Rapport du Testeur de Stratégie


Rapport du Testeur de Stratégie
FXCC1-Trade (Build 6290)

Réglages
Expert:	PaperEA_v2
Symbole:	USDCHF
Période:	H1 (2025.10.01 - 2025.10.08)
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=false
	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:	120	Tiques:	28200	Symboles:	1
Profit Total Net:	-47.73	Solde Drawdown Absolu:	47.73	Fonds Drawdown Absolu:	50.10
Profit brut:	3.71	Solde Drawdown Maximal:	47.73 (0.48%)	Fond Drawdown Maximal:	61.49 (0.61%)
Perte brut:	-51.44	Solde Drawdown Relatif:	0.48% (47.73)	Fond Drawdown Relatif:	0.61% (61.49)

Facteur de profit:	0.07	Remboursement attendu:	-2.27	Niveau de la marge:	19925.38%
Facteur de récupération:	-0.78	Ratio de Sharpe:	-5.00	Z-Score:	2.03 (95.66%)
AHPR:	0.9998 (-0.02%)	Corrélation LR:	-0.98	Résultat de la fonction OnTester:	0.03129463863067466
GHPR:	0.9998 (-0.02%)	Erreur Standard LR:	2.87

Nb trades:	21	Positions Courtes (gagnées %):	14 (7.14%)	Positions Longues (gagnées %):	7 (0.00%)
Opérations au Total:	42	Positions gagnantes (% du total):	1 (4.76%)	Positions perdantes (% du total):	20 (95.24%)
		Plus large position gagnante:	3.71	Plus large position perdante:	-3.70
		Moyenne position gagnante:	3.71	Moyenne position perdante:	-2.57
		Maximum Réalisations consécutives ($):	1 (3.71)	Maximum Pertes consécutives ($):	17 (-47.37)
		Maximum Gains consécutifs (nombre):	3.71 (1)	Maximum Pertes consécutives (nombre):	-47.37 (17)
		Moyenne Gains consécutifs:	1	Moyenne Pertes consecutives:	10




Corrélation (Profits, MFE):	0.58	Corrélation (Profits, MAE):	0.53	Corrélation (MFE, MAE):	0.1003


Durée minimale de tenue de position:	1:39:00	Durée maximale de tenue de position:	106:27:19	Durée moyenne de tenue de position:	17:02:31

