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