Forex Pulse — Backtest
Performance walk-forward des signaux ``alert_eligible`` sur tout l'historique D1 disponible. 69 lignes (paire × horizon) · Dernier run : 2026-05-13 12:10 UTC
⚠ Graphiques de performance indisponibles
Les sections Equity curve, Win/Loss, Drawdown et
Equity par paire sont calculées depuis la table signals
(uniquement les signaux notifiés, càd avec notified_at IS NOT NULL).
Cause probable : aucune alerte n'a encore été émise (seuils stricts du scoring).
Pour remplir :
python scripts\forex_daily.py --backfill (5 ans de quotes),
puis python scripts\forex_daily.py chaque jour.
Le tableau historique pair × horizon ci-dessous, lui, vient de backtest_results
(alimenté par python scripts\forex_backtest.py) — indépendant des notifications.
| Paire | Catégorie | Horizon | N signaux | L / S | Hit rate | Avg win | Avg loss | W/L ratio | Freq/mois |
|---|---|---|---|---|---|---|---|---|---|
| AUDJPY | cross | 5j | 4 | 1 / 3 | 25.0% | +0.72% | -0.30% | 2.42 | 0.08 |
| AUDJPY | cross | 10j | 4 | 1 / 3 | 50.0% | +0.29% | -0.95% | 0.30 | 0.08 |
| AUDJPY | cross | 20j | 4 | 1 / 3 | 25.0% | +0.78% | -1.82% | 0.43 | 0.08 |
| AUDUSD | major | 5j | 4 | 2 / 2 | 75.0% | +2.02% | -0.65% | 3.13 | 0.08 |
| AUDUSD | major | 10j | 4 | 2 / 2 | 100.0% | +2.14% | — | 999.00 | 0.08 |
| AUDUSD | major | 20j | 4 | 2 / 2 | 100.0% | +3.19% | — | 999.00 | 0.08 |
| EURGBP | cross | 5j | 7 | 3 / 4 | 28.6% | +0.80% | -0.52% | 1.54 | 0.14 |
| EURGBP | cross | 10j | 7 | 3 / 4 | 28.6% | +0.80% | -0.83% | 0.96 | 0.14 |
| EURGBP | cross | 20j | 7 | 3 / 4 | 28.6% | +0.54% | -1.03% | 0.53 | 0.14 |
| EURJPY | cross | 5j | 6 | 2 / 4 | 33.3% | +0.69% | -0.38% | 1.82 | 0.12 |
| EURJPY | cross | 10j | 6 | 2 / 4 | 50.0% | +0.79% | -0.94% | 0.84 | 0.12 |
| EURJPY | cross | 20j | 6 | 2 / 4 | 50.0% | +0.76% | -1.58% | 0.48 | 0.12 |
| EURUSD | major | 5j | 6 | 5 / 1 | 16.7% | +0.04% | -0.83% | 0.05 | 0.12 |
| EURUSD | major | 10j | 6 | 5 / 1 | 50.0% | +0.44% | -1.55% | 0.28 | 0.12 |
| EURUSD | major | 20j | 6 | 5 / 1 | 66.7% | +1.50% | -2.60% | 0.58 | 0.12 |
| GBPUSD | major | 5j | 3 | 1 / 2 | 100.0% | +0.58% | — | 999.00 | 0.06 |
| GBPUSD | major | 10j | 3 | 1 / 2 | 66.7% | +1.04% | -0.85% | 1.22 | 0.06 |
| GBPUSD | major | 20j | 3 | 1 / 2 | 33.3% | +1.99% | -1.35% | 1.47 | 0.06 |
| NZDUSD | major | 5j | 2 | 1 / 1 | 0.0% | — | -1.01% | 0.00 | 0.04 |
| NZDUSD | major | 10j | 2 | 1 / 1 | 0.0% | — | -0.62% | 0.00 | 0.04 |
| NZDUSD | major | 20j | 2 | 1 / 1 | 0.0% | — | -1.59% | 0.00 | 0.04 |
| USDBRL | em_priority | 5j | 4 | 2 / 2 | 50.0% | +1.16% | -0.67% | 1.72 | 0.08 |
| USDBRL | em_priority | 10j | 4 | 2 / 2 | 50.0% | +0.11% | -1.28% | 0.08 | 0.08 |
| USDBRL | em_priority | 20j | 4 | 2 / 2 | 25.0% | +2.97% | -1.87% | 1.59 | 0.08 |
| USDCAD | major | 5j | 8 | 4 / 4 | 62.5% | +0.86% | -0.74% | 1.16 | 0.16 |
| USDCAD | major | 10j | 8 | 4 / 4 | 62.5% | +1.02% | -0.58% | 1.77 | 0.16 |
| USDCAD | major | 20j | 8 | 4 / 4 | 62.5% | +1.75% | -0.53% | 3.29 | 0.16 |
| USDCHF | major | 5j | 5 | 2 / 3 | 40.0% | +0.22% | -1.76% | 0.13 | 0.10 |
| USDCHF | major | 10j | 5 | 2 / 3 | 60.0% | +0.99% | -3.43% | 0.29 | 0.10 |
| USDCHF | major | 20j | 5 | 2 / 3 | 40.0% | +1.68% | -4.02% | 0.42 | 0.10 |
