Ξ Backtest 12 mois — ETHUSDT perp 1h · 50$ · 50x · réinvesti

2025-11-11 → 2026-11-113★ KZ BOTH · halfwalk-forward strict (zéro look-ahead)
Capital final504406.93$+1008713.9% sur la période
Trades6831 longs · 37 shorts
Winrate74%50W / 18L
Drawdown max-72.1%à 50x — surveiller

📈 Courbe d'équité (50$ → 504406.93$)

570270$18$

📊 Variantes testées

VarianteCapital finalTradesDD
3★ KZ BOTH · half504406.93$6872.1%
3★ sans killzone · half504406.93$6872.1%
3★ KZ NY · half206756.02$5472.1%
3★ KZ LDN · half121.98$1464.8%
3★ KZ BOTH · tp1-11.76$1123.5%
3★ KZ LDN · tp1-11.76$1123.5%
3★ sans killzone · tp1-11.76$1123.5%
3★ KZ BOTH · tp2-11.76$1123.5%
3★ KZ LDN · tp2-11.76$1123.5%
3★ sans killzone · tp2-11.76$1123.5%
4★ KZ NY · tp2-1860.19$17104.7%
3★ KZ NY · tp1-4323.92$21104.7%
3★ KZ NY · tp2-4323.92$21104.7%

Les 68 trades

Date entréeSensEntréeSortieP&LCapital
19/11/25 09:00LONG ★★★★30472976-32.38$17.62$
21/11/25 08:00SHORT ★★★★28082775+6.60$24.22$
24/11/25 17:00LONG ★★★★28372966+39.66$63.89$
26/11/25 17:00LONG ★★★★29132977+49.07$112.96$
07/12/25 16:00SHORT ★★★★30352996+47.07$160.03$
09/12/25 17:00LONG ★★★★31363207+126.08$286.11$
11/12/25 16:00SHORT ★★★★31913155+106.47$392.58$
12/12/25 16:00SHORT ★★★★32413224+54.23$446.80$
27/12/25 16:00SHORT ★★★29302922+8.97$455.78$
02/01/26 16:00LONG ★★★30253049+54.19$509.97$
05/01/26 17:00LONG ★★★★31693237+382.01$891.98$
08/01/26 08:00SHORT ★★★31413101+188.07$1080.05$
09/01/26 17:00SHORT ★★★31173126-69.16$1010.89$
14/01/26 16:00LONG ★★★★33123388+812.91$1823.80$
16/01/26 16:00SHORT ★★★★33013270+527.73$2351.53$
20/01/26 17:00LONG ★★★★30023029+657.28$3008.82$
24/01/26 17:00SHORT ★★★★29602951+167.31$3176.13$
25/01/26 16:00SHORT ★★★★29362916+613.63$3789.76$
29/01/26 16:00SHORT ★★★★29282904+937.46$4727.22$
01/02/26 16:00SHORT ★★★23802269+3961.05$8688.28$
08/02/26 17:00LONG ★★★★21002078-2790.82$5897.46$
11/02/26 16:00SHORT ★★★★19711944+2586.46$8483.91$
12/02/26 17:00SHORT ★★★★19801941+5790.11$14274.02$
14/02/26 09:00LONG ★★★★20532060+1073.37$15347.39$
17/02/26 17:00SHORT ★★★★19692008-8496.90$6850.49$
20/02/26 16:00SHORT ★★★19431954-685.40$6165.08$
13/03/26 17:00LONG ★★★★21262115-1166.50$4998.58$
18/03/26 17:00LONG ★★★21852165-721.52$4277.06$
23/03/26 09:00LONG ★★★20222027+76.93$4353.99$
29/03/26 16:00SHORT ★★★★19951964+2278.06$6632.04$
09/04/26 17:00SHORT ★★★21792188-552.30$6079.74$
19/04/26 08:00SHORT ★★★★23372322+1096.18$7175.92$
22/04/26 08:00LONG ★★★23702401+1550.55$8726.47$
25/04/26 17:00SHORT ★★★★23182309+782.39$9508.86$
28/04/26 16:00SHORT ★★★★22812268+1449.64$10958.51$
04/05/26 17:00LONG ★★★★★23362347+1193.87$12152.37$
06/05/26 16:00LONG ★★★23652349-1333.02$10819.35$
08/05/26 17:00SHORT ★★★22872300-1097.88$9721.47$
10/05/26 16:00LONG ★★★23242341+1039.48$10760.95$
17/05/26 17:00SHORT ★★★21912175+1122.89$11883.84$
26/05/26 17:00SHORT ★★★★21202104+2655.59$14539.43$
30/05/26 16:00LONG ★★★20172024+492.97$15032.40$
02/06/26 16:00SHORT ★★★19741952+2725.43$17757.83$
03/06/26 16:00SHORT ★★★★18761833+13909.11$31666.94$
20/06/26 17:00SHORT ★★★★17361747-6916.76$24750.19$
24/06/26 16:00SHORT ★★★★16631590+39119.72$63869.91$
17/07/26 08:00SHORT ★★★★18471817+35064.17$98934.08$
22/07/26 17:00LONG ★★★19261909-2968.02$95966.05$
26/07/26 16:00LONG ★★★★18851889+1257.27$97223.32$
08/08/26 17:00LONG ★★★★19201926+4610.29$101833.61$
09/08/26 09:00LONG ★★★19131916-410.11$101423.51$
14/08/26 09:00SHORT ★★★★18821870+17960.54$119384.04$
22/08/26 08:00LONG ★★★24202403-3581.52$115802.52$
27/08/26 17:00LONG ★★★★25002527+38511.36$154313.88$
11/09/26 16:00SHORT ★★★26472656-11570.61$142743.27$
23/09/26 17:00LONG ★★★26622641-4282.30$138460.97$
24/09/26 17:00SHORT ★★★26852702-4153.83$134307.14$
02/10/26 09:00LONG ★★★★27202737+23001.01$157308.16$
05/10/26 08:00LONG ★★★27052717+8556.90$165865.05$
08/10/26 16:00LONG ★★★25072529+21536.66$187401.72$
10/10/26 17:00LONG ★★★24962500+184.63$187586.35$
12/10/26 09:00SHORT ★★★★25772558+40681.17$228267.51$
16/10/26 16:00LONG ★★★24572478+29736.43$258003.95$
18/10/26 16:00SHORT ★★★★24092362+175864.72$433868.67$
21/10/26 17:00LONG ★★★24682479+21754.41$455623.08$
24/10/26 17:00SHORT ★★★★23652345+114647.41$570270.49$
26/10/26 16:00SHORT ★★★★23272339-107417.99$462852.50$
10/11/26 17:00SHORT ★★★20942080+41554.43$504406.93$
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 12:07:16 — données Binance Futures ETHUSDT 1h. ← Tous les backtests