Ordres

Heure d'ouverture	Ordre	Symbole	Type	Volume		Prix	S / L	T / P	Heure		État	Commentaire
2025.10.01 13:02:40	2	USDCHF	sell	0.01 / 0.01		0.00000	0.79917	0.79300	2025.10.01 13:02:40		filled	ADXStrategy
2025.10.01 13:17:40	3	USDCHF	sell	0.01 / 0.01		0.00000	0.79962	0.79319	2025.10.01 13:17:40		filled	ADXStrategy
2025.10.01 13:32:40	4	USDCHF	sell	0.01 / 0.01		0.00000	0.80046	0.79380	2025.10.01 13:32:40		filled	ADXStrategy
2025.10.01 13:47:40	5	USDCHF	sell	0.01 / 0.01		0.00000	0.79991	0.79325	2025.10.01 13:47:40		filled	ADXStrategy
2025.10.02 03:00:40	6	USDCHF	sell	0.01 / 0.01		0.00000	0.79938	0.79322	2025.10.02 03:00:40		filled	ADXStrategy
2025.10.02 18:14:40	7	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.02 18:14:40		filled	sl 0.79917
2025.10.02 18:15:40	8	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.02 18:15:40		filled	sl 0.79938
2025.10.02 18:39:40	9	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.02 18:39:40		filled	sl 0.79962
2025.10.02 18:51:40	10	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.02 18:51:40		filled	sl 0.79991
2025.10.02 22:06:40	11	USDCHF	buy	0.01 / 0.01		0.00000	0.79502	0.80091	2025.10.02 22:06:40		filled	ADXStrategy
2025.10.02 22:21:40	12	USDCHF	buy	0.01 / 0.01		0.00000	0.79493	0.80085	2025.10.02 22:21:40		filled	ADXStrategy
2025.10.02 22:36:40	13	USDCHF	buy	0.01 / 0.01		0.00000	0.79512	0.80104	2025.10.02 22:36:40		filled	ADXStrategy
2025.10.02 22:51:40	14	USDCHF	buy	0.01 / 0.01		0.00000	0.79524	0.80116	2025.10.02 22:51:40		filled	ADXStrategy
2025.10.03 17:00:40	15	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.03 17:00:40		filled	sl 0.79502
2025.10.03 17:00:40	16	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.03 17:00:40		filled	sl 0.79493
2025.10.03 17:00:40	17	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.03 17:00:40		filled	sl 0.79512
2025.10.03 17:00:40	18	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.03 17:00:40		filled	sl 0.79524
2025.10.03 21:06:40	19	USDCHF	sell	0.01 / 0.01		0.00000	0.79798	0.79288	2025.10.03 21:06:40		filled	ADXStrategy
2025.10.03 21:21:40	20	USDCHF	sell	0.01 / 0.01		0.00000	0.79775	0.79263	2025.10.03 21:21:40		filled	ADXStrategy
2025.10.03 21:36:40	21	USDCHF	sell	0.01 / 0.01		0.00000	0.79761	0.79244	2025.10.03 21:36:40		filled	ADXStrategy
2025.10.06 01:00:40	22	USDCHF	sell	0.01 / 0.01		0.00000	0.79793	0.79346	2025.10.06 01:00:40		filled	ADXStrategy
2025.10.06 01:10:40	23	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 01:10:40		filled	sl 0.79761
2025.10.06 01:11:40	24	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 01:11:40		filled	sl 0.79775
2025.10.06 01:15:40	25	USDCHF	sell	0.01 / 0.01		0.00000	0.79916	0.79413	2025.10.06 01:15:40		filled	ADXStrategy
2025.10.06 01:30:40	26	USDCHF	sell	0.01 / 0.01		0.00000	0.79913	0.79410	2025.10.06 01:30:40		filled	ADXStrategy
2025.10.06 09:50:40	27	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 09:50:40		filled	sl 0.79793
2025.10.06 09:50:40	28	USDCHF	sell	0.01 / 0.01		0.00000	0.79966	0.79494	2025.10.06 09:50:40		filled	ADXStrategy
2025.10.06 10:00:40	29	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 10:00:40		filled	sl 0.79798
2025.10.06 11:00:40	30	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 11:00:40		filled	sl 0.79916
2025.10.06 11:00:40	31	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 11:00:40		filled	sl 0.79913
2025.10.06 15:00:40	32	USDCHF	buy	0.01 / 0.01		0.00000	0.79552	0.80088	2025.10.06 15:00:40		filled	ADXStrategy
2025.10.06 15:15:40	33	USDCHF	buy	0.01 / 0.01		0.00000	0.79530	0.80080	2025.10.06 15:15:40		filled	ADXStrategy
2025.10.06 15:30:40	34	USDCHF	buy	0.01 / 0.01		0.00000	0.79586	0.80136	2025.10.06 15:30:40		filled	ADXStrategy
2025.10.06 17:09:40	35	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.06 17:09:40		filled	sl 0.79586
2025.10.06 17:52:40	36	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.06 17:52:40		filled	sl 0.79552
2025.10.06 17:57:40	37	USDCHF	sell	0.01 / 0.01		0.00000			2025.10.06 17:57:40		filled	sl 0.79530
2025.10.06 18:04:40	38	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.06 18:04:40		filled	tp 0.79494
2025.10.07 04:39:40	39	USDCHF	sell	0.01 / 0.01		0.00000	0.79708	0.79308	2025.10.07 04:39:40		filled	ADXStrategy
2025.10.07 04:54:40	40	USDCHF	sell	0.01 / 0.01		0.00000	0.79715	0.79312	2025.10.07 04:54:40		filled	ADXStrategy
2025.10.07 10:04:20	41	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.07 10:04:20		filled	sl 0.79708
2025.10.07 10:06:40	42	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.07 10:06:40		filled	sl 0.79715
2025.10.07 23:59:59	43	USDCHF	buy	0.01 / 0.01		0.00000			2025.10.07 23:59:59		filled	end of test

