// BACKTEST RESULTS
xauusd_ob_reversal_v2 on XAUUSD 15m
XAUUSD · 15m · 2026-05-03 → 2026-06-01
// DIAGNOSTIC DONNÉES
Bougies chargées
1 788
Première date
2026-05-03
Dernière date
2026-06-01
Signaux LONG
38
Signaux SHORT
41
Trades exécutés
5
// COMPTEURS ORDER BLOCK
OB bullish créés
135
OB bearish créés
127
OB touchés
261
Confirmations
201
Taux conversion
2%
// FUNNEL CONDITIONS DE LA STRATÉGIE
Étape par étape, du brut au signal final.
01OB bullish créés
135
02OB bearish créés
−6%127
03OB créés (total)
+106%262
04OB touchés (price revient)
+0%261
05Signaux détectés (avant filtre)
−23%201
06Signaux rejetés par filtre session (London, London/NY)
−39%122
07Signaux LONG (après filtre)
−69%38
08Signaux SHORT (après filtre)
+8%41
09Trades à exécuter (signaux finaux)
+93%79
// AUDIT TRAIL SIGNAUX
Signaux générés
79
Signaux exécutés
5
Signaux rejetés
74
Cohérence : 79 = 5 + 74✓
// REJETS PAR RAISON
opposite direction blocked
37
position already open
37
Voir le détail des 74 signaux rejetés ▼
| Date | Direction | Raison du rejet |
|---|---|---|
| 2026-05-04 09:15:00 | LONG | opposite direction blocked |
| 2026-05-04 10:00:00 | SHORT | position already open |
| 2026-05-04 14:30:00 | LONG | opposite direction blocked |
| 2026-05-04 15:00:00 | SHORT | position already open |
| 2026-05-05 09:00:00 | LONG | opposite direction blocked |
| 2026-05-05 11:15:00 | LONG | opposite direction blocked |
| 2026-05-05 13:15:00 | LONG | opposite direction blocked |
| 2026-05-07 10:15:00 | SHORT | position already open |
| 2026-05-07 11:30:00 | LONG | opposite direction blocked |
| 2026-05-07 12:45:00 | LONG | opposite direction blocked |
| 2026-05-07 14:15:00 | LONG | opposite direction blocked |
| 2026-05-08 09:30:00 | SHORT | position already open |
| 2026-05-08 10:15:00 | LONG | opposite direction blocked |
| 2026-05-08 11:45:00 | SHORT | position already open |
| 2026-05-08 14:15:00 | SHORT | position already open |
| 2026-05-11 09:30:00 | SHORT | position already open |
| 2026-05-11 12:30:00 | LONG | opposite direction blocked |
| 2026-05-12 09:30:00 | SHORT | position already open |
| 2026-05-12 11:30:00 | LONG | opposite direction blocked |
| 2026-05-12 13:15:00 | SHORT | position already open |
| 2026-05-12 14:15:00 | SHORT | position already open |
| 2026-05-13 07:00:00 | SHORT | position already open |
| 2026-05-13 09:15:00 | SHORT | position already open |
| 2026-05-13 11:15:00 | LONG | opposite direction blocked |
| 2026-05-13 12:00:00 | SHORT | position already open |
| 2026-05-13 15:15:00 | LONG | opposite direction blocked |
| 2026-05-14 07:30:00 | LONG | opposite direction blocked |
| 2026-05-14 08:00:00 | SHORT | position already open |
| 2026-05-14 08:45:00 | SHORT | position already open |
| 2026-05-15 12:30:00 | SHORT | position already open |
| 2026-05-15 13:45:00 | SHORT | position already open |
| 2026-05-18 09:15:00 | SHORT | opposite direction blocked |
| 2026-05-18 10:15:00 | SHORT | opposite direction blocked |
| 2026-05-18 11:45:00 | LONG | position already open |
| 2026-05-18 12:45:00 | LONG | position already open |
| 2026-05-19 12:15:00 | LONG | position already open |
| 2026-05-19 13:00:00 | SHORT | opposite direction blocked |
| 2026-05-19 13:15:00 | SHORT | opposite direction blocked |
| 2026-05-19 15:00:00 | LONG | position already open |
| 2026-05-19 15:15:00 | LONG | position already open |
| 2026-05-20 07:00:00 | LONG | position already open |
| 2026-05-20 08:15:00 | LONG | position already open |
| 2026-05-20 11:45:00 | LONG | position already open |
| 2026-05-20 13:30:00 | SHORT | opposite direction blocked |
| 2026-05-20 14:30:00 | LONG | position already open |
| 2026-05-21 10:30:00 | SHORT | opposite direction blocked |
| 2026-05-21 12:45:00 | SHORT | opposite direction blocked |
| 2026-05-21 13:00:00 | SHORT | opposite direction blocked |
| 2026-05-21 14:00:00 | LONG | position already open |
| 2026-05-22 07:30:00 | SHORT | opposite direction blocked |
| 2026-05-22 08:45:00 | SHORT | opposite direction blocked |
| 2026-05-22 09:00:00 | SHORT | opposite direction blocked |
| 2026-05-22 10:30:00 | SHORT | opposite direction blocked |
| 2026-05-22 11:45:00 | LONG | position already open |
| 2026-05-22 13:00:00 | LONG | position already open |
| 2026-05-22 15:15:00 | LONG | position already open |
| 2026-05-26 11:15:00 | SHORT | opposite direction blocked |
| 2026-05-26 14:00:00 | SHORT | opposite direction blocked |
| 2026-05-26 15:00:00 | SHORT | opposite direction blocked |
| 2026-05-27 08:15:00 | LONG | position already open |
| 2026-05-27 09:15:00 | SHORT | opposite direction blocked |
| 2026-05-27 10:15:00 | SHORT | opposite direction blocked |
| 2026-05-27 11:45:00 | SHORT | opposite direction blocked |
| 2026-05-27 12:00:00 | SHORT | opposite direction blocked |
| 2026-05-28 10:45:00 | SHORT | opposite direction blocked |
| 2026-05-28 12:45:00 | LONG | position already open |
| 2026-05-29 07:30:00 | LONG | position already open |
| 2026-05-29 07:45:00 | LONG | position already open |
| 2026-05-29 09:15:00 | LONG | position already open |
| 2026-05-29 10:30:00 | LONG | position already open |
| 2026-05-29 11:15:00 | SHORT | opposite direction blocked |
| 2026-05-29 13:30:00 | LONG | position already open |
| 2026-06-01 10:15:00 | LONG | opposite direction blocked |
| 2026-06-01 10:45:00 | LONG | opposite direction blocked |
Net Gain
+$202.3
Net Return
+2.02%
Gain annuel projeté
+$2,908.18 (29.08%)
Max DD
2.45%
Win Rate
60%
Profit Factor
1.93
Expectancy
$39.38
Trades
5
L / S
2 / 3
Final Equity
$10,202.3
Avg R
0.39
Sharpe
2.78
Sortino
4.08
Avg duration
115h 18m
// PERFORMANCE PAR SESSION (trades EXÉCUTÉS uniquement — pas d'affichage post-filtre)
London
+$3.35
4 trades · WR 50%
London/NY
+$193.55
1 trades · WR 100%
Le filtre session est appliqué AVANT l'exécution. Les signaux hors session sont rejetés en amont, ne deviennent jamais des trades et n'apparaissent pas dans ce tableau.
// EQUITY CURVE
$9823 → $10205// DRAWDOWN
peak: -2.45%