📊 BACKTEST V18 — 24/06/2026

📈 Vue globale

1189

Total trades

1173 (99%)

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 3 trades. Permet d’affiner les conditions d’entrée.

▼ 🏆 Combos (min 5 trades, triés espérance)

Combo

Best TP

Expectancy

Expectancy & Winrate par niveau

SOLUSDT 3m LONG Reversal +1

10R

+2.667R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.11	+0.11	+0.33	+0.78	+1.22	+1.00	+1.33	+1.67	+2.00	+2.33	+2.67
Winrate	56%	44%	44%	44%	44%	33%	33%	33%	33%	33%	33%

ETHUSDT 5m SHORT Reversal -1

+2.111R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.33	+0.67	+0.67	+1.22	+1.78	+1.67	+2.11	+1.67	+2.00	-1.00	-1.00
Winrate	67%	67%	56%	56%	56%	44%	44%	33%	33%	0%	0%

SOLUSDT 5m SHORT Reversal -1

+2.000R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.50	+0.56	+0.50	+1.00	+1.50	+1.25	+1.62	+2.00	+1.25	+1.50	+0.38
Winrate	75%	62%	50%	50%	50%	38%	38%	38%	25%	25%	12%

SOLUSDT 5m LONG Reversal +1

+1.778R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.56	+0.67	+0.67	+1.22	+1.78	+0.33	+0.56	+0.78	+1.00	+1.22	+1.44
Winrate	78%	67%	56%	56%	56%	22%	22%	22%	22%	22%	22%

SOLUSDT 3m LONG Continuation +1

10R

+1.750R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.33	-0.17	+-0.00	+0.00	+0.25	+0.50	+0.75	+1.00	+1.25	+1.50	+1.75
Winrate	33%	33%	33%	25%	25%	25%	25%	25%	25%	25%	25%

SOLUSDT 1m LONG Reversal +1

10R

+1.493R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.20	+0.44	+0.60	+0.93	+1.32	+1.43	+1.24	+1.28	+1.27	+1.49
Winrate	52%	48%	48%	40%	39%	39%	35%	28%	25%	23%	23%

SOLUSDT 5m LONG Continuation +1

+1.400R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.20	+0.50	+0.20	+0.60	+1.00	+1.40	+0.40	+0.60	+0.80	+1.00	-1.00
Winrate	60%	60%	40%	40%	40%	40%	20%	20%	20%	20%	0%

SOLUSDT 1m SHORT Continuation -1

+1.400R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.07	+0.08	+0.30	+0.53	+0.83	+1.10	+0.98	+1.13	+1.40	+1.00	+1.02
Winrate	47%	43%	43%	38%	37%	35%	28%	27%	27%	20%	18%

SOLUSDT 1m LONG Continuation +1

+1.206R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.18	+0.36	+0.50	+0.82	+1.06	+1.21	+1.06	+1.12	+1.12	+1.21	+1.10
Winrate	59%	54%	50%	46%	41%	37%	29%	26%	24%	22%	19%

BTCUSDT 1m SHORT Continuation -1

+1.204R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.07	+0.30	+0.44	+0.63	+0.94	+1.11	+1.20	+0.78	+0.33	+0.30	+0.43
Winrate	54%	52%	48%	41%	39%	35%	32%	22%	15%	13%	13%

SOLUSDT 15m 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 1m LONG Reversal +1

10R

+1.089R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.01	+0.08	+0.18	+0.32	+0.39	+0.37	+0.51	+0.62	+0.82	+1.02	+1.09
Winrate	49%	43%	39%	33%	28%	23%	22%	20%	20%	20%	19%

ETHUSDT 1m LONG Continuation +1

10R

+0.970R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.16	+0.42	+0.52	+0.43	+0.42	+0.43	+0.67	+0.79	+0.75	+0.94	+0.97
Winrate	58%	57%	51%	36%	28%	24%	24%	22%	19%	19%	18%

ETHUSDT 1m SHORT Continuation -1

10R

+0.941R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.21	-0.04	+0.01	+0.23	+0.40	+0.68	+0.75	+0.77	+0.85	+0.77	+0.94
Winrate	40%	38%	34%	31%	28%	28%	25%	22%	21%	18%	18%

BTCUSDT 3m LONG Reversal +1

+0.905R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.33	+0.67	+0.71	+0.71	+0.91	+0.71	+0.33	-0.24	-1.00	-1.00	-1.00
Winrate	67%	67%	57%	43%	38%	29%	19%	10%	0%	0%	0%

ETHUSDT 3m LONG Continuation +1

+0.882R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.06	+0.03	+0.23	-0.06	+0.18	+0.41	+0.65	+0.88	+0.59	+0.18	+0.29
Winrate	53%	41%	41%	24%	24%	24%	24%	24%	18%	12%	12%

