Rapport du Testeur de Stratégie
FXCC1-Trade (Build 6290)
Réglages
Expert: PaperEA_v2
Symbole: USDCHF
Période: H1 (2025.10.01 - 2025.10.02)
Placement: InpEnableAutoDriftAdjustment=true
InpEnableCPUBudgeting=true
InpEnableNuclearRiskEngine=true
InpEnableMultiTimeframeGate=true
InpEnableCorrelationPruning=true
InpEnableShadowBridge=true
InpEnableFeatureDriftDetection=true
InpEnableTimerScanner=true
InpEnableSQLiteParallel=true
InpEnablePositionManager=true
InpEnableSymbolCoordination=true
InpProtectG1_SignalRinse=true
InpProtectG4_Frequency=true
InpProtectG7_AdaptiveML=true
InpProtectG8_Execution=true
InpDriftZScoreThreshold=2.5
InpCPUBudgetMs=10.0
InpMaxPortfolioRiskPct=15.0
InpMaxCorrelation=0.7
InpMaxPositionsPerSymbol=5
InpSQLiteMigrationDays=30
=== EFFICIENT 8-STAGE GATE SYSTEM ====
UseEfficientGates=true
GateProcessingMode=0
ShadowMode=true
LiveTradingEnabled=true
LoadONNXModels=false
AutoReloadModels=false
RetrainIntervalHours=24
G5_PerformanceWaxEnabled=true
G5_MinWinRate=0.45
G5_LookbackTrades=20
G6_MLPolishEnabled=true
G6_MLConfidenceThreshold=0.55
G7_LiveCleanEnabled=true
G7_MaxSpreadPercent=0.05
LotSize=0.01
MagicNumber=12345
StopLossPips_Input=150.0
TakeProfitPips_Input=300.0
TrailEnabled=true
TrailType=2
TrailActivationPoints=30
TrailDistancePoints=20
TrailStepPoints=5
TrailATRPeriod=14
TrailATRMultiplier=2.0
UsePositionManager=true
PMMaxOpenPositions=10
NoConstraintsMode=false
UseInsightsGating=true
GateMinTrades=0
GateMinWinRate=0.0
GateMinExpectancyR=-10.0
GateMaxDrawdownR=1000000.0
GateMinProfitFactor=0.0
InsightsAutoBuild=true
InsightsStaleHours=48
InsightsMinSourceAdvanceHours=48
InsightsMinIntervalHours=24
InsightsCheckOnTimer=true
InsightsRebuildTimeoutMs=1800000
ExploreOnNoSlice=true
ExploreMaxPerSlice=100
ExploreMaxPerSlicePerDay=100
UseStrategySelector=true
SelW_PF=1.0
SelW_Exp=1.0
SelW_WR=0.5
SelW_DD=0.3
SelStrictThresholds=false
SelUseRecency=true
SelRecentDays=14
SelRecAlpha=0.5
GateAuditMinSignals=5
GateAuditMinUptimeMin=60
GateAuditAlertCooldownMin=60
P5_AutoDisableEnable=true
P5_MinPF_Input=1.2
P5_MinWR_Input=0.45
P5_MinExpR=-0.05
P5_AutoDisableCooldownM=1440
P5_AutoReenable=true
P5_AutoTuneEnable=true
P5_AutoTuneEveryMin=60
P5_TimerRescoreEnable=true
P5_TimerRescoreEveryMin=60
P5_CorrPruneEnable=true
P5_CorrMax=0.8
P5_CorrLookbackDays=30
P5_MTFConfirmEnable=true
P5_MTFHigherTFs=H1,H4
P5_MTFMinAgree=1
P5_StabilityGateEnable=false
P5_StabilityWindowDays=14
P5_StabilityMaxStdR=1.0
P5_PersistLossCounters=false
P5_PickBestEnable=false
MaxOpenPositions=0
GuardsEnabled=true
GuardMaxSpreadPoints=0.0
ATRRegimeEnable=false
ATRRegimePeriod=14
ATRRegimeLookback=500
ATRMinPercentile=0.0
ATRMaxPercentile=100.0
ATRRegimeMinATRPct=0.0
ATRRegimeMaxATRPct=1000.0
UseCircuitBreakers=true
CBDailyLossLimitPct_Input=5.0
CBDrawdownLimitPct=10.0
CBCooldownMinutes=60
UseNewsFilter=true
NewsBufferBeforeMin=30
NewsBufferAfterMin=30
NewsImpactMin=2
NewsUseFile=true
NewsFileRelPath=DualEA\news_blackouts.csv
UsePromotionGate=false
PromoLiveOnly=false
PromoStartHour=0
PromoEndHour=24
UseRegimeGate=true
RegimeATRPeriod=14
RegimeMinATRPct=0.5
RegimeMaxATRPct=2.5
RegimeTagTelemetry=true
RegimeMethod=combined
RegimeADXPeriod=14
RegimeADXTrendThreshold=25.0
RegimeStrongTrendThreshold=35
RegimeVolatilityHigh=75.0
RegimeVolatilityLow=25.0
CircuitCooldownSec=0
UseSessionManager=true
SessionEndHour=20
MaxTradesPerSession=10
SessionTZOffsetMinutes=0
SessionWindowsSpec=
UseCorrelationManager=true
MaxCorrelationLimit=0.7
CorrLookbackDays=30
