📊 BACKTEST V18 — 21/10/2026

📈 Vue globale

11139

Total trades

11135 (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

+1.357R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.43	+0.25	+0.29	+0.43	+0.43	+0.71	+1.00	+0.71	+0.93	+1.14	+1.36
Winrate	71%	50%	43%	36%	29%	29%	29%	21%	21%	21%	21%

BTCUSDT 15m LONG Continuation +1

+1.302R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.16	+0.34	+0.40	+0.58	+0.51	+0.67	+0.79	+1.05	+1.30	+1.09	+1.05
Winrate	58%	54%	46%	40%	30%	28%	26%	26%	26%	21%	19%

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%

SOLUSDT 1m LONG Reversal +1

913

10R

+1.241R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.03	+0.21	+0.35	+0.52	+0.70	+0.81	+0.93	+1.09	+1.15	+1.17	+1.24
Winrate	51%	48%	45%	38%	34%	30%	28%	26%	24%	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 1m LONG Reversal +1

795

+1.189R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.10	+0.28	+0.44	+0.69	+0.88	+0.95	+1.06	+1.06	+1.17	+1.19	+1.19
Winrate	55%	51%	48%	42%	38%	33%	29%	26%	24%	22%	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%

BTCUSDT 1m LONG Reversal +1

601

+1.052R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.07	+0.25	+0.38	+0.60	+0.70	+0.79	+0.84	+0.94	+1.05	+0.96	+1.01
Winrate	53%	50%	46%	40%	34%	30%	26%	24%	23%	20%	18%

SOLUSDT 1m LONG Continuation +1

696

+1.026R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.22	+0.35	+0.57	+0.69	+0.78	+0.79	+0.83	+0.91	+1.03	+0.99
Winrate	52%	49%	45%	39%	34%	30%	26%	23%	21%	20%	18%

SOLUSDT 1m SHORT Reversal -1

608

10R

+1.008R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.22	+0.36	+0.55	+0.68	+0.77	+0.76	+0.90	+0.81	+0.91	+1.01
Winrate	52%	49%	45%	39%	34%	29%	25%	24%	20%	19%	18%

ETHUSDT 1m LONG Continuation +1

400

+0.860R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.04	+0.14	+0.25	+0.34	+0.53	+0.60	+0.75	+0.86	+0.73	+0.75	+0.70
Winrate	48%	46%	42%	34%	30%	27%	25%	23%	19%	18%	16%

ETHUSDT 3m LONG Reversal +1

232

+0.810R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.18	+0.25	+0.45	+0.53	+0.60	+0.63	+0.79	+0.78	+0.81	+0.75
Winrate	52%	47%	42%	36%	31%	27%	23%	22%	20%	18%	16%

BTCUSDT 3m LONG Reversal +1

271

10R

+0.745R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.06	+0.20	+0.26	+0.42	+0.48	+0.57	+0.63	+0.68	+0.69	+0.70	+0.74
Winrate	53%	48%	42%	35%	30%	26%	23%	21%	19%	17%	16%

SOLUSDT 30m LONG Continuation +1

10R

+0.737R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.26	+0.58	+0.58	+0.05	+0.05	-0.05	+0.10	+0.26	+0.42	+0.58	+0.74
Winrate	63%	63%	53%	26%	21%	16%	16%	16%	16%	16%	16%

BTCUSDT 5m LONG Reversal +1

+0.711R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.17	+0.13	+0.33	+0.44	+0.47	+0.71	+0.60	+0.50	+0.56	+0.59
Winrate	52%	47%	38%	33%	29%	24%	24%	20%	17%	16%	14%

ETHUSDT 5m LONG Continuation +1

129

+0.705R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.18	-0.05	+0.05	+0.12	+0.16	+0.30	+0.41	+0.49	+0.60	+0.70	+0.54
Winrate	41%	38%	35%	28%	23%	22%	20%	19%	18%	17%	14%

SOLUSDT 30m SHORT Continuation -1

+0.692R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.69	+0.35	-0.08	-0.39	-0.61	-0.54	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	85%	54%	31%	15%	8%	8%	0%	0%	0%	0%	0%

BTCUSDT 1m SHORT Continuation -1

427

+0.686R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.14	+0.27	+0.40	+0.47	+0.52	+0.62	+0.65	+0.67	+0.69	+0.52
Winrate	50%	45%	42%	35%	30%	25%	23%	21%	18%	17%	14%

