📊 BACKTEST V18 — 24/06/2026

📈 Vue globale

1127

Total trades

1101 (98%)

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 par niveau

SOLUSDT 3m LONG Reversal +1

10R

+2.667R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.11	+0.11	+0.33	+0.78	+1.22	+1.00	+1.33	+1.67	+2.00	+2.33	+2.67

SOLUSDT 5m SHORT Reversal -1

+2.429R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.71	+0.79	+0.71	+1.29	+1.86	+1.57	+2.00	+2.43	+1.57	+1.86	+0.57

SOLUSDT 5m LONG Reversal +1

10R

+2.143R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.43	+0.43	+0.71	+1.29	+1.86	+0.71	+1.00	+1.29	+1.57	+1.86	+2.14

ETHUSDT 5m SHORT Reversal -1

+2.111R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.33	+0.67	+0.67	+1.22	+1.78	+1.67	+2.11	+1.67	+2.00	-1.00	-1.00

SOLUSDT 3m LONG Continuation +1

10R

+1.750R

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

SOLUSDT 1m LONG Reversal +1

10R

+1.527R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.03	+0.22	+0.38	+0.46	+0.76	+1.11	+1.27	+1.16	+1.31	+1.30	+1.53

SOLUSDT 1m SHORT Continuation -1

+1.526R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.05	+0.10	+0.32	+0.54	+0.84	+1.10	+0.96	+1.25	+1.53	+1.10	+1.12

SOLUSDT 5m LONG Continuation +1

+1.400R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.20	+0.50	+0.20	+0.60	+1.00	+1.40	+0.40	+0.60	+0.80	+1.00	-1.00

SOLUSDT 1m LONG Continuation +1

+1.344R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.19	+0.37	+0.50	+0.81	+1.11	+1.25	+1.19	+1.25	+1.25	+1.34	+1.23

ETHUSDT 3m LONG Continuation +1

+1.286R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.14	+0.07	+0.07	+0.14	+0.43	+0.71	+1.00	+1.29	+0.93	+0.43	+0.57

ETHUSDT 1m LONG Reversal +1

10R

+1.260R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.01	+0.13	+0.23	+0.32	+0.44	+0.48	+0.63	+0.75	+0.97	+1.19	+1.26

BTCUSDT 1m SHORT Continuation -1

+1.240R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.04	+0.25	+0.38	+0.68	+1.00	+1.16	+1.24	+0.76	+0.44	+0.40	+0.54

SOLUSDT 5m SHORT Continuation -1

10R

+1.200R

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

SOLUSDT 15m LONG Reversal +1

10R

+1.200R

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

ETHUSDT 1m LONG Continuation +1

10R

+1.062R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.16	+0.37	+0.50	+0.44	+0.48	+0.50	+0.75	+0.88	+0.83	+1.03	+1.06

ETHUSDT 5m SHORT Continuation -1

+1.000R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.00	+0.25	+0.50	+1.00	+0.25	+0.50	-0.12	+0.00	+0.12	+0.25	+0.38

BTCUSDT 3m LONG Reversal +1

+1.000R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.30	+0.62	+0.65	+0.80	+1.00	+0.80	+0.40	-0.20	-1.00	-1.00	-1.00

ETHUSDT 1m SHORT Continuation -1

10R

+1.000R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.21	-0.05	+-0.00	+0.27	+0.44	+0.73	+0.80	+0.82	+0.91	+0.82	+1.00

ETHUSDT 3m SHORT Reversal -1

10R

+0.941R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.06	+0.18	+0.23	+0.41	+0.47	+0.77	+0.65	+0.41	+0.59	+0.77	+0.94

BTCUSDT 15m SHORT Continuation -1

1.5R

+0.875R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.75	+0.88	+0.12	+0.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00	-1.00

BTCUSDT 5m SHORT Reversal -1

+0.818R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.27	+0.36	+0.36	+0.82	-0.09	-0.46	-0.36	-0.27	-0.18	-0.09	-1.00

ETHUSDT 1m SHORT Reversal -1

10R

+0.803R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.12	+0.23	+0.23	+0.25	+0.15	+0.28	+0.38	+0.31	+0.47	+0.64	+0.80

BTCUSDT 1m LONG Reversal +1

10R

+0.714R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.07	+0.14	+0.29	+0.35	+0.49	+0.56	+0.55	+0.56	+0.64	+0.56	+0.71

BTCUSDT 5m LONG Reversal +1

+0.667R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.11	+0.11	+0.33	+0.33	+0.67	+0.33	+0.56	-0.11	+0.00	+0.11	+0.22