| USDCLP | em_optional | 5j | 1 | 0 / 1 | 0.0% | — | -0.78% | 0.00 | 0.02 |
| USDCLP | em_optional | 10j | 1 | 0 / 1 | 0.0% | — | -1.74% | 0.00 | 0.02 |
| USDCLP | em_optional | 20j | 1 | 0 / 1 | 0.0% | — | -5.51% | 0.00 | 0.02 |
| USDCZK | em_priority | 5j | 4 | 2 / 2 | 50.0% | +1.14% | -1.01% | 1.14 | 0.08 |
| USDCZK | em_priority | 10j | 4 | 2 / 2 | 25.0% | +2.07% | -1.23% | 1.68 | 0.08 |
| USDCZK | em_priority | 20j | 4 | 2 / 2 | 50.0% | +1.44% | -1.56% | 0.93 | 0.08 |
| USDHUF | em_priority | 5j | 2 | 0 / 2 | 0.0% | — | -3.91% | 0.00 | 0.04 |
| USDHUF | em_priority | 10j | 2 | 0 / 2 | 50.0% | +1.16% | -7.77% | 0.15 | 0.04 |
| USDHUF | em_priority | 20j | 2 | 0 / 2 | 50.0% | +4.33% | -3.70% | 1.17 | 0.04 |
| USDIDR | em_priority | 5j | 0 | 0 / 0 | — | — | — | — | 0.00 |
| USDIDR | em_priority | 10j | 0 | 0 / 0 | — | — | — | — | 0.00 |
| USDIDR | em_priority | 20j | 0 | 0 / 0 | — | — | — | — | 0.00 |
| USDINR | em_priority | 5j | 9 | 3 / 6 | 22.2% | +0.45% | -0.39% | 1.14 | 0.17 |
| USDINR | em_priority | 10j | 9 | 3 / 6 | 22.2% | +0.77% | -0.56% | 1.36 | 0.17 |
| USDINR | em_priority | 20j | 9 | 3 / 6 | 33.3% | +1.24% | -0.73% | 1.70 | 0.17 |
| USDJPY | major | 5j | 3 | 1 / 2 | 33.3% | +0.64% | -0.67% | 0.95 | 0.06 |
| USDJPY | major | 10j | 3 | 1 / 2 | 66.7% | +2.32% | -1.03% | 2.25 | 0.06 |
| USDJPY | major | 20j | 3 | 1 / 2 | 100.0% | +1.29% | — | 999.00 | 0.06 |
| USDKRW | em_optional | 5j | 3 | 2 / 1 | 66.7% | +1.01% | -0.30% | 3.39 | 0.06 |
| USDKRW | em_optional | 10j | 3 | 2 / 1 | 33.3% | +3.78% | -0.76% | 4.95 | 0.06 |
| USDKRW | em_optional | 20j | 3 | 2 / 1 | 33.3% | +3.85% | -1.58% | 2.44 | 0.06 |
| USDMXN | em_priority | 5j | 2 | 2 / 0 | 0.0% | — | -0.15% | 0.00 | 0.04 |
| USDMXN | em_priority | 10j | 2 | 2 / 0 | 50.0% | +1.76% | -0.01% | 127.84 | 0.04 |
| USDMXN | em_priority | 20j | 2 | 2 / 0 | 100.0% | +1.11% | — | 999.00 | 0.04 |
| USDPHP | em_optional | 5j | 2 | 1 / 1 | 0.0% | — | -1.73% | 0.00 | 0.04 |
| USDPHP | em_optional | 10j | 2 | 1 / 1 | 50.0% | +0.57% | -1.33% | 0.42 | 0.04 |
| USDPHP | em_optional | 20j | 2 | 1 / 1 | 100.0% | +0.68% | — | 999.00 | 0.04 |
| USDPLN | em_priority | 5j | 2 | 2 / 0 | 100.0% | +0.41% | — | 999.00 | 0.04 |
| USDPLN | em_priority | 10j | 2 | 2 / 0 | 50.0% | +1.66% | -1.16% | 1.44 | 0.04 |
| USDPLN | em_priority | 20j | 2 | 2 / 0 | 50.0% | +0.55% | -0.76% | 0.73 | 0.04 |
| USDTHB | em_optional | 5j | 5 | 2 / 3 | 0.0% | — | -0.59% | 0.00 | 0.10 |
| USDTHB | em_optional | 10j | 5 | 2 / 3 | 0.0% | — | -0.63% | 0.00 | 0.10 |
| USDTHB | em_optional | 20j | 5 | 2 / 3 | 20.0% | +0.97% | -1.81% | 0.53 | 0.10 |
| USDTRY | em_priority | 5j | 7 | 3 / 4 | 42.9% | +0.69% | -0.63% | 1.10 | 0.14 |
| USDTRY | em_priority | 10j | 7 | 3 / 4 | 42.9% | +1.38% | -1.18% | 1.17 | 0.14 |
| USDTRY | em_priority | 20j | 7 | 3 / 4 | 42.9% | +3.39% | -6.08% | 0.56 | 0.14 |
| USDZAR | em_priority | 5j | 1 | 0 / 1 | 100.0% | +1.15% | — | 999.00 | 0.02 |
| USDZAR | em_priority | 10j | 1 | 0 / 1 | 100.0% | +2.70% | — | 999.00 | 0.02 |
| USDZAR | em_priority | 20j | 1 | 0 / 1 | 100.0% | +1.67% | — | 999.00 | 0.02 |
Cible roadmap : hit rate ≥ 55% avec W/L ≥ 1.5 sur les majors. Pas de spread / slippage déduit — l'estimation est optimiste de ~2-5 pips sur majors, 5-20 pips sur EM.