ETHUSDT 1m SHORT Reversal -1

472

10R

+0.678R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.05	+0.09	+0.20	+0.29	+0.34	+0.44	+0.44	+0.51	+0.60	+0.61	+0.68
Winrate	48%	44%	40%	32%	27%	24%	21%	19%	18%	16%	15%

ETHUSDT 15m LONG Reversal +1

+0.641R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.44	+0.54	+0.54	+0.64	+0.54	+0.54	+0.26	+0.44	+0.39	+0.54	+0.41
Winrate	72%	62%	51%	41%	31%	26%	18%	18%	15%	15%	13%

SOLUSDT 15m LONG Continuation +1

+0.636R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.09	-0.03	+0.09	+0.27	+0.36	+0.64	+0.43	+0.46	+0.23	+0.36	+0.50
Winrate	46%	39%	36%	32%	27%	27%	20%	18%	14%	14%	14%

BTCUSDT 1m LONG Continuation +1

426

+0.606R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.05	+0.13	+0.25	+0.35	+0.50	+0.52	+0.49	+0.50	+0.61	+0.60	+0.57
Winrate	48%	45%	42%	34%	30%	25%	21%	19%	18%	16%	14%

SOLUSDT 5m LONG Continuation +1

132

+0.591R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.09	+0.02	+0.07	+0.24	+0.29	+0.23	+0.22	+0.33	+0.43	+0.59	+0.58
Winrate	46%	41%	36%	31%	26%	20%	17%	17%	16%	16%	14%

ETHUSDT 30m LONG Continuation +1

+0.588R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.06	+0.03	-0.12	-0.06	+0.18	+0.41	+0.23	+0.41	+0.59	+0.18	+0.29
Winrate	53%	41%	29%	24%	24%	24%	18%	18%	18%	12%	12%

BTCUSDT 1m SHORT Reversal -1

524

+0.584R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.03	+0.07	+0.17	+0.25	+0.32	+0.42	+0.51	+0.57	+0.58	+0.58	+0.55
Winrate	48%	43%	39%	31%	26%	24%	22%	20%	18%	16%	14%

SOLUSDT 1m SHORT Continuation -1

419

+0.568R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.10	+0.05	+0.17	+0.39	+0.48	+0.50	+0.55	+0.55	+0.57	+0.48	+0.47
Winrate	45%	42%	39%	35%	30%	25%	22%	19%	17%	15%	13%

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 SHORT Reversal -1

110

+0.455R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.04	+0.18	+0.28	+0.31	+0.27	+0.36	+0.34	+0.31	+0.31	+0.46	+0.40
Winrate	48%	47%	43%	33%	26%	23%	19%	16%	14%	14%	13%

ETHUSDT 1m SHORT Continuation -1

591

10R

+0.433R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.14	+0.01	+0.07	+0.19	+0.28	+0.36	+0.33	+0.38	+0.42	+0.40	+0.43
Winrate	43%	40%	36%	30%	26%	23%	19%	17%	16%	14%	13%

ETHUSDT 30m SHORT Continuation -1

1.5R

+0.406R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.38	+0.41	+0.31	+0.25	-0.38	-0.62	-0.56	-0.50	-0.44	-0.38	-0.31
Winrate	69%	56%	44%	31%	12%	6%	6%	6%	6%	6%	6%

SOLUSDT 5m LONG Reversal +1

114

+0.404R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.02	+0.18	+0.34	+0.33	+0.32	+0.21	+0.23	+0.33	+0.26	+0.40	+0.25
Winrate	49%	47%	45%	33%	26%	20%	18%	17%	14%	14%	11%

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%

ETHUSDT 3m LONG Continuation +1

207

10R

+0.382R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.10	-0.02	+0.10	+0.24	+0.11	+0.25	+0.32	+0.31	+0.30	+0.35	+0.38
Winrate	45%	39%	37%	31%	22%	21%	19%	16%	14%	14%	13%

SOLUSDT 15m SHORT Reversal -1

+0.341R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.12	+0.04	+0.17	+0.27	+0.34	+0.32	+0.02	+0.17	-0.56	-1.00	-1.00
Winrate	44%	42%	39%	32%	27%	22%	15%	15%	5%	0%	0%

