	+2.68	+3.42	+3.79	+4.47	+3.74	+3.21	+3.05
Winrate	89%	89%	89%	89%	74%	74%	68%	68%	53%	42%	37%

SOLUSDT 5m LONG Continuation +1

ADX

>35

EMA_Diff

positif

+0.78R (9R) — WR: 18%

+4.50R (10R) — WR: 50%

+3.72R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.90	+1.25	+1.70	+2.40	+2.50	+2.90	+3.20	+3.40	+3.50	+4.00	+4.50
Winrate	95%	90%	90%	85%	70%	65%	60%	55%	50%	50%	50%

BTCUSDT 1m SHORT Reversal -1

ADX

>35

EMA_Diff

négatif

+0.63R (7R) — WR: 20%

+4.34R (10R) — WR: 49%

+3.72R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.54	+0.93	+1.23	+1.51	+2.00	+2.60	+3.00	+3.34	+3.63	+3.86	+4.34
Winrate	77%	77%	74%	63%	60%	60%	57%	54%	51%	49%	49%

SOLUSDT 1m SHORT Reversal -1

ADX

>35

EMA_Diff

négatif

+1.06R (10R) — WR: 19%

+4.68R (7R) — WR: 71%

+3.63R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.74	+1.17	+1.61	+2.26	+2.95	+3.42	+3.97	+4.68	+3.97	+4.00	+4.50
Winrate	87%	87%	87%	82%	79%	74%	71%	71%	55%	50%	50%

SOLUSDT 1m LONG Continuation +1

ADX

>35

EMA_Diff

positif

+1.11R (9R) — WR: 21%

+4.68R (10R) — WR: 52%

+3.56R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.81	+1.22	+1.61	+2.16	+2.71	+3.26	+3.40	+3.77	+4.23	+4.65	+4.68
Winrate	90%	89%	87%	79%	74%	71%	63%	60%	58%	56%	52%

BTCUSDT 1m LONG Continuation +1

RSI

>70

Hist_MACD

positif

+0.62R (8R) — WR: 18%

+4.13R (10R) — WR: 47%

+3.52R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.87	+1.33	+1.80	+1.93	+2.67	+3.00	+3.67	+3.80	+3.80	+3.67	+4.13
Winrate	93%	93%	93%	73%	73%	67%	67%	60%	53%	47%	47%

SOLUSDT 1m SHORT Reversal -1

RSI

30-50

ADX

>35

+1.06R (10R) — WR: 19%

+4.42R (7R) — WR: 68%

+3.36R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.68	+1.10	+1.52	+2.10	+2.87	+3.26	+3.74	+4.42	+3.35	+3.52	+3.97
Winrate	84%	84%	84%	77%	77%	71%	68%	68%	48%	45%	45%

