🥇 Backtest 12 mois — XAUUSDT perp 1h · 200$ · 50x · réinvesti

2025-12-11 → 2026-11-123★ KZ LDN+NY+ASIA · tp2walk-forward strict (zéro look-ahead)
Capital final134525.80$+67162.9% sur la période
Trades6128 longs · 33 shorts
Winrate56%34W / 27L
Drawdown max-84.7%à 50x — surveiller

📈 Courbe d'équité (200$ → 134525.80$)

605071$125$

📊 Variantes testées

VarianteCapital finalTradesDD
3★ KZ LDN+NY+ASIA · tp2134525.80$6184.7%
3★ KZ NY+ASIA · tp248472.75$4681.5%
3★ KZ LDN+NY+ASIA · half16667.45$6180.5%
3★ sans killzone · tp210937.45$3983.5%
3★ KZ LDN+NY · tp210937.45$3983.5%
3★ KZ NY+ASIA · half10235.18$4673.1%
4★ KZ NY · tp26253.74$948.7%
3★ KZ LDN+ASIA · tp25051.50$4183.8%
3★ KZ NY · tp23941.02$2470.5%
3★ KZ LDN+ASIA · half2685.98$4171.9%
3★ KZ EU · tp22422.25$1741.9%
3★ KZ ASIA · tp22174.62$2580.4%
3★ KZ ASIA · half1970.61$2566.1%
3★ sans killzone · half1651.23$3983.4%
3★ KZ LDN+NY · half1651.23$3983.4%
3★ KZ NY+ASIA · tp11377.17$4864.7%
3★ KZ EU · half1340.69$1729.1%
3★ KZ ASIA · tp11169.79$2654.2%
3★ KZ NY · half1013.99$2470.5%
3★ KZ LDN+NY+ASIA · tp1996.87$6483.4%
3★ KZ LDN+ASIA · tp1846.76$4264.4%
3★ KZ EU · tp1659.95$1728.7%
3★ KZ LDN · tp2464.59$1656.6%
3★ KZ LDN · half272.60$1656.6%
3★ KZ NY · tp1212.38$2476.8%
3★ KZ EU 10-11 (hors LDN/NY) · half193.66$928.7%
3★ KZ EU 10-11 (hors LDN/NY) · tp2191.00$933.4%
3★ KZ EU 10-11 (hors LDN/NY) · tp1187.66$929.2%
3★ sans killzone · tp1153.74$4086.5%
3★ KZ LDN+NY · tp1153.74$4086.5%
3★ KZ LDN · tp1144.77$1656.6%