BTCUSDT 15m SHORT Continuation -1

1.5R

+0.875R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.75	+0.88	+0.12	+0.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	88%	75%	38%	25%	0%	0%	0%	0%	0%	0%	0%

SOLUSDT 5m SHORT Continuation -1

10R

+0.833R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.67	-0.58	-0.50	-0.33	-0.17	+-0.00	+0.17	+0.33	+0.50	+0.67	+0.83
Winrate	17%	17%	17%	17%	17%	17%	17%	17%	17%	17%	17%

BTCUSDT 5m SHORT Reversal -1

+0.818R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.27	+0.36	+0.36	+0.82	-0.09	-0.46	-0.36	-0.27	-0.18	-0.09	-1.00
Winrate	64%	54%	46%	46%	18%	9%	9%	9%	9%	9%	0%

ETHUSDT 5m SHORT Continuation -1

+0.778R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.11	+0.11	+0.33	+0.78	+0.11	+0.33	-0.22	-0.11	+0.00	+0.11	+0.22
Winrate	44%	44%	44%	44%	22%	22%	11%	11%	11%	11%	11%

BTCUSDT 1m LONG Continuation +1

+0.770R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.08	+0.27	+0.53	+0.51	+0.72	+0.77	+0.61	+0.44	+0.47	+0.47	+0.44
Winrate	54%	51%	51%	38%	34%	30%	23%	18%	16%	15%	13%

BTCUSDT 5m LONG Reversal +1

+0.667R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.11	+0.11	+0.33	+0.33	+0.67	+0.33	+0.56	-0.11	+0.00	+0.11	+0.22
Winrate	56%	44%	44%	33%	33%	22%	22%	11%	11%	11%	11%

ETHUSDT 3m SHORT Reversal -1

10R

+0.650R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.00	+0.05	+0.20	+0.25	+0.50	+0.40	+0.20	+0.35	+0.50	+0.65
Winrate	50%	40%	35%	30%	25%	25%	20%	15%	15%	15%	15%

SOLUSDT 1m SHORT Reversal -1

+0.647R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.04	+0.18	+0.27	+0.51	+0.65	+0.55	+0.23	+0.41	+0.38	+0.41	+0.42
Winrate	48%	47%	42%	38%	33%	26%	18%	18%	15%	14%	13%

ETHUSDT 1m SHORT Reversal -1

10R

+0.642R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.07	+0.19	+0.21	+0.19	+0.12	+0.25	+0.25	+0.19	+0.34	+0.49	+0.64
Winrate	54%	48%	40%	30%	22%	21%	18%	15%	15%	15%	15%

SOLUSDT 3m SHORT Reversal -1

+0.615R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.23	+0.35	+0.61	+0.23	+0.15	+0.39	+0.08	+0.23	+0.39	+0.54	-0.15
Winrate	62%	54%	54%	31%	23%	23%	15%	15%	15%	15%	8%

BTCUSDT 1m LONG Reversal +1

10R

+0.610R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.07	+0.13	+0.24	+0.32	+0.46	+0.54	+0.54	+0.46	+0.54	+0.46	+0.61
Winrate	46%	45%	42%	33%	29%	26%	22%	18%	17%	15%	15%

ETHUSDT 5m LONG Reversal +1

+0.556R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.33	-0.44	-0.33	-0.11	+0.11	+0.33	+0.56	-0.11	+0.00	+0.11	+0.22
Winrate	33%	22%	22%	22%	22%	22%	22%	11%	11%	11%	11%

ETHUSDT 5m LONG Continuation +1

+0.500R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.25	-0.06	+0.12	+0.00	+0.25	+0.50	-0.12	+0.00	+0.12	+0.25	+0.38
Winrate	38%	38%	38%	25%	25%	25%	12%	12%	12%	12%	12%

BTCUSDT 1m SHORT Reversal -1

10R

+0.410R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.10	-0.10	-0.08	-0.03	+0.03	+0.08	+0.08	+0.23	+0.39	+0.28	+0.41
Winrate	45%	36%	31%	24%	20%	18%	15%	15%	15%	13%	13%

ETHUSDT 3m SHORT Continuation -1

+0.350R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.40	-0.25	-0.10	+0.00	+0.25	+0.20	+0.05	+0.20	+0.35	+0.00	-0.45
Winrate	30%	30%	30%	25%	25%	20%	15%	15%	15%	10%	5%

BTCUSDT 5m SHORT Continuation -1

10R

+0.222R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.33	-0.17	-0.33	-0.56	-0.44	-0.33	-0.22	-0.11	+0.00	+0.11	+0.22
Winrate	33%	33%	22%	11%	11%	11%	11%	11%	11%	11%	11%