SOLUSDT 60m LONG Continuation +1

+0.333R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.11	+0.11	+0.33	-0.56	-0.44	-0.33	-0.22	-0.11	+0.00	+0.11	+0.22
Winrate	56%	44%	44%	11%	11%	11%	11%	11%	11%	11%	11%

BTCUSDT 15m SHORT Reversal -1

+0.333R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.11	-0.06	+-0.00	+0.16	+0.22	+0.33	+0.09	-0.11	-1.00	-1.00	-1.00
Winrate	44%	38%	33%	29%	24%	22%	16%	11%	0%	0%	0%

SOLUSDT 3m LONG Reversal +1

109

10R

+0.312R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.03	+0.12	+0.05	+0.14	+0.15	+0.16	+0.16	-0.05	+0.07	+0.19	+0.31
Winrate	51%	45%	35%	28%	23%	19%	16%	12%	12%	12%	12%

BTCUSDT 5m SHORT Reversal -1

+0.303R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.10	+0.12	+0.15	+0.30	+0.18	-0.06	-0.14	-0.10	+0.01	+0.01	-0.01
Winrate	55%	45%	38%	33%	24%	16%	12%	11%	11%	10%	9%

SOLUSDT 5m SHORT Reversal -1

125

+0.296R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.01	+0.06	+0.08	+0.22	+0.28	+0.20	+0.29	+0.28	+0.30	+0.28	+0.14
Winrate	50%	42%	36%	30%	26%	20%	18%	16%	14%	13%	10%

SOLUSDT 3m SHORT Continuation -1

+0.264R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.13	+0.01	+-0.00	+0.06	-0.20	-0.03	+0.13	+0.20	+0.14	+0.26	+0.01
Winrate	44%	40%	33%	26%	16%	16%	16%	15%	13%	13%	9%

ETHUSDT 60m LONG Continuation +1

1.5R

+0.250R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.00	+0.25	+-0.00	-0.33	-0.17	-0.50	-0.42	-0.33	-0.25	-0.17	-0.08
Winrate	50%	50%	33%	17%	17%	8%	8%	8%	8%	8%	8%

ETHUSDT 3m SHORT Continuation -1

179

+0.240R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.22	-0.16	-0.03	+0.14	+0.17	+0.24	-0.06	-0.15	-0.25	-0.22	-0.20
Winrate	39%	34%	32%	28%	24%	21%	13%	11%	8%	8%	7%

ETHUSDT 5m SHORT Reversal -1

117

+0.231R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.08	-0.02	+0.08	+0.13	+0.07	+0.18	+0.20	+0.23	+0.23	+0.20	+0.13
Winrate	46%	39%	36%	28%	21%	20%	17%	15%	14%	12%	10%

SOLUSDT 3m LONG Continuation +1

+0.222R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.07	+0.03	+0.07	+0.07	+0.11	-0.07	-0.14	-0.02	+0.10	+0.22	+0.22
Winrate	47%	41%	36%	27%	22%	16%	12%	12%	12%	12%	11%

BTCUSDT 5m LONG Continuation +1

+0.175R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.17	-0.12	-0.04	-0.01	+0.08	+0.17	-0.13	-0.17	-0.07	-0.17	-0.21
Winrate	41%	35%	32%	25%	22%	20%	12%	10%	10%	8%	7%

BTCUSDT 30m LONG Continuation +1

+0.167R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.17	-0.06	-0.12	+0.17	+0.04	-0.25	-0.12	-0.33	-0.25	-0.17	-0.08
Winrate	42%	38%	29%	29%	21%	12%	12%	8%	8%	8%	8%

BTCUSDT 5m SHORT Continuation -1

1.5R

+0.165R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.04	+0.17	+0.09	+0.14	+0.14	+0.09	-0.20	-0.18	-0.08	-0.09	-0.12
Winrate	52%	47%	36%	28%	23%	18%	11%	10%	10%	9%	8%

BTCUSDT 3m LONG Continuation +1

189

+0.164R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.18	-0.09	-0.08	+0.02	+0.06	+0.08	+0.07	+0.06	+0.14	+0.16	+0.05
Winrate	41%	36%	31%	25%	21%	18%	15%	13%	13%	12%	10%