SOLUSDT 1m SHORT Reversal -1

+0.646R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.01	+0.20	+0.29	+0.52	+0.65	+0.59	+0.33	+0.52	+0.48	+0.52	+0.53

BTCUSDT 1m LONG Continuation +1

+0.636R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.02	+0.14	+0.36	+0.31	+0.46	+0.53	+0.53	+0.46	+0.47	+0.64	+0.60

SOLUSDT 3m SHORT Reversal -1

+0.615R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
+0.23	+0.35	+0.61	+0.23	+0.15	+0.39	+0.08	+0.23	+0.39	+0.54	-0.15

BTCUSDT 1m SHORT Reversal -1

10R

+0.571R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.03	-0.04	+0.03	+0.09	+0.14	+0.20	+0.20	+0.37	+0.54	+0.43	+0.57

ETHUSDT 5m LONG Reversal +1

+0.556R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.33	-0.44	-0.33	-0.11	+0.11	+0.33	+0.56	-0.11	+0.00	+0.11	+0.22

ETHUSDT 5m LONG Continuation +1

+0.500R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.25	-0.06	+0.12	+0.00	+0.25	+0.50	-0.12	+0.00	+0.12	+0.25	+0.38

ETHUSDT 3m SHORT Continuation -1

+0.421R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.37	-0.21	-0.05	+0.05	+0.32	+0.26	+0.10	+0.26	+0.42	+0.05	-0.42

BTCUSDT 5m SHORT Continuation -1

10R

+0.375R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.25	-0.06	-0.25	-0.50	-0.38	-0.25	-0.12	+0.00	+0.12	+0.25	+0.38

BTCUSDT 5m LONG Continuation +1

+0.111R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.56	-0.72	-0.67	-0.56	-0.44	-0.33	-0.22	-0.11	+0.00	+0.11	-1.00

BTCUSDT 3m SHORT Continuation -1

1.5R

+0.029R

1R	1.5R	2R	3R	4R	5R	6R	7R	8R	9R	10R
-0.06	+0.03	-0.12	-0.29	-0.12	-0.29	-0.18	-0.53	-0.47	-0.41	-1.00

⚠ Combos sans espérance positive

Combo	N
BTCUSDT 3m LONG Continuation +1	11
SOLUSDT 15m SHORT Continuation -1	5
ETHUSDT 3m LONG Reversal +1	20

▼ 🔀 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	—
SOLUSDT 1m SHORT Continuation -1
	Starters	23	7.5	+7.1
	Isolés	34	0.4	—
BTCUSDT 1m LONG Reversal +1
	Starters	22	7.5	+6.8
	Isolés	55	0.8	—
SOLUSDT 1m LONG Reversal +1
	Starters	26	7.7	+6.7
	Isolés	48	1.0	—
ETHUSDT 1m SHORT Reversal -1
	Starters	15	7.6	+6.7
	Isolés	46	1.0	—
ETHUSDT 1m LONG Continuation +1
	Starters	21	7.4	+6.4
	Isolés	43	1.0	—
BTCUSDT 1m SHORT Continuation -1
	Starters	22	6.6	+6.2
	Isolés	28	0.5	—
ETHUSDT 1m LONG Reversal +1
	Starters	30	6.5	+6.1
	Isolés	43	0.4	—
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	3	1.0	—
BTCUSDT 1m LONG Continuation +1
	Starters	20	6.5	+6.0
	Isolés	35	0.5	—
ETHUSDT 3m SHORT Reversal -1
	Starters	8	5.9	+5.9
	Confirmers	5	0.0	+0.0
	Isolés	4	0.0	—
BTCUSDT 1m SHORT Reversal -1
	Starters	16	6.8	+5.8
	Isolés	54	1.0	—
ETHUSDT 3m SHORT Continuation -1
	Starters	3	6.7	+5.7
	Confirmers	7	1.3	+0.3
	Isolés	9	1.0	—
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	—
ETHUSDT 1m SHORT Continuation -1
	Starters	24	5.8	+4.9
	Isolés	42	0.9	—
SOLUSDT 1m LONG Continuation +1
	Starters	28	6.4	+4.8
	Isolés	36	1.5	—
ETHUSDT 3m LONG Continuation +1
	Starters	8	4.8	—
	Confirmers	4	0.5	—
SOLUSDT 1m SHORT Reversal -1
	Starters	17	6.5	+4.7
	Isolés	62	1.7	—
SOLUSDT 3m SHORT Reversal -1
	Starters	4	5.2	+4.6
	Confirmers	6	1.8	+1.2
	Isolés	3	0.7	—
ETHUSDT 5m LONG Reversal +1
	Starters	4	4.0	—
	Confirmers	3	0.3	—
SOLUSDT 5m LONG Reversal +1
	Starters	3	6.7	+3.7
	Isolés	3	3.0	—
BTCUSDT 3m LONG Reversal +1
	Starters	6	4.4	+3.0
	Confirmers	4	3.4	+2.0
	Isolés	10	1.4	—