BTCUSDT 3m SHORT Continuation -1

1.5R

+0.029R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.06	+0.03	-0.12	-0.29	-0.12	-0.29	-0.18	-0.53	-0.47	-0.41	-1.00
Winrate	47%	41%	29%	18%	18%	12%	12%	6%	6%	6%	0%

⚠ Combos sans espérance positive

Combo	N
BTCUSDT 5m LONG Continuation +1	10
BTCUSDT 3m LONG Continuation +1	11
SOLUSDT 15m SHORT Continuation -1	6
ETHUSDT 3m LONG Reversal +1	21

▼ 🔀 Analyse MTF

Combo	Groupe	N	R moyen	Écart vs Isolés
SOLUSDT 3m LONG Reversal +1
	Starters	4	7.8	—
	Confirmers	3	1.3	—
SOLUSDT 5m SHORT Reversal -1
	Starters	4	7.5	—
	Confirmers	3	0.5	—
SOLUSDT 1m LONG Reversal +1
	Starters	29	7.5	+6.5
	Isolés	46	1.0	—
BTCUSDT 1m LONG Reversal +1
	Starters	23	7.3	+6.5
	Isolés	59	0.8	—
SOLUSDT 1m SHORT Continuation -1
	Starters	25	6.9	+6.3
	Isolés	35	0.6	—
ETHUSDT 1m SHORT Reversal -1
	Starters	16	7.3	+6.3
	Isolés	51	1.0	—
ETHUSDT 1m LONG Continuation +1
	Starters	23	7.0	+6.0
	Isolés	44	1.0	—
SOLUSDT 3m LONG Continuation +1
	Starters	5	6.0	+6.0
	Confirmers	4	0.5	+0.5
	Isolés	3	0.0	—
ETHUSDT 5m SHORT Continuation -1
	Starters	3	6.0	—
	Confirmers	4	0.8	—
BTCUSDT 1m SHORT Reversal -1
	Starters	16	6.8	+5.9
	Isolés	62	0.9	—
BTCUSDT 1m SHORT Continuation -1
	Starters	22	6.6	+5.9
	Isolés	32	0.7	—
ETHUSDT 1m LONG Reversal +1
	Starters	32	6.2	+5.8
	Isolés	47	0.4	—
ETHUSDT 3m SHORT Reversal -1
	Starters	8	5.9	+5.8
	Confirmers	6	0.2	+0.0
	Isolés	6	0.2	—
BTCUSDT 1m LONG Continuation +1
	Starters	25	6.3	+5.8
	Isolés	36	0.6	—
ETHUSDT 3m SHORT Continuation -1
	Starters	3	6.7	+5.7
	Confirmers	8	1.1	+0.1
	Isolés	9	1.0	—
ETHUSDT 1m SHORT Continuation -1
	Starters	26	6.2	+5.7
	Isolés	42	0.5	—
SOLUSDT 1m SHORT Reversal -1
	Starters	22	6.9	+5.7
	Isolés	63	1.2	—
BTCUSDT 5m SHORT Reversal -1
	Starters	3	5.3	—
	Confirmers	7	0.8	—
BTCUSDT 3m SHORT Continuation -1
	Starters	3	5.7	+5.2
	Confirmers	6	1.0	+0.5
	Isolés	8	0.5	—
SOLUSDT 1m LONG Continuation +1
	Starters	28	6.4	+4.8
	Isolés	40	1.6	—
SOLUSDT 3m SHORT Reversal -1
	Starters	4	5.2	+4.6
	Confirmers	6	1.8	+1.2
	Isolés	3	0.7	—
ETHUSDT 3m LONG Continuation +1
	Starters	8	4.9	+4.2
	Confirmers	6	0.3	-0.3
	Isolés	3	0.7	—
ETHUSDT 5m LONG Reversal +1
	Starters	4	4.0	—
	Confirmers	3	0.3	—
BTCUSDT 3m LONG Reversal +1
	Starters	6	4.4	+3.0
	Confirmers	5	3.1	+1.7
	Isolés	10	1.4	—

▼ 🔍 Meilleurs filtres indicateurs (N≥15)