Les 61 trades

Date entréeSensEntréeSortieP&LCapital
19/12/25 16:00LONG ★★★★43284352+42.37$242.37$
22/12/25 09:00LONG ★★★44144471+71.42$313.79$
28/12/25 08:00LONG ★★★45394530-24.19$289.60$
30/12/25 16:00SHORT ★★★43704296+114.82$404.42$
06/01/26 16:00LONG ★★★★44864453-172.94$231.48$
08/01/26 03:00SHORT ★★★44484468-32.51$198.98$
09/01/26 16:00LONG ★★★★44904565+152.35$351.32$
15/01/26 08:00LONG ★★★★46144580-152.20$199.12$
26/01/26 03:00LONG ★★★50674998-73.71$125.41$
29/01/26 17:00LONG ★★★★52075310+116.79$242.20$
30/01/26 03:00SHORT ★★★★53074976+740.26$982.45$
02/02/26 02:00SHORT ★★★47784584+970.22$1952.67$
05/02/26 03:00SHORT ★★★49594791+1598.11$3550.78$
06/02/26 02:00SHORT ★★★47634709+899.39$4450.17$
09/02/26 02:00LONG ★★★★50194982-1897.87$2552.30$
09/02/26 08:00LONG ★★★50274999-436.54$2115.76$
09/02/26 17:00LONG ★★★50574986-806.84$1308.92$
17/02/26 02:00SHORT ★★★49384998-436.61$872.31$
24/02/26 03:00LONG ★★★51805141-190.74$681.57$
03/03/26 16:00SHORT ★★★★50454644+2669.63$3351.21$
23/03/26 02:00LONG ★★★★43604413+1833.32$5184.53$
31/03/26 17:00LONG ★★★★45994671+3729.39$8913.92$
02/04/26 09:00LONG ★★★★45994750+14086.26$23000.18$
13/04/26 16:00SHORT ★★★★47314706+4719.07$27719.26$
16/04/26 17:00LONG ★★★47904853+8278.07$35997.33$
17/04/26 16:00SHORT ★★★48794827+8605.54$44602.86$
04/05/26 09:00SHORT ★★★45914526+14615.52$59218.38$
13/05/26 16:00SHORT ★★★46824711-11020.53$48197.85$
14/05/26 17:00SHORT ★★★46834617+15583.42$63781.26$
24/05/26 02:00LONG ★★★45404581+12399.74$76181.01$
29/05/26 17:00LONG ★★★45654509-25686.23$50494.78$
09/06/26 17:00SHORT ★★★43044212+25284.88$75779.66$
20/06/26 16:00SHORT ★★★41554162-5636.33$70143.33$
03/07/26 03:00LONG ★★★41504204+20586.64$90729.97$
07/07/26 02:00SHORT ★★★★41594127+29735.16$120465.13$
08/07/26 17:00SHORT ★★★40444095-41203.46$79261.68$
19/07/26 03:00SHORT ★★★40224013+1947.80$81209.48$
21/07/26 03:00LONG ★★★40304084+25026.72$106236.19$
24/07/26 09:00LONG ★★★★40414085+50969.69$157205.89$
29/07/26 03:00SHORT ★★★40274040-17110.70$140095.19$
03/08/26 16:00SHORT ★★★40414074-33425.97$106669.21$
05/08/26 08:00LONG ★★★41684241+44052.29$150721.50$
05/08/26 17:00LONG ★★★★42494384+230398.91$381120.41$
20/08/26 17:00LONG ★★★45204632+223950.43$605070.84$
25/08/26 08:00LONG ★★★★46474625-179848.66$425222.18$
25/08/26 16:00SHORT ★★★46194653-89586.39$335635.80$
27/08/26 09:00SHORT ★★★46044507+166163.59$501799.39$
06/09/26 03:00SHORT ★★★★44384434-4244.75$497554.64$
07/09/26 03:00SHORT ★★★44164442-88369.98$409184.65$
10/09/26 09:00LONG ★★★44294407-62493.18$346691.48$
21/09/26 03:00SHORT ★★★★43734338+116342.51$463033.99$
24/09/26 08:00SHORT ★★★42834307-77938.68$385095.31$
02/10/26 16:00LONG ★★★41954178-50089.93$335005.38$
08/10/26 08:00SHORT ★★★★41224147-121714.07$213291.31$
14/10/26 09:00SHORT ★★★41554111+50319.34$263610.65$
20/10/26 08:00SHORT ★★★41284156-51825.97$211784.68$
23/10/26 17:00SHORT ★★★★40094043-103108.49$108676.19$
30/10/26 02:00SHORT ★★★40153970+27057.40$135733.59$
05/11/26 02:00LONG ★★★40954064-29432.95$106300.64$
08/11/26 02:00SHORT ★★★★40774070+2696.03$108996.68$
12/11/26 09:00SHORT ★★★39723930+25529.12$134525.80$
Méthodologie (walk-forward strict) : étoiles calculées uniquement avec les bougies disponibles à la formation de la zone (FVG formé avant la zone et non rempli, OB déjà confirmés pour l'overlap) · 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 limite au bord ou à l'ouverture suivante si elle est pire · sortie simulée bougie par bougie, SL-first sur ambiguïté · demi-politique corrigée : SL avant TP1 = -1R (pas -0.5R) · 3★ demi-taille / 4★+ pleine · frais 0,12% · 50x réinvesti · 1 position max · killzones Asie (2h-4h, Tokyo 9h-11h) / London (8h-10h) / NY (15h30-17h30, heure Bruxelles) testées en variantes (crypto 24/7).
⚠️ Franchise : mode standard sans slippage/spread/funding ; le mode validate ajoute slippage 2 bps A/R, funding 1 bp/8h, liquidation, risque fixe 1%/trade et disjoncteur -5%/jour. Échantillon court = pas significatif statistiquement. En réel, attends-toi à beaucoup moins. Le risque = le drawdown à 50x : prévois ~half levier réel pour diviser le DD par 2.
Généré le 12/11/2026 23:36:29 — données Binance Futures XAUUSDT 1h. ← Tous les backtests