UseVolatilitySizer=true
VolSizerATRPeriod=14
VolSizerBaseATRPct=1.0
VolSizerMinMult=0.1
VolSizerMaxMult=3.0
VolSizerTargetRisk_Input=1.0
UsePolicyGating=true
DefaultPolicyFallback=true
FallbackDemoOnly=true
FallbackWhenNoPolicy=true
UsePolicyEngine=true
PolicyServerUrl=http://127.0.0.1:8000
PolicyFilePath=DualEA\policy.json
PolicyHttpPollPercent=70
HotReloadIntervalSec=10
ConfigFilePath=DualEA\config\nuclear_config.json
UseTradingHours=false
TradingStartHour=7
TradingEndHour=20
TelemetryEnabled=true
TelemetryLevel=1
TelemetryExperiment=
TelemetryBufferMax=256
TelemetryDir=DualEA\telemetry
GateLogThrottleEnabled=true
GateLogCooldownSec=30
TelemetryFlushIntervalSec=0
Verbosity=1
AutoDetectParameters=true
RiskProfile=MODERATE
EnableMLAdaptation=true
AdaptationIntervalMinutes=60
AllowManualOverride=true
SpreadMaxPoints=0.0
SessionStartHour=0
SessionMaxTrades=0
MaxTradesPerBar=0
PaperAggroLevel=50
MaxDailyLossPct=0.0
MaxDrawdownPct=0.0
MinMarginLevel=0.0
ConsecutiveLossLimit=0
GlobalSL_Points=500
GlobalTP_Points=1000
DebugTrailing=false
KBDebugInit=true
TrainerLSTM_Enable=false
TrainerLSTM_MinSeq=50
TrainerLSTM_MaxSeq=500
TrainerLSTM_UseRecency=true
HeartbeatEnabled=true
HeartbeatMinutes=15
HeartbeatVerbose=false
UseOnnxPredictor=false
OnnxModelPath=DualEA\signal_model.onnx
OnnxConfigJsonPath=DualEA\onnx_config.json
OnnxConfigIniPath=DualEA\onnx_config.ini
OnnxPathsUseCommonDir=true
UseGateSystem=true
LearningDataPath=DualEA\PaperData
MaxLearningRecords=10000
PaperTradeCooldownSec=900
ONNX_MaxLatencyMs=100
ONNX_EnableHealthMonitor=true
=== WALK-FORWARD ANALYSIS ====
WFA_Enabled=false
WFA_ParameterFile=wfa_params.json
WFA_RetrainIntervalDays=7
Courtier: Central Clearing Ltd
Devise: USD
Dépôt initial: 10 000.00
Levier: 1:100
Résultats
Qualité de l'Historique: 100%
Barres: 24 Tiques: 5656 Symboles: 0
Profit Total Net: 0.00 Solde Drawdown Absolu: 0.00 Fonds Drawdown Absolu: 0.00
Profit brut: 0.00 Solde Drawdown Maximal: 0.00 (0.00%) Fond Drawdown Maximal: 0.00 (0.00%)
Perte brut: 0.00 Solde Drawdown Relatif: 0.00% (0.00) Fond Drawdown Relatif: 0.00% (0.00)
Facteur de profit: 0.00 Remboursement attendu: 0.00 Niveau de la marge:
Facteur de récupération: 0.00 Ratio de Sharpe: 0.00 Z-Score: 0.00 (0.00%)
AHPR: 0.0000 (0.00%) Corrélation LR: 0.00 Résultat de la fonction OnTester: 0.015
GHPR: 0.0000 (0.00%) Erreur Standard LR: 0.00
Nb trades: 0 Positions Courtes (gagnées %): 0 (0.00%) Positions Longues (gagnées %): 0 (0.00%)
Opérations au Total: 0 Positions gagnantes (% du total): 0 (0.00%) Positions perdantes (% du total): 0 (0.00%)
Plus large position gagnante: 0.00 Plus large position perdante: 0.00
Moyenne position gagnante: 0.00 Moyenne position perdante: 0.00
Maximum Réalisations consécutives ($): 0 (0.00) Maximum Pertes consécutives ($): 0 (0.00)
Maximum Gains consécutifs (nombre): 0.00 (0) Maximum Pertes consécutives (nombre): 0.00 (0)
Moyenne Gains consécutifs: 0 Moyenne Pertes consecutives: 0
Graph
Graph
Corrélation (Profits, MFE): 0.00 Corrélation (Profits, MAE): 0.00 Corrélation (MFE, MAE): 0.0000
Graph
Durée minimale de tenue de position: 0:00:00 Durée maximale de tenue de position: 0:00:00 Durée moyenne de tenue de position: 0:00:00
Graph
Ordres
Heure d'ouverture Ordre Symbole Type Volume Prix S / L T / P Heure État Commentaire
Transactions
Heure Opération Symbole Type Direction Volume Prix Ordre Commission Echange Profit Solde Commentaire
2025.10.01 00:00:001balance0.000.0010 000.0010 000.00
0.00 0.00 0.00 10 000.00