₿ Backtest 2 ans — BTCUSDT perp 1h · 50$ · 50x · réinvesti

2024-11-11 → 2026-11-113★ KZ BOTH · halfwalk-forward strict (zéro look-ahead)
Capital final2057177.66$+4114255.3% sur la période
Trades10453 longs · 51 shorts
Winrate73%76W / 28L
Drawdown max-25.2%à 50x — surveiller

📈 Courbe d'équité (50$ → 2057177.66$)

2057178$47$

📊 Variantes testées

VarianteCapital finalTradesDD
3★ KZ BOTH · half2057177.66$10425.2%
3★ sans killzone · half2057177.66$10425.2%
3★ KZ BOTH · tp11840563.80$10471.6%
3★ sans killzone · tp11840563.80$10471.6%
3★ KZ BOTH · tp21840563.80$10471.6%
3★ sans killzone · tp21840563.80$10471.6%
3★ KZ NY · half30245.20$7121.2%
3★ KZ NY · tp113082.14$7168.5%
3★ KZ NY · tp213082.14$7168.5%
4★ KZ NY · tp27887.72$4168.4%
3★ KZ LDN · tp17034.64$3330.1%
3★ KZ LDN · tp27034.64$3330.1%
3★ KZ LDN · half3400.83$3316.5%