BTCUSDT 15m LONG Reversal +1

1.5R

+0.154R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.08	+0.15	+0.15	+0.03	-0.10	-0.08	-0.10	-0.39	-0.54	-0.49	-0.44
Winrate	54%	46%	38%	26%	18%	15%	13%	8%	5%	5%	5%

SOLUSDT 15m LONG Reversal +1

+0.147R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.06	+0.03	+0.15	-0.29	-0.27	-0.47	-0.38	-0.53	-0.47	-0.41	-0.35
Winrate	53%	41%	38%	18%	15%	9%	9%	6%	6%	6%	6%

ETHUSDT 3m SHORT Reversal -1

265

+0.136R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.06	+0.07	+0.13	+0.12	+0.11	+0.13	+0.14	+0.09	+0.09	+0.09	+0.08
Winrate	53%	43%	38%	28%	22%	19%	16%	14%	12%	11%	10%

BTCUSDT 3m SHORT Continuation -1

202

+0.109R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.15	-0.06	-0.04	-0.05	+0.04	+0.04	+0.11	+0.07	+0.03	-0.11	-0.13
Winrate	43%	38%	32%	24%	21%	17%	16%	13%	11%	9%	8%

BTCUSDT 30m SHORT Continuation -1

+0.100R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.10	+0.00	+0.05	-0.60	-0.50	-0.70	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	55%	40%	35%	10%	10%	5%	0%	0%	0%	0%	0%

SOLUSDT 5m SHORT Continuation -1

126

+0.095R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.10	+0.01	+0.10	+0.02	-0.05	+-0.00	-0.28	-0.24	-0.29	-0.29	-0.30
Winrate	45%	40%	36%	25%	19%	17%	10%	10%	8%	7%	6%

BTCUSDT 3m SHORT Reversal -1

234

+0.094R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.12	-0.06	+0.01	+0.09	+0.07	+-0.00	-0.07	-0.21	-0.27	-0.27	-0.39
Winrate	44%	38%	34%	27%	21%	17%	13%	10%	8%	7%	6%

ETHUSDT 30m SHORT Reversal -1

1.5R

+0.071R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.14	+0.07	-0.36	-0.43	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00
Winrate	43%	43%	21%	14%	0%	0%	0%	0%	0%	0%	0%

ETHUSDT 15m SHORT Reversal -1

+0.043R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	-0.22	-0.24	-0.09	+0.04	-0.13	+0.04	-0.09	-0.30	-0.22	-0.13	-0.04
Winrate	39%	30%	30%	26%	17%	17%	13%	9%	9%	9%	9%

⚠ Combos sans espérance positive

Combo	N
ETHUSDT 15m SHORT Continuation -1	41
BTCUSDT 60m SHORT Reversal -1	6
SOLUSDT 30m LONG Reversal +1	13
ETHUSDT 5m SHORT Continuation -1	121
SOLUSDT 15m SHORT Continuation -1	31
BTCUSDT 15m SHORT Continuation -1	60
ETHUSDT 60m SHORT Continuation -1	12
BTCUSDT 30m SHORT Reversal -1	14
SOLUSDT 30m SHORT Reversal -1	13
BTCUSDT 60m SHORT Continuation -1	9
SOLUSDT 60m SHORT Continuation -1	12

▼ 🔍 Meilleurs filtres indicateurs (N≥15)

Combo

Indicateur

Tranche

Expectancy globale

Expectancy filtrée

Gain Expectancy

Expectancy & Winrate par niveau (filtré)

Courbe Esp

SOLUSDT 5m SHORT Reversal -1

ADX

>35

+0.30R (8R) — WR: 14%

+4.62R (9R) — WR: 56%

+4.33R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.38	+0.72	+1.06	+1.75	+2.12	+2.75	+3.38	+3.50	+4.06	+4.62	+3.81
Winrate	69%	69%	69%	69%	62%	62%	62%	56%	56%	56%	44%

BTCUSDT 3m LONG Continuation +1

ADX

>35

+0.16R (9R) — WR: 12%

+4.00R (10R) — WR: 45%

+3.84R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.45	+0.82	+1.05	+1.73	+2.18	+2.27	+2.18	+2.64	+3.09	+3.55	+4.00
Winrate	73%	73%	68%	68%	64%	55%	45%	45%	45%	45%	45%