Transactions
Heure	Opération	Symbole	Type	Direction	Volume	Prix	Ordre	Commission	Echange	Profit	Solde	Commentaire
2025.10.01 00:00:00	1		balance					0.00	0.00	10 000.00	10 000.00
2025.10.01 13:02:40	2	USDCHF	sell	in	0.01	0.79686	2	0.00	0.00	0.00	10 000.00	ADXStrategy
2025.10.01 13:17:40	3	USDCHF	sell	in	0.01	0.79721	3	0.00	0.00	0.00	10 000.00	ADXStrategy
2025.10.01 13:32:40	4	USDCHF	sell	in	0.01	0.79796	4	0.00	0.00	0.00	10 000.00	ADXStrategy
2025.10.01 13:47:40	5	USDCHF	sell	in	0.01	0.79741	5	0.00	0.00	0.00	10 000.00	ADXStrategy
2025.10.02 03:00:40	6	USDCHF	sell	in	0.01	0.79707	6	0.00	0.00	0.00	10 000.00	ADXStrategy
2025.10.02 18:14:40	7	USDCHF	buy	out	0.01	0.79917	7	0.00	-0.57	-2.89	9 996.54	sl 0.79917
2025.10.02 18:15:40	8	USDCHF	buy	out	0.01	0.79938	8	0.00	0.00	-2.89	9 993.65	sl 0.79938
2025.10.02 18:39:40	9	USDCHF	buy	out	0.01	0.79962	9	0.00	-0.57	-3.01	9 990.07	sl 0.79962
2025.10.02 18:51:40	10	USDCHF	buy	out	0.01	0.79991	10	0.00	-0.57	-3.13	9 986.37	sl 0.79991
2025.10.02 22:06:40	11	USDCHF	buy	in	0.01	0.79729	11	0.00	0.00	0.00	9 986.37	ADXStrategy
2025.10.02 22:21:40	12	USDCHF	buy	in	0.01	0.79719	12	0.00	0.00	0.00	9 986.37	ADXStrategy
2025.10.02 22:36:40	13	USDCHF	buy	in	0.01	0.79741	13	0.00	0.00	0.00	9 986.37	ADXStrategy
2025.10.02 22:51:40	14	USDCHF	buy	in	0.01	0.79750	14	0.00	0.00	0.00	9 986.37	ADXStrategy
2025.10.03 17:00:40	15	USDCHF	sell	out	0.01	0.79502	15	0.00	0.06	-2.86	9 983.57	sl 0.79502
2025.10.03 17:00:40	16	USDCHF	sell	out	0.01	0.79493	16	0.00	0.06	-2.84	9 980.79	sl 0.79493
2025.10.03 17:00:40	17	USDCHF	sell	out	0.01	0.79512	17	0.00	0.06	-2.88	9 977.97	sl 0.79512
2025.10.03 17:00:40	18	USDCHF	sell	out	0.01	0.79524	18	0.00	0.06	-2.84	9 975.19	sl 0.79524
2025.10.03 21:06:40	19	USDCHF	sell	in	0.01	0.79607	19	0.00	0.00	0.00	9 975.19	ADXStrategy
2025.10.03 21:21:40	20	USDCHF	sell	in	0.01	0.79583	20	0.00	0.00	0.00	9 975.19	ADXStrategy
2025.10.03 21:36:40	21	USDCHF	sell	in	0.01	0.79567	21	0.00	0.00	0.00	9 975.19	ADXStrategy
2025.10.06 01:00:40	22	USDCHF	sell	in	0.01	0.79625	22	0.00	0.00	0.00	9 975.19	ADXStrategy
2025.10.06 01:10:40	23	USDCHF	buy	out	0.01	0.79761	23	0.00	-0.19	-2.43	9 972.57	sl 0.79761
2025.10.06 01:11:40	24	USDCHF	buy	out	0.01	0.79775	24	0.00	-0.19	-2.41	9 969.97	sl 0.79775
2025.10.06 01:15:40	25	USDCHF	sell	in	0.01	0.79727	25	0.00	0.00	0.00	9 969.97	ADXStrategy
2025.10.06 01:30:40	26	USDCHF	sell	in	0.01	0.79724	26	0.00	0.00	0.00	9 969.97	ADXStrategy
2025.10.06 09:50:40	27	USDCHF	buy	out	0.01	0.79793	27	0.00	0.00	-2.11	9 967.86	sl 0.79793
2025.10.06 09:50:40	28	USDCHF	sell	in	0.01	0.79789	28	0.00	0.00	0.00	9 967.86	ADXStrategy
2025.10.06 10:00:40	29	USDCHF	buy	out	0.01	0.79798	29	0.00	-0.19	-2.39	9 965.28	sl 0.79798
2025.10.06 11:00:40	30	USDCHF	buy	out	0.01	0.79916	30	0.00	0.00	-2.36	9 962.92	sl 0.79916
2025.10.06 11:00:40	31	USDCHF	buy	out	0.01	0.79913	31	0.00	0.00	-2.37	9 960.55	sl 0.79913
2025.10.06 15:00:40	32	USDCHF	buy	in	0.01	0.79759	32	0.00	0.00	0.00	9 960.55	ADXStrategy
2025.10.06 15:15:40	33	USDCHF	buy	in	0.01	0.79742	33	0.00	0.00	0.00	9 960.55	ADXStrategy
2025.10.06 15:30:40	34	USDCHF	buy	in	0.01	0.79797	34	0.00	0.00	0.00	9 960.55	ADXStrategy
2025.10.06 17:09:40	35	USDCHF	sell	out	0.01	0.79586	35	0.00	0.00	-2.65	9 957.90	sl 0.79586
2025.10.06 17:52:40	36	USDCHF	sell	out	0.01	0.79552	36	0.00	0.00	-2.60	9 955.30	sl 0.79552
2025.10.06 17:57:40	37	USDCHF	sell	out	0.01	0.79530	37	0.00	0.00	-2.67	9 952.63	sl 0.79530
2025.10.06 18:04:40	38	USDCHF	buy	out	0.01	0.79494	38	0.00	0.00	3.71	9 956.34	tp 0.79494
2025.10.07 04:39:40	39	USDCHF	sell	in	0.01	0.79558	39	0.00	0.00	0.00	9 956.34	ADXStrategy
2025.10.07 04:54:40	40	USDCHF	sell	in	0.01	0.79564	40	0.00	0.00	0.00	9 956.34	ADXStrategy
2025.10.07 10:04:20	41	USDCHF	buy	out	0.01	0.79708	41	0.00	0.00	-1.88	9 954.46	sl 0.79708
2025.10.07 10:06:40	42	USDCHF	buy	out	0.01	0.79715	42	0.00	0.00	-1.89	9 952.57	sl 0.79715
2025.10.07 23:59:59	43	USDCHF	buy	out	0.01	0.79729	43	0.00	-1.14	0.84	9 952.27	end of test
								0.00	-3.18	-44.55	9 952.27