Les 104 trades

Date entréeSensEntréeSortieP&LCapital
24/11/24 17:00SHORT ★★★★9697497857-3.00$47.00$
25/11/24 17:00LONG ★★★★9468896387+28.80$75.80$
29/11/24 16:00LONG ★★★★9730298222+22.31$98.12$
18/12/24 08:00LONG ★★★★103122104388+39.31$137.43$
20/12/24 17:00SHORT ★★★★9727298486-8.25$129.19$
06/01/25 16:00LONG ★★★★9921999513+6.59$135.78$
09/01/25 17:00SHORT ★★★9437294570-7.63$128.15$
12/01/25 09:00LONG ★★★9423493977-8.22$119.93$
03/02/25 17:00SHORT ★★★★9915898640+16.31$136.24$
25/02/25 16:00SHORT ★★★8918788469+16.46$152.70$
05/03/25 08:00LONG ★★★★8742089200+107.42$260.12$
14/03/25 17:00SHORT ★★★★8481784181+57.48$317.60$
20/03/25 16:00LONG ★★★8546385068-27.86$289.74$
28/03/25 16:00SHORT ★★★8491684095+43.85$333.58$
31/03/25 17:00SHORT ★★★8369683143+31.36$364.94$
01/04/25 16:00LONG ★★★8342083312-16.84$348.10$
01/04/25 17:00LONG ★★★8388084707+53.91$402.01$
02/04/25 16:00LONG ★★★8482385629+59.61$461.62$
06/04/25 09:00SHORT ★★★8330282899+27.95$489.56$
27/04/25 08:00LONG ★★★9378094380+44.02$533.58$
28/04/25 08:00SHORT ★★★★9421294595-86.24$447.34$
09/05/25 17:00LONG ★★★★102915102724-47.54$399.79$
25/05/25 09:00SHORT ★★★★108045107573+41.58$441.37$
30/05/25 09:00SHORT ★★★★105979105707+15.96$457.33$
01/06/25 16:00SHORT ★★★★104231104379-43.65$413.68$
02/06/25 09:00LONG ★★★104782105111+11.96$425.65$
07/06/25 09:00LONG ★★★104822105399+31.10$456.75$
11/06/25 16:00LONG ★★★★109323109754+40.16$496.91$
12/06/25 17:00SHORT ★★★★107577107025+65.89$562.80$
15/06/25 08:00LONG ★★★105587105288-16.88$545.91$
19/06/25 16:00SHORT ★★★★★104681103924+115.34$661.25$
28/06/25 16:00SHORT ★★★107214107358-19.84$641.41$
03/07/25 17:00LONG ★★★109551108495-96.55$544.86$
19/07/25 16:00SHORT ★★★118205117593+36.55$581.41$
27/07/25 16:00LONG ★★★★118156118491+26.89$608.29$
29/07/25 16:00SHORT ★★★118856118448+20.95$629.24$
29/07/25 17:00SHORT ★★★118560117335+103.03$732.27$
07/08/25 09:00LONG ★★★114501115225+64.82$797.09$
14/08/25 09:00LONG ★★★★121775121261-131.90$665.19$
03/09/25 17:00LONG ★★★111392112454+98.95$764.15$
08/09/25 09:00LONG ★★★111005111329+18.86$783.01$
11/09/25 17:00LONG ★★★★113961115236+281.53$1064.54$
15/09/25 16:00LONG ★★★★114370114809+89.18$1153.72$
22/09/25 08:00SHORT ★★★★114126112934+382.66$1536.38$
04/10/25 16:00LONG ★★★122075121867-46.09$1490.29$
11/10/25 09:00SHORT ★★★112262110586+372.40$1862.69$
13/10/25 16:00LONG ★★★114755113312-348.61$1514.08$
16/10/25 16:00SHORT ★★★110882108853+474.06$1988.14$
30/10/25 09:00SHORT ★★★★111372110442+503.45$2491.58$
11/11/25 16:00LONG ★★★103815103171-267.80$2223.79$
24/11/25 17:00LONG ★★★8623387214+407.75$2631.54$
03/12/25 08:00SHORT ★★★9391692735+541.26$3172.80$
11/12/25 17:00SHORT ★★★★9000189666+252.17$3424.97$
13/12/25 16:00SHORT ★★★9029989940+152.21$3577.17$
31/12/25 08:00LONG ★★★★8845589068+715.37$4292.55$
02/01/26 16:00LONG ★★★★8890088775-408.44$3884.10$
05/01/26 16:00LONG ★★★9249292684+34.46$3918.56$
07/01/26 17:00SHORT ★★★★9195391213+947.44$4866.01$
08/01/26 08:00SHORT ★★★★9078089875+1528.17$6394.17$
08/01/26 09:00LONG ★★★8971389927+94.83$6489.00$
13/01/26 17:00LONG ★★★9207692676+598.16$7087.17$
16/01/26 16:00SHORT ★★★9538395575-391.75$6695.41$
28/01/26 17:00LONG ★★★8910789746+700.10$7395.52$
29/01/26 16:00SHORT ★★★★8779587071+1844.86$9240.38$
05/02/26 17:00SHORT ★★★★6953368869+2755.84$11996.22$
06/02/26 08:00SHORT ★★★★6615465240+5492.20$17488.41$
08/02/26 09:00LONG ★★★★6930369781+3473.99$20962.40$
12/02/26 17:00SHORT ★★★★★6783266474+14488.42$35450.82$
18/02/26 17:00SHORT ★★★★6810067727+5159.32$40610.13$
19/02/26 16:00SHORT ★★★6646966702-3000.60$37609.53$
17/03/26 17:00LONG ★★★★7371174663+15953.84$53563.37$
14/04/26 16:00LONG ★★★★7447274902+8377.24$61940.61$
06/05/26 17:00LONG ★★★★8143281837+7850.12$69790.73$
08/05/26 17:00SHORT ★★★★8016279851+5990.62$75781.36$
10/05/26 16:00LONG ★★★★8083781148+6412.67$82194.02$
12/05/26 17:00SHORT ★★★8074380178+8313.58$90507.60$
19/05/26 17:00SHORT ★★★★7667777015-5430.46$85077.14$
23/05/26 17:00SHORT ★★★7554375656-2552.31$82524.83$
28/05/26 17:00SHORT ★★★★7347973289+3050.65$85575.48$
17/06/26 09:00SHORT ★★★★6581965318+19292.45$104867.93$
18/06/26 17:00SHORT ★★★★6394062846+61008.26$165876.19$
24/06/26 16:00SHORT ★★★★6241760435+187545.10$353421.29$
16/07/26 08:00LONG ★★★6461664854+13779.61$367200.90$
17/07/26 08:00SHORT ★★★★6345862868+105832.93$473033.83$
18/07/26 16:00LONG ★★★★6397764140+16812.50$489846.32$
20/07/26 08:00LONG ★★★★6409963975-53033.30$436813.02$
27/07/26 17:00LONG ★★★6448264387-21106.46$415706.56$
28/07/26 17:00SHORT ★★★★6343163578-49129.69$366576.87$
31/07/26 16:00SHORT ★★★★6368963103+104433.46$471010.33$
06/08/26 17:00LONG ★★★★6459064303-28260.62$442749.71$
08/08/26 16:00LONG ★★★★6498165107+5756.88$448506.59$
11/08/26 16:00SHORT ★★★6420563769+43749.56$492256.15$
18/08/26 17:00SHORT ★★★6498964690+27696.73$519952.88$
19/08/26 09:00LONG ★★★★6419564733+132364.85$652317.72$
21/08/26 08:00LONG ★★★★7510376994+576697.59$1229015.31$
22/08/26 08:00LONG ★★★★7711576743-73740.92$1155274.40$
06/09/26 09:00SHORT ★★★7987279351+106637.68$1261912.07$
21/09/26 09:00LONG ★★★★8140481913+220468.47$1482380.54$
24/09/26 17:00SHORT ★★★★8407084685-88942.83$1393437.71$
01/10/26 17:00LONG ★★★★8387884522+317277.32$1710715.03$
10/10/26 17:00LONG ★★★★8283783017+36755.61$1747470.64$
11/10/26 16:00LONG ★★★8300083208+29784.64$1777255.27$
12/10/26 08:00LONG ★★★★8379683489-106635.32$1670619.96$
24/10/26 17:00SHORT ★★★★8056379937+386557.70$2057177.66$
Méthodologie (walk-forward strict) : chaque étoile est calculée UNIQUEMENT avec les bougies jusqu'à la formation de la zone · fraîcheur rejouée entre formation et entrée (une zone percée avant l'entrée est annulée) · TP/SL 100% locaux à la zone (SL = bord + 25% de hauteur, TP1 = 1R, TP2 = 2R — jamais le prix final) · confirmation (toucher + clôture dans le sens) puis fill au bord de zone à la bougie suivante · sortie simulée bougie par bougie, SL-first sur ambiguïté · 3★ demi-taille / 4★+ pleine · frais 0,12% · 50x réinvesti · 1 position max · killzones London/NY testées en variantes (crypto 24/7).
⚠️ Franchise : backtest idéal (pas de slippage/spread/funding, liquidité parfaite). Échantillon court = pas significatif statistiquement. En réel, attends-toi à beaucoup moins. Le risque = le drawdown à 50x : prévois 20-25x de levier réel pour diviser le DD par 2.
Généré le 11/11/2026 12:08:45 — données Binance Futures BTCUSDT 1h. ← Tous les backtests