▼ 🔀 Analyse MTF

Combo	Groupe	N	R moyen	Écart vs Isolés
ETHUSDT 30m LONG Reversal +1
	Starters	4	10.0	—
	Confirmers	8	1.8	—
ETHUSDT 30m LONG Continuation +1
	Starters	3	9.3	—
	Confirmers	11	1.0	—
BTCUSDT 30m LONG Reversal +1
	Starters	4	7.8	—
	Confirmers	8	1.4	—
ETHUSDT 15m LONG Continuation +1
	Starters	11	8.1	+7.3
	Confirmers	24	0.8	+0.1
	Isolés	4	0.8	—
SOLUSDT 5m LONG Continuation +1
	Starters	35	7.3	+7.2
	Confirmers	53	0.9	+0.8
	Isolés	30	0.1	—
SOLUSDT 1m LONG Reversal +1
	Starters	275	7.9	+6.9
	Isolés	553	1.0	—
ETHUSDT 5m LONG Continuation +1
	Starters	32	6.9	+6.8
	Confirmers	50	1.2	+1.1
	Isolés	41	0.1	—
SOLUSDT 1m SHORT Continuation -1
	Starters	110	7.4	+6.7
	Isolés	240	0.7	—
BTCUSDT 5m LONG Reversal +1
	Starters	22	6.9	+6.7
	Confirmers	39	1.5	+1.3
	Isolés	14	0.2	—
ETHUSDT 5m LONG Reversal +1
	Starters	35	6.8	+6.6
	Confirmers	50	1.6	+1.4
	Isolés	10	0.1	—
SOLUSDT 30m LONG Continuation +1
	Starters	5	6.6	—
	Confirmers	11	1.4	—
SOLUSDT 1m LONG Continuation +1
	Starters	213	7.5	+6.5
	Isolés	421	0.9	—
ETHUSDT 1m LONG Reversal +1
	Starters	279	7.3	+6.5
	Isolés	440	0.9	—
BTCUSDT 1m LONG Reversal +1
	Starters	174	7.3	+6.4
	Isolés	326	0.9	—
SOLUSDT 1m SHORT Reversal -1
	Starters	166	7.3	+6.2
	Isolés	358	1.1	—
SOLUSDT 15m LONG Continuation +1
	Starters	12	6.9	+6.2
	Confirmers	23	1.0	+0.3
	Isolés	4	0.8	—
ETHUSDT 1m LONG Continuation +1
	Starters	95	6.9	+6.1
	Isolés	220	0.8	—
SOLUSDT 3m SHORT Reversal -1
	Starters	24	6.7	+6.1
	Confirmers	31	1.3	+0.7
	Isolés	32	0.6	—
BTCUSDT 1m SHORT Continuation -1
	Starters	125	6.7	+6.0
	Isolés	237	0.7	—
BTCUSDT 1m SHORT Reversal -1
	Starters	135	6.8	+6.0
	Isolés	298	0.8	—
BTCUSDT 1m LONG Continuation +1
	Starters	122	6.7	+6.0
	Isolés	251	0.8	—
ETHUSDT 1m SHORT Continuation -1
	Starters	153	6.6	+5.9
	Isolés	376	0.6	—
BTCUSDT 3m SHORT Continuation -1
	Starters	45	6.4	+5.9
	Confirmers	27	0.9	+0.4
	Isolés	109	0.5	—
BTCUSDT 3m LONG Reversal +1
	Starters	79	6.5	+5.7
	Confirmers	42	1.4	+0.6
	Isolés	115	0.8	—
ETHUSDT 3m LONG Reversal +1
	Starters	81	6.0	+5.6
	Confirmers	66	1.4	+1.0
	Isolés	63	0.4	—
BTCUSDT 5m LONG Continuation +1
	Starters	16	5.9	+5.5
	Confirmers	47	1.0	+0.6
	Isolés	17	0.4	—
ETHUSDT 1m SHORT Reversal -1
	Starters	112	6.5	+5.4
	Isolés	257	1.0	—
ETHUSDT 5m SHORT Reversal -1
	Starters	21	6.0	+5.4
	Confirmers	56	2.0	+1.4
	Isolés	38	0.6	—
SOLUSDT 5m SHORT Reversal -1
	Starters	28	6.0	+5.3
	Confirmers	31	1.8	+1.1
	Isolés	50	0.6	—
ETHUSDT 15m LONG Reversal +1
	Starters	16	5.3	—
	Confirmers	16	1.1	—
BTCUSDT 30m LONG Continuation +1
	Starters	6	5.2	—
	Confirmers	15	0.6	—
ETHUSDT 3m LONG Continuation +1
	Starters	66	5.8	+5.2
	Confirmers	31	0.5	-0.0
	Isolés	98	0.6	—
SOLUSDT 5m LONG Reversal +1
	Starters	29	6.0	+5.2
	Confirmers	49	1.2	+0.4
	Isolés	22	0.8	—
BTCUSDT 5m SHORT Continuation -1
	Starters	17	6.2	+5.2
	Confirmers	28	1.2	+0.2
	Isolés	25	1.0	—
BTCUSDT 15m LONG Continuation +1
	Starters	22	5.7	+5.1
	Confirmers	12	0.6	-0.1
	Isolés	6	0.7	—
SOLUSDT 15m SHORT Reversal -1
	Starters	11	5.0	+5.0
	Confirmers	20	0.7	+0.7
	Isolés	5	0.0	—
SOLUSDT 3m LONG Reversal +1
	Starters	31	5.3	+4.8
	Confirmers	29	0.9	+0.4
	Isolés	29	0.5	—
BTCUSDT 3m LONG Continuation +1
	Starters	50	5.3	+4.7
	Confirmers	35	0.5	-0.1
	Isolés	88	0.6	—
SOLUSDT 15m LONG Reversal +1
	Starters	6	4.7	—
	Confirmers	23	1.0	—
SOLUSDT 3m LONG Continuation +1
	Starters	29	4.8	+4.6
	Confirmers	23	0.6	+0.4
	Isolés	19	0.2	—
SOLUSDT 5m SHORT Continuation -1
	Starters	23	5.2	+4.6
	Confirmers	29	1.9	+1.3
	Isolés	62	0.6	—
ETHUSDT 30m SHORT Continuation -1
	Starters	5	4.2	—
	Confirmers	9	0.8	—
SOLUSDT 15m SHORT Continuation -1
	Starters	5	4.2	+4.2
	Confirmers	21	1.1	+1.1
	Isolés	3	0.0	—
ETHUSDT 5m SHORT Continuation -1
	Starters	21	4.7	+4.2
	Confirmers	53	0.8	+0.3
	Isolés	42	0.5	—
ETHUSDT 3m SHORT Reversal -1
	Starters	81	5.1	+4.2
	Confirmers	35	1.0	+0.1
	Isolés	129	0.9	—
BTCUSDT 15m SHORT Reversal -1
	Starters	8	4.9	+4.2
	Confirmers	23	1.2	+0.5
	Isolés	10	0.7	—
ETHUSDT 3m SHORT Continuation -1
	Starters	52	4.5	+4.0
	Confirmers	39	0.9	+0.5
	Isolés	72	0.5	—
SOLUSDT 3m SHORT Continuation -1
	Starters	23	4.6	+4.0
	Confirmers	18	0.9	+0.3
	Isolés	24	0.5	—
BTCUSDT 5m SHORT Reversal -1
	Starters	22	5.2	+3.9
	Confirmers	42	1.2	-0.1
	Isolés	12	1.4	—
BTCUSDT 15m LONG Reversal +1
	Starters	9	4.3	+3.7
	Confirmers	22	0.8	+0.1
	Isolés	3	0.7	—
BTCUSDT 3m SHORT Reversal -1
	Starters	54	3.9	+2.9
	Confirmers	27	1.6	+0.7
	Isolés	125	1.0	—
BTCUSDT 15m SHORT Continuation -1
	Starters	17	2.8	+2.3
	Confirmers	22	0.5	-0.1
	Isolés	17	0.5	—
ETHUSDT 15m SHORT Continuation -1
	Starters	13	3.0	+1.8
	Confirmers	20	0.5	-0.7
	Isolés	5	1.2	—