ETHUSDT 1m SHORT Reversal -1

RSI

<30

+0.68R (10R) — WR: 15%

+3.89R (10R) — WR: 44%

+3.21R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.78	+1.08	+1.33	+1.89	+2.06	+2.67	+2.11	+2.56	+3.00	+3.44	+3.89
Winrate	89%	83%	78%	72%	61%	61%	44%	44%	44%	44%	44%

SOLUSDT 1m LONG Continuation +1

RSI

>70

+1.03R (9R) — WR: 20%

+4.03R (10R) — WR: 46%

+3.00R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.66	+1.07	+1.49	+2.09	+2.57	+3.11	+2.80	+3.34	+3.63	+3.86	+4.03
Winrate	83%	83%	83%	77%	71%	69%	54%	54%	51%	49%	46%

SOLUSDT 5m LONG Continuation +1

ADX

>35

+0.59R (9R) — WR: 16%

+3.40R (10R) — WR: 40%

+2.81R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.68	+1.00	+1.28	+1.88	+1.80	+2.12	+2.36	+2.52	+2.60	+3.00	+3.40
Winrate	84%	80%	76%	72%	56%	52%	48%	44%	40%	40%	40%

BTCUSDT 1m LONG Continuation +1

RSI

>70

+0.60R (8R) — WR: 18%

+3.40R (10R) — WR: 40%

+2.80R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.80	+1.25	+1.70	+1.80	+2.50	+2.60	+2.85	+3.00	+3.05	+3.00	+3.40
Winrate	90%	90%	90%	70%	70%	60%	55%	50%	45%	40%	40%

SOLUSDT 1m LONG Reversal +1

RSI

>70

+1.24R (10R) — WR: 20%

+3.97R (8R) — WR: 55%

+2.73R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.84	+1.17	+1.61	+2.05	+2.16	+2.47	+3.05	+3.63	+3.97	+3.74	+3.63
Winrate	92%	87%	87%	76%	63%	58%	58%	58%	55%	47%	42%

SOLUSDT 1m SHORT Continuation -1

RSI

<30

+0.57R (8R) — WR: 17%

+3.20R (6R) — WR: 60%

+2.63R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.80	+1.25	+1.55	+2.20	+3.00	+2.60	+3.20	+3.00	+3.05	+2.50	+2.85
Winrate	90%	90%	85%	80%	80%	60%	60%	50%	45%	35%	35%

BTCUSDT 1m SHORT Continuation -1

RSI

<30

+0.69R (9R) — WR: 17%

+3.15R (8R) — WR: 46%

+2.46R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.54	+0.73	+0.85	+1.31	+1.69	+2.23	+2.77	+3.00	+3.15	+2.85	+2.38
Winrate	77%	69%	62%	58%	54%	54%	54%	50%	46%	38%	31%

SOLUSDT 3m LONG Continuation +1

ADX

>35

+0.22R (9R) — WR: 12%

+2.67R (10R) — WR: 33%

+2.45R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.52	+0.90	+1.29	+1.48	+1.62	+1.57	+1.33	+1.67	+2.00	+2.33	+2.67
Winrate	76%	76%	76%	62%	52%	43%	33%	33%	33%	33%	33%

▼ 🔬 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

BTCUSDT 3m LONG Continuation +1

ADX

>35

EMA_Diff

positif

+0.16R (9R) — WR: 12%

+5.47R (10R) — WR: 59%

+5.31R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.88	+1.35	+1.65	+2.53	+3.12	+3.24	+3.12	+3.71	+4.29	+4.88	+5.47
Winrate	94%	94%	88%	88%	82%	71%	59%	59%	59%	59%	59%

SOLUSDT 1m LONG Continuation +1

RSI

>70

ADX

>35

+1.03R (9R) — WR: 20%

+5.81R (10R) — WR: 62%

+4.78R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+1.00	+1.50	+2.00	+2.81	+3.52	+4.43	+4.33	+5.10	+5.43	+5.67	+5.81
Winrate	100%	100%	100%	95%	90%	90%	76%	76%	71%	67%	62%