▼ 🔍 Meilleurs filtres indicateurs (N≥15)

Combo	Indicateur	Tranche	Apport du filtre (Expectancy)	N
SOLUSDT 1m LONG Reversal +1	ADX	20-35	Global: +1.53R → Filtré: +3.67R (10R) \| +2.14R	33
ETHUSDT 1m SHORT Continuation -1	ADX	>35	Global: +1.00R → Filtré: +2.88R (10R) \| +1.88R	17
BTCUSDT 1m LONG Continuation +1	RSI	50-70	Global: +0.64R → Filtré: +2.33R (9R) \| +1.69R	24
ETHUSDT 1m LONG Reversal +1	ADX	>35	Global: +1.25R → Filtré: +2.53R (9R) \| +1.27R	17
BTCUSDT 1m SHORT Continuation -1	EMA	négatif	Global: +1.24R → Filtré: +2.21R (6R) \| +0.97R	24
ETHUSDT 1m LONG Continuation +1	RSI	50-70	Global: +1.07R → Filtré: +2.00R (10R) \| +0.93R	33
BTCUSDT 1m LONG Reversal +1	MACD	négatif	Global: +0.72R → Filtré: +1.59R (10R) \| +0.87R	34
SOLUSDT 1m SHORT Reversal -1	MACD	positif	Global: +0.64R → Filtré: +1.20R (10R) \| +0.56R	40
ETHUSDT 1m SHORT Reversal -1	RSI	30-50	Global: +0.80R → Filtré: +1.33R (10R) \| +0.53R	33
SOLUSDT 1m LONG Continuation +1	MACD	négatif	Global: +1.34R → Filtré: +1.78R (9R) \| +0.44R	36

▼ 🔬 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	+1.53R (10R)	+4.50R (10R)	+2.97R	18
SOLUSDT 1m LONG Reversal +1	ADX	20-35	CHOP	38.2-61.8	+1.53R (10R)	+4.21R (10R)	+2.68R	19
SOLUSDT 1m LONG Reversal +1	ADX	20-35	EMA_Diff	positif	+1.53R (10R)	+3.95R (10R)	+2.42R	20
BTCUSDT 1m LONG Continuation +1	RSI	50-70	CHOP	38.2-61.8	+0.64R (9R)	+2.47R (10R)	+1.84R	19
ETHUSDT 1m LONG Continuation +1	RSI	50-70	Hist_MACD	négatif	+1.06R (10R)	+2.88R (10R)	+1.82R	17
ETHUSDT 1m LONG Reversal +1	CHOP	<38.2	EMA_Diff	positif	+1.26R (10R)	+2.53R (9R)	+1.27R	17
BTCUSDT 1m SHORT Continuation -1	RSI	30-50	EMA_Diff	négatif	+1.24R (6R)	+2.50R (6R)	+1.26R	22
BTCUSDT 1m LONG Reversal +1	CHOP	38.2-61.8	Hist_MACD	négatif	+0.71R (10R)	+1.96R (10R)	+1.25R	26
BTCUSDT 1m LONG Continuation +1	CHOP	38.2-61.8	EMA_Diff	positif	+0.64R (9R)	+1.88R (6R)	+1.25R	17
SOLUSDT 1m LONG Continuation +1	ADX	20-35	Hist_MACD	négatif	+1.34R (9R)	+2.53R (9R)	+1.19R	17
ETHUSDT 1m LONG Continuation +1	RSI	50-70	CHOP	38.2-61.8	+1.06R (10R)	+2.21R (10R)	+1.15R	24
ETHUSDT 1m SHORT Continuation -1	RSI	30-50	EMA_Diff	négatif	+1.00R (10R)	+2.14R (10R)	+1.14R	28
ETHUSDT 1m SHORT Continuation -1	CHOP	38.2-61.8	EMA_Diff	négatif	+1.00R (10R)	+2.14R (10R)	+1.14R	21
ETHUSDT 1m LONG Reversal +1	CHOP	<38.2	Hist_MACD	positif	+1.26R (10R)	+2.33R (9R)	+1.07R	18
BTCUSDT 1m LONG Continuation +1	RSI	50-70	EMA_Diff	positif	+0.64R (9R)	+1.67R (6R)	+1.03R	21