Combo	Indicateur	Tranche	Expectancy globale	Expectancy filtrée	Gain Expectancy	N
SOLUSDT 1m LONG Reversal +1	ADX	20-35	+1.50R (10R) — WR: 23%	+3.53R (10R) — WR: 41%	+2.03R	34
ETHUSDT 1m SHORT Continuation -1	ADX	>35	+0.94R (10R) — WR: 18%	+2.88R (10R) — WR: 35%	+1.95R	17
ETHUSDT 1m LONG Reversal +1	ADX	>35	+1.09R (10R) — WR: 19%	+2.53R (9R) — WR: 35%	+1.44R	17
BTCUSDT 1m LONG Continuation +1	RSI	50-70	+0.77R (5R) — WR: 30%	+1.90R (5R) — WR: 48%	+1.13R	29
BTCUSDT 1m SHORT Continuation -1	RSI	30-50	+1.21R (6R) — WR: 32%	+2.11R (6R) — WR: 44%	+0.91R	27
ETHUSDT 1m LONG Continuation +1	RSI	50-70	+0.97R (10R) — WR: 18%	+1.83R (10R) — WR: 26%	+0.86R	35
BTCUSDT 1m LONG Reversal +1	MACD	négatif	+0.61R (10R) — WR: 15%	+1.44R (10R) — WR: 22%	+0.84R	36
ETHUSDT 1m SHORT Reversal -1	RSI	30-50	+0.64R (10R) — WR: 15%	+1.20R (10R) — WR: 20%	+0.56R	35
ETHUSDT 3m SHORT Reversal -1	MACD	négatif	+0.65R (10R) — WR: 15%	+1.20R (10R) — WR: 20%	+0.55R	15
SOLUSDT 1m SHORT Reversal -1	MACD	positif	+0.64R (4R) — WR: 33%	+1.10R (10R) — WR: 19%	+0.45R	42

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

Combo	Indicateur 1	Tranche 1	Indicateur 2	Tranche 2	Expectancy globale	Expectancy combinée	Gain Expectancy	N
SOLUSDT 1m LONG Reversal +1	RSI	50-70	ADX	20-35	+1.49R (10R) — WR: 23%	+4.21R (10R) — WR: 47%	+2.72R	19
SOLUSDT 1m LONG Reversal +1	ADX	20-35	CHOP	38.2-61.8	+1.49R (10R) — WR: 23%	+4.21R (10R) — WR: 47%	+2.72R	19
SOLUSDT 1m LONG Reversal +1	ADX	20-35	EMA_Diff	positif	+1.49R (10R) — WR: 23%	+3.71R (10R) — WR: 43%	+2.22R	21
BTCUSDT 1m LONG Continuation +1	RSI	50-70	Hist_MACD	négatif	+0.77R (5R) — WR: 30%	+2.67R (10R) — WR: 33%	+1.90R	15
ETHUSDT 1m LONG Continuation +1	RSI	50-70	Hist_MACD	négatif	+0.97R (10R) — WR: 18%	+2.67R (10R) — WR: 33%	+1.70R	18
BTCUSDT 1m LONG Continuation +1	Hist_MACD	positif	EMA_Diff	positif	+0.77R (5R) — WR: 30%	+2.27R (6R) — WR: 47%	+1.50R	15
BTCUSDT 1m SHORT Continuation -1	RSI	30-50	EMA_Diff	négatif	+1.20R (6R) — WR: 31%	+2.65R (6R) — WR: 52%	+1.45R	23
ETHUSDT 1m LONG Reversal +1	CHOP	<38.2	EMA_Diff	positif	+1.09R (10R) — WR: 19%	+2.53R (9R) — WR: 35%	+1.44R	17
BTCUSDT 1m LONG Continuation +1	CHOP	38.2-61.8	EMA_Diff	positif	+0.77R (5R) — WR: 30%	+2.15R (6R) — WR: 45%	+1.38R	20
BTCUSDT 1m LONG Reversal +1	ADX	20-35	Hist_MACD	négatif	+0.61R (10R) — WR: 15%	+1.93R (10R) — WR: 27%	+1.32R	15
ETHUSDT 1m LONG Reversal +1	CHOP	<38.2	Hist_MACD	positif	+1.09R (10R) — WR: 19%	+2.33R (9R) — WR: 33%	+1.24R	18
BTCUSDT 1m LONG Reversal +1	CHOP	38.2-61.8	Hist_MACD	négatif	+0.61R (10R) — WR: 15%	+1.85R (10R) — WR: 26%	+1.24R	27
ETHUSDT 1m SHORT Continuation -1	RSI	30-50	EMA_Diff	négatif	+0.94R (10R) — WR: 18%	+2.14R (10R) — WR: 29%	+1.20R	28
ETHUSDT 1m SHORT Continuation -1	CHOP	38.2-61.8	EMA_Diff	négatif	+0.94R (10R) — WR: 18%	+2.14R (10R) — WR: 29%	+1.20R	21
BTCUSDT 1m SHORT Continuation -1	Hist_MACD	positif	EMA_Diff	négatif	+1.20R (6R) — WR: 31%	+2.27R (6R) — WR: 47%	+1.06R	15