SOLUSDT 5m LONG Continuation +1

RSI

50-70

ADX

>35

+0.59R (9R) — WR: 16%

+5.11R (10R) — WR: 56%

+4.52R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.89	+1.36	+1.83	+2.56	+2.61	+3.00	+3.67	+3.89	+4.00	+4.56	+5.11
Winrate	94%	94%	94%	89%	72%	67%	67%	61%	56%	56%	56%

BTCUSDT 3m LONG Continuation +1

ADX

>35

CHOP

38.2-61.8

+0.16R (9R) — WR: 12%

+4.18R (10R) — WR: 47%

+4.01R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.41	+0.76	+0.94	+1.59	+1.94	+2.18	+2.29	+2.76	+3.24	+3.71	+4.18
Winrate	71%	71%	65%	65%	59%	53%	47%	47%	47%	47%	47%

SOLUSDT 1m LONG Reversal +1

RSI

>70

ADX

>35

+1.24R (10R) — WR: 20%

+5.16R (8R) — WR: 68%

+3.92R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.89	+1.24	+1.68	+2.37	+2.42	+3.11	+3.79	+4.47	+5.16	+4.26	+3.63
Winrate	95%	89%	89%	84%	68%	68%	68%	68%	68%	53%	42%

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%

BTCUSDT 1m SHORT Reversal -1

RSI

30-50

ADX

>35

+0.58R (9R) — WR: 16%

+4.32R (10R) — WR: 48%

+3.74R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.48	+0.85	+1.13	+1.32	+1.90	+2.48	+2.84	+3.13	+3.65	+3.84	+4.32
Winrate	74%	74%	71%	58%	58%	58%	55%	52%	52%	48%	48%

SOLUSDT 5m LONG Continuation +1

ADX

>35

EMA_Diff

positif

+0.59R (9R) — WR: 16%

+4.24R (10R) — WR: 48%

+3.65R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.90	+1.26	+1.71	+2.43	+2.33	+2.71	+3.00	+3.19	+3.29	+3.76	+4.24
Winrate	95%	90%	90%	86%	67%	62%	57%	52%	48%	48%	48%

BTCUSDT 1m SHORT Reversal -1

ADX

>35

EMA_Diff

négatif

+0.58R (9R) — WR: 16%

+4.12R (10R) — WR: 47%

+3.53R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.49	+0.86	+1.16	+1.42	+1.79	+2.35	+2.74	+3.09	+3.40	+3.65	+4.12
Winrate	74%	74%	72%	60%	56%	56%	53%	51%	49%	47%	47%

SOLUSDT 1m LONG Continuation +1

CHOP

>61.8

Hist_MACD

négatif

+1.03R (9R) — WR: 20%

+4.56R (9R) — WR: 56%

+3.53R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.56	+0.94	+1.33	+1.89	+2.61	+3.33	+3.67	+4.33	+4.00	+4.56	+4.50
Winrate	78%	78%	78%	72%	72%	72%	67%	67%	56%	56%	50%

ETHUSDT 3m LONG Reversal +1

ADX

>35

EMA_Diff

positif

+0.81R (9R) — WR: 18%

+4.23R (7R) — WR: 65%

+3.42R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.85	+1.31	+1.77	+2.69	+3.04	+3.38	+3.58	+4.23	+3.85	+3.62	+3.65
Winrate	92%	92%	92%	92%	81%	73%	65%	65%	54%	46%	42%

ETHUSDT 3m LONG Reversal +1

RSI

50-70

ADX

>35

+0.81R (9R) — WR: 18%

+4.20R (7R) — WR: 65%

+3.39R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.80	+1.25	+1.70	+2.60	+2.75	+3.50	+3.55	+4.20	+3.50	+3.00	+2.85
Winrate	90%	90%	90%	90%	75%	75%	65%	65%	50%	40%	35%

SOLUSDT 1m SHORT Reversal -1

ADX

>35

EMA_Diff

négatif

+1.01R (10R) — WR: 18%

+4.40R (7R) — WR: 67%

+3.39R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.72	+1.15	+1.58	+2.16	+2.84	+3.19	+3.72	+4.40	+3.81	+3.88	+4.37
Winrate	86%	86%	86%	79%	77%	70%	67%	67%	53%	49%	49%

