Backtest des signaux crypto – performance des règles par coin
Simulation à l'achat uniquement de chaque règle sur les données quotidiennes Binance, du 2021-09-01 (ou de la date de cotation) au 2026-09-09, 0,1% de frais par sens, exécution sur la bougie suivante.
| Règle | Rendement médian | Drawdown maximal médian | Bat l'achat&conservation |
|---|---|---|---|
| Achat & conservation | -76% | -94% | – |
| Quotidien | -8% | -57% | 82 / 97 |
| Hebdomadaire | -2% | -66% | 86 / 97 |
| Mensuel | -1% | -62% | 84 / 97 |
| Annuel | -30% | -68% | 82 / 97 |
Pourquoi les règles de suivi de tendance dominent dans la crypto
Avant de retenir ces règles, nous avons testé quinze stratégies d'indicateurs répandues sur 30 coins de grande capitalisation pendant cinq ans. Les approches de retour à la moyenne — acheter un RSI sous 30, acheter la bande de Bollinger inférieure — ont globalement perdu de l'argent, car les tendances baissières du marché crypto durent bien plus longtemps que ne le suggèrent les oscillateurs. Le MACD seul et le croisement doré 50/200 étaient soit trop lents, soit trop bruités. Les quatre règles employées sur ce site (Supertrend avec filtre à 200 jours, cassures Donchian 20/10 et 55/20, et régime de moyenne à 200 jours haussière) ont chacune battu l'achat-conservation sur la majorité des coins tout en réduisant de près de moitié le drawdown maximal. Leur taux de réussite est faible (30–40%%) par construction : elles encaissent de nombreuses petites pertes et captent quelques très gros gains.
Chaque page de coin présente la même simulation pour l'actif concerné ; le tableau complet figure ci-dessous.
Résultats par coin
| # | Coin | Achat & conservation | Quotidien | Hebdomadaire | Mensuel | Annuel | DD max achat&conservation | DD max mensuel | Depuis |
|---|---|---|---|---|---|---|---|---|---|
| 1 | +60% | +113% | +141% | +57% | +100% | -77% | -39% | 2021-09-01 | |
| 2 | -36% | +61% | +15% | +40% | -3% | -79% | -35% | 2021-09-01 | |
| 3 | +48% | +39% | +62% | +47% | -21% | -70% | -45% | 2021-09-01 | |
| 4 | +13% | -16% | +168% | +10% | -6% | -78% | -59% | 2021-09-01 | |
| 5 | -8% | +340% | +777% | +62% | +211% | -96% | -65% | 2021-09-01 | |
| 6 | +257% | +31% | +12% | +11% | +238% | -60% | -56% | 2021-09-01 | |
| 7 | +720% | +462% | +2,864% | +674% | +422% | -94% | -77% | 2021-09-01 | |
| 8 | -71% | +5% | +230% | +100% | -68% | -85% | -58% | 2021-09-01 | |
| 9 | -60% | -1% | -25% | -12% | -58% | -85% | -69% | 2021-09-01 | |
| 10 | -93% | -45% | -65% | -19% | -68% | -95% | -71% | 2021-09-01 | |
| 11 | -49% | +18% | +99% | +38% | -41% | -83% | -56% | 2021-09-01 | |
| 12 | -62% | +10% | -48% | +50% | -29% | -89% | -42% | 2021-09-01 | |
| 13 | -71% | -75% | -81% | -78% | -56% | -85% | -83% | 2021-09-01 | |
| 14 | -18% | +0% | -10% | +0% | +0% | -26% | +0% | 2026-07-02 | |
| 15 | -80% | -25% | -37% | -4% | -66% | -92% | -78% | 2021-09-01 | |
| 16 | -82% | +111% | +104% | +171% | -60% | -96% | -60% | 2021-09-01 | |
| 17 | -71% | +21% | +160% | +70% | -46% | -93% | -65% | 2021-09-01 | |
| 18 | -55% | +66% | +431% | +41% | -32% | -95% | -77% | 2021-09-01 | |
| 19 | -45% | +341% | +127% | +137% | +15% | -88% | -62% | 2023-05-03 | |
| 20 | -27% | -15% | +371% | +94% | +30% | -95% | -51% | 2021-09-01 | |
| 21 | -59% | -69% | -31% | -14% | -51% | -80% | -58% | 2024-04-11 | |
| 22 | -64% | +6% | -36% | -19% | +5% | -77% | -29% | 2025-10-06 | |
| 23 | -70% | -21% | -62% | -40% | -47% | -88% | -76% | 2021-09-01 | |
| 24 | -97% | -15% | -67% | -12% | -58% | -99% | -65% | 2021-09-01 | |
