◎ Backtest 12 mois — SOLUSDT perp 1h · 200$ · 50x · réinvesti

2025-11-11 → 2026-11-113★ KZ BOTH · halfwalk-forward strict (zéro look-ahead)
Capital final896365.72$+448082.9% sur la période
Trades6134 longs · 27 shorts
Winrate66%40W / 21L
Drawdown max-69.8%à 50x — surveiller

📈 Courbe d'équité (200$ → 896365.72$)

978042$200$

📊 Variantes testées

VarianteCapital finalTradesDD
3★ KZ BOTH · half896365.72$6169.8%
3★ sans killzone · half896365.72$6169.8%
3★ KZ NY · half73000.93$4769.8%
3★ KZ LDN · tp13255.26$1463.5%
3★ KZ LDN · tp23255.26$1463.5%
3★ KZ LDN · half2455.77$1437.9%
4★ KZ NY · tp2-462.44$7122.5%
3★ KZ NY · tp1-1463.17$13122.5%
3★ KZ NY · tp2-1463.17$13122.5%
3★ KZ BOTH · tp1-2529.59$16122.5%
3★ sans killzone · tp1-2529.59$16122.5%
3★ KZ BOTH · tp2-2529.59$16122.5%
3★ sans killzone · tp2-2529.59$16122.5%

Les 61 trades

Date entréeSensEntréeSortieP&LCapital
23/11/25 16:00SHORT ★★★★133131+53.07$253.07$
24/11/25 16:00LONG ★★★130131+51.01$304.08$
01/01/26 09:00SHORT ★★★125125-9.12$294.96$
02/01/26 17:00LONG ★★★128129+8.38$303.34$
05/01/26 16:00LONG ★★★134135+46.04$349.38$
05/01/26 17:00LONG ★★★★135140+451.98$801.36$
06/01/26 16:00LONG ★★★★139141+291.35$1092.71$
07/01/26 17:00SHORT ★★★★138136+372.89$1465.60$
08/01/26 08:00SHORT ★★★137133+765.27$2230.87$
12/01/26 16:00LONG ★★★★140141+344.43$2575.30$
16/01/26 16:00SHORT ★★★143141+538.69$3113.98$
25/01/26 16:00SHORT ★★★127126+229.14$3343.12$
27/01/26 17:00LONG ★★★124126+886.73$4229.85$
31/01/26 09:00SHORT ★★★118117+459.47$4689.31$
02/02/26 16:00SHORT ★★★★105105-490.72$4198.59$
06/02/26 16:00SHORT ★★★★8587-2781.37$1417.22$
12/02/26 17:00SHORT ★★★8178+810.12$2227.34$
14/02/26 09:00LONG ★★★★8585+359.08$2586.42$
16/02/26 08:00SHORT ★★★★8586-801.03$1785.39$
20/02/26 17:00LONG ★★★8481-53.56$1731.82$
04/03/26 16:00LONG ★★★9092+925.02$2656.84$
11/03/26 08:00LONG ★★★8685-268.25$2388.60$
29/03/26 16:00SHORT ★★★8280+924.38$3312.97$
14/04/26 16:00LONG ★★★8687+677.18$3990.15$
19/04/26 08:00SHORT ★★★★8585+942.16$4932.32$
06/05/26 09:00LONG ★★★★8789+3253.68$8186.00$
07/05/26 17:00LONG ★★★★8890+4996.76$13182.76$
22/05/26 17:00LONG ★★★8686-395.48$12787.28$
23/05/26 17:00SHORT ★★★8484-525.72$12261.55$
01/06/26 09:00SHORT ★★★8279+7862.11$20123.66$
02/06/26 17:00SHORT ★★★7978+2146.43$22270.09$
05/06/26 16:00SHORT ★★★★6562+40253.85$62523.94$
09/06/26 17:00LONG ★★★6564-1875.72$60648.22$
16/06/26 09:00LONG ★★★7475+19396.12$80044.34$
29/06/26 16:00LONG ★★★★7376+96701.85$176746.19$
17/07/26 16:00LONG ★★★★★7474+54666.72$231412.90$
17/07/26 17:00SHORT ★★★7574+26438.94$257851.84$
22/07/26 17:00LONG ★★★7877-7735.56$250116.29$
23/07/26 17:00LONG ★★★★7676-67292.24$182824.05$
25/07/26 16:00SHORT ★★★7474-5484.72$177339.33$
26/07/26 17:00LONG ★★★★7575+20431.31$197770.64$
08/08/26 17:00LONG ★★★7676+24731.40$222502.04$
09/08/26 09:00LONG ★★★7676-2555.87$219946.17$
13/08/26 17:00SHORT ★★★7676-1205.43$218740.73$
21/08/26 08:00LONG ★★★8991+53177.89$271918.63$
22/08/26 08:00LONG ★★★9294+104591.27$376509.90$
25/08/26 08:00SHORT ★★★★★103102+141824.21$518334.11$
26/08/26 17:00SHORT ★★★★9698-319235.69$199098.42$
28/08/26 17:00LONG ★★★★104106+118958.10$318056.53$
03/09/26 16:00SHORT ★★★102102-26602.72$291453.81$
06/09/26 17:00LONG ★★★105105-19134.87$272318.94$
07/09/26 16:00LONG ★★★105105-19115.12$253203.82$
09/09/26 16:00SHORT ★★★★105103+98353.44$351557.26$
18/09/26 16:00LONG ★★★★106108+242599.33$594156.59$
28/09/26 17:00SHORT ★★★119121-139093.28$455063.31$
30/09/26 16:00LONG ★★★120119-55187.87$399875.44$
30/09/26 17:00LONG ★★★★★118120+181778.54$581653.98$
10/10/26 17:00LONG ★★★★★110110+99166.65$680820.64$
20/10/26 16:00LONG ★★★104105+62252.76$743073.39$
07/11/26 17:00SHORT ★★★★9089+234968.90$978042.30$
10/11/26 16:00SHORT ★★★8585-81676.58$896365.72$
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 12:09:00 — données Binance Futures SOLUSDT 1h. ← Tous les backtests