ETHUSDT 1m LONG Reversal +1

RSI

>70

ADX

>35

+1.19R (9R) — WR: 22%

+4.50R (9R) — WR: 55%

+3.31R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.90	+1.37	+1.85	+2.40	+3.00	+3.80	+4.25	+3.80	+3.95	+4.50	+4.50
Winrate	95%	95%	95%	85%	80%	80%	75%	60%	55%	55%	50%

ETHUSDT 1m SHORT Reversal -1

RSI

<30

Hist_MACD

négatif

+0.68R (10R) — WR: 15%

+3.89R (10R) — WR: 44%

+3.21R

	1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
Expectancy	+0.78	+1.08	+1.33	+1.89	+2.06	+2.67	+2.11	+2.56	+3.00	+3.44	+3.89
Winrate	89%	83%	78%	72%	61%	61%	44%	44%	44%	44%	44%

▼ 🔀 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	13	0.8	—
BTCUSDT 30m LONG Reversal +1
	Starters	4	7.8	—
	Confirmers	10	1.4	—
ETHUSDT 15m LONG Continuation +1
	Starters	11	8.1	+7.3
	Confirmers	24	0.8	+0.1
	Isolés	4	0.8	—
ETHUSDT 5m LONG Continuation +1
	Starters	34	7.0	+6.9
	Confirmers	54	1.2	+1.0
	Isolés	41	0.1	—
SOLUSDT 5m LONG Continuation +1
	Starters	39	6.8	+6.7
	Confirmers	60	0.9	+0.8
	Isolés	33	0.1	—
SOLUSDT 1m LONG Reversal +1
	Starters	305	7.7	+6.7
	Isolés	608	1.0	—
BTCUSDT 5m LONG Reversal +1
	Starters	24	6.9	+6.6
	Confirmers	47	1.6	+1.3
	Isolés	19	0.3	—
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	14	1.2	—
SOLUSDT 1m SHORT Continuation -1
	Starters	128	7.1	+6.5
	Isolés	291	0.6	—
SOLUSDT 1m LONG Continuation +1
	Starters	233	7.4	+6.5
	Isolés	463	0.9	—
BTCUSDT 1m LONG Reversal +1
	Starters	211	7.3	+6.4
	Isolés	390	0.9	—
ETHUSDT 1m LONG Continuation +1
	Starters	128	7.1	+6.3
	Isolés	272	0.8	—
SOLUSDT 15m LONG Continuation +1
	Starters	12	6.9	+6.3
	Confirmers	27	0.9	+0.3
	Isolés	5	0.6	—
SOLUSDT 1m SHORT Reversal -1
	Starters	199	7.3	+6.3
	Isolés	409	1.0	—
ETHUSDT 1m LONG Reversal +1
	Starters	302	7.3	+6.3
	Isolés	493	1.0	—
ETHUSDT 1m SHORT Continuation -1
	Starters	168	6.7	+6.0
	Isolés	423	0.7	—
ETHUSDT 5m SHORT Reversal -1
	Starters	24	6.5	+5.9
	Confirmers	55	1.5	+0.9
	Isolés	38	0.6	—
BTCUSDT 1m LONG Continuation +1
	Starters	137	6.7	+5.9
	Isolés	289	0.8	—
BTCUSDT 1m SHORT Reversal -1
	Starters	161	6.7	+5.9
	Isolés	363	0.8	—
SOLUSDT 3m SHORT Reversal -1
	Starters	31	6.5	+5.8
	Confirmers	39	1.3	+0.7
	Isolés	40	0.6	—
ETHUSDT 1m SHORT Reversal -1
	Starters	141	6.7	+5.8
	Isolés	331	0.9	—
BTCUSDT 1m SHORT Continuation -1
	Starters	149	6.5	+5.7
	Isolés	278	0.8	—
ETHUSDT 3m LONG Reversal +1
	Starters	90	6.1	+5.7
	Confirmers	73	1.4	+1.0
	Isolés	69	0.4	—
BTCUSDT 3m SHORT Continuation -1
	Starters	52	6.0	+5.5
	Confirmers	35	0.8	+0.3
	Isolés	115	0.5	—
SOLUSDT 5m SHORT Reversal -1
	Starters	36	6.1	+5.5
	Confirmers	37	1.2	+0.6
	Isolés	52	0.6	—
BTCUSDT 3m LONG Reversal +1
	Starters	93	6.3	+5.5
	Confirmers	49	1.5	+0.7
	Isolés	129	0.8	—
BTCUSDT 5m LONG Continuation +1
	Starters	20	5.9	+5.5
	Confirmers	54	1.0	+0.6
	Isolés	23	0.4	—
SOLUSDT 15m SHORT Reversal -1
	Starters	12	5.3	+5.3
	Confirmers	24	0.7	+0.7
	Isolés	5	0.0	—
ETHUSDT 15m LONG Reversal +1
	Starters	16	5.3	—
	Confirmers	21	1.6	—
BTCUSDT 30m LONG Continuation +1
	Starters	6	5.2	—
	Confirmers	17	0.7	—
ETHUSDT 3m LONG Continuation +1
	Starters	68	5.8	+5.2
	Confirmers	36	0.7	+0.1
	Isolés	103	0.6	—
BTCUSDT 5m SHORT Continuation -1
	Starters	20	6.0	+5.2
	Confirmers	39	1.0	+0.2
	Isolés	29	0.9	—
BTCUSDT 15m SHORT Reversal -1
	Starters	11	5.3	+5.2
	Confirmers	25	0.9	+0.8
	Isolés	9	0.1	—
BTCUSDT 15m LONG Continuation +1
	Starters	22	5.7	+5.1
	Confirmers	15	0.6	-0.1
	Isolés	6	0.7	—
SOLUSDT 5m LONG Reversal +1
	Starters	34	5.7	+5.0
	Confirmers	55	1.3	+0.5
	Isolés	25	0.7	—
BTCUSDT 3m LONG Continuation +1
	Starters	57	5.4	+4.8
	Confirmers	37	0.5	-0.1
	Isolés	95	0.6	—
SOLUSDT 15m LONG Reversal +1
	Starters	6	4.7	—
	Confirmers	26	1.1	—
SOLUSDT 15m SHORT Continuation -1
	Starters	7	4.6	+4.6
	Confirmers	21	0.6	+0.6
	Isolés	3	0.0	—
SOLUSDT 3m LONG Continuation +1
	Starters	35	4.8	+4.6
	Confirmers	27	0.6	+0.4
	Isolés	28	0.2	—
SOLUSDT 5m SHORT Continuation -1
	Starters	28	5.2	+4.6
	Confirmers	33	1.4	+0.8
	Isolés	65	0.7	—
ETHUSDT 5m SHORT Continuation -1
	Starters	22	5.0	+4.5
	Confirmers	55	0.8	+0.4
	Isolés	44	0.5	—
ETHUSDT 3m SHORT Reversal -1
	Starters	86	5.2	+4.4
	Confirmers	43	0.8	-0.0
	Isolés	136	0.8	—
ETHUSDT 3m SHORT Continuation -1
	Starters	58	4.8	+4.4
	Confirmers	42	0.7	+0.3
	Isolés	79	0.4	—
SOLUSDT 3m LONG Reversal +1
	Starters	37	5.0	+4.3
	Confirmers	38	1.0	+0.3
	Isolés	34	0.7	—
ETHUSDT 30m SHORT Continuation -1
	Starters	6	4.2	—
	Confirmers	10	0.7	—
BTCUSDT 5m SHORT Reversal -1
	Starters	24	5.3	+4.2
	Confirmers	50	1.1	+0.0
	Isolés	15	1.1	—
SOLUSDT 3m SHORT Continuation -1
	Starters	31	4.5	+4.1
	Confirmers	25	0.9	+0.4
	Isolés	31	0.5	—
BTCUSDT 15m LONG Reversal +1
	Starters	11	4.5	+3.8
	Confirmers	25	0.9	+0.3
	Isolés	3	0.7	—
ETHUSDT 15m SHORT Reversal -1
	Starters	10	3.7	—
	Confirmers	11	0.4	—
BTCUSDT 3m SHORT Reversal -1
	Starters	67	4.2	+3.3
	Confirmers	34	1.3	+0.5
	Isolés	133	0.9	—
BTCUSDT 15m SHORT Continuation -1
	Starters	18	2.8	+2.3
	Confirmers	24	0.4	-0.1
	Isolés	18	0.5	—
ETHUSDT 15m SHORT Continuation -1
	Starters	14	3.2	+2.0
	Confirmers	22	0.6	-0.6
	Isolés	5	1.2	—