| 25 | -76% | +0% | -36% | -14% | +0% | -79% | -19% | 2025-09-01 | |
| 26 | -60% | -45% | -18% | -29% | +1% | -80% | -41% | 2025-04-11 | |
| 27 | -31% | +74% | +29% | +17% | +1% | -86% | -49% | 2025-09-11 | |
| 28 | +23% | -21% | +16% | -10% | +5% | -51% | -32% | 2025-10-03 | |
| 29 | -96% | +11% | -64% | -58% | -44% | -97% | -84% | 2021-09-01 | |
| 30 | -81% | -5% | +36% | +39% | -73% | -98% | -79% | 2023-07-24 | |
| 31 | -80% | +124% | -36% | +94% | -74% | -95% | -53% | 2024-04-02 | |
| 32 | -7% | +136% | +916% | +291% | +6% | -91% | -62% | 2023-05-05 | |
| 33 | -19% | -15% | 0% | -18% | -34% | -46% | -29% | 2025-09-17 | |
| 34 | +0% | -1% | -2% | -1% | -1% | 0% | -1% | 2025-08-13 | |
| 35 | 0% | 0% | -1% | -1% | +0% | 0% | -1% | 2026-01-13 | |
| 36 | -88% | -59% | -32% | +3% | -58% | -92% | -43% | 2021-09-01 | |
| 37 | -76% | -17% | +59% | -39% | -23% | -90% | -64% | 2024-09-13 | |
| 38 | -89% | +60% | -34% | -31% | -45% | -97% | -74% | 2023-03-23 | |
| 39 | -64% | -35% | -16% | +10% | -86% | -89% | -52% | 2021-09-01 | |
| 40 | -93% | -43% | -55% | +77% | -43% | -97% | -46% | 2021-09-01 | |
| 41 | -91% | +40% | +57% | +43% | -69% | -97% | -58% | 2021-09-01 | |
| 42 | +35% | -35% | +4% | -57% | +6% | -80% | -75% | 2021-09-01 | |
| 43 | -64% | -2% | +98% | +67% | -11% | -78% | -26% | 2022-04-29 | |
| 44 | -65% | -61% | +7% | -78% | -62% | -92% | -81% | 2024-01-31 | |
| 45 | -78% | -37% | -25% | -64% | +0% | -88% | -70% | 2024-07-26 | |
| 46 | -75% | +238% | -22% | -42% | -53% | -93% | -81% | 2021-09-01 | |
| 47 | -91% | -30% | +128% | -5% | -75% | -96% | -59% | 2021-09-01 | |
| 48 | -95% | +96% | +297% | -12% | -44% | -98% | -64% | 2021-09-01 | |
| 49 | -99% | -53% | -31% | -64% | -57% | -99% | -83% | 2021-09-01 | |
| 50 | -80% | -41% | +21% | -20% | +1% | -96% | -64% | 2024-03-18 | |
| 51 | -55% | +665% | -26% | +92% | +533% | -95% | -74% | 2021-09-01 | |
| 52 | -96% | -34% | -59% | -16% | +0% | -97% | -26% | 2025-01-19 | |
| 54 | -91% | +14% | -40% | +20% | -48% | -97% | -76% | 2022-10-19 | |
| 55 | -85% | +157% | +452% | -9% | -84% | -97% | -73% | 2021-09-01 | |
| 56 | -82% | +268% | +132% | +94% | -42% | -97% | -70% | 2021-09-01 | |
| 57 | -73% | +50% | +144% | +89% | -47% | -91% | -47% | 2024-12-17 | |
| 58 | -46% | +70% | -24% | -11% | +47% | -79% | -56% | 2025-09-29 | |
| 59 | +236% | -8% | +389% | +438% | -1% | -85% | -32% | 2026-01-07 | |
| 60 | +25% | -54% | -22% | -44% | -3% | -79% | -54% | 2025-04-11 | |
| 61 | -89% | -43% | -69% | -83% | -34% | -97% | -85% | 2024-02-02 | |
| 62 | -76% | +579% | +547% | +409% | +198% | -96% | -69% | 2021-09-01 | |
| 63 | -52% | +0% | -26% | +0% | +0% | -67% | +0% | 2026-03-11 | |
| 64 | -69% | -58% | -70% | -61% | -3% | -90% | -72% | 2024-06-20 | |
| 65 | -83% | -43% | -85% | -46% | +0% | -99% | -58% | 2023-10-31 | |
| 66 | -89% | +1,134% | +3,443% | +670% | +200% | -99% | -74% | 2021-09-01 | |
| 67 | +135% | -46% | +104% | +211% | -25% | -85% | -47% | 2023-07-03 | |
| 68 | -48% | +99% | +110% | -10% | +40% | -88% | -58% | 2021-09-01 | |
| 69 | -74% | -62% | +76% | +104% | -77% | -96% | -67% | 2023-08-15 | |
| 70 | -81% | -48% | -34% | +54% | -52% | -94% | -64% | 2022-05-09 | |
| 71 | -61% | -47% | +76% | -1% | -7% | -86% | -66% | 2021-09-01 | |
| 72 | -91% | -55% | -67% | -80% | -76% | -95% | -88% | 2021-09-01 | |
| 73 | -95% | -42% | -68% | +2% | -44% | -98% | -45% | 2021-09-01 | |
| 74 | -88% | +101% | -5% | +38% | -79% | -94% | -76% | 2022-09-09 | |
| 75 | +47% | -26% | +121% | +56% | -8% | -70% | -39% | 2025-11-03 | |
| 76 | -84% | +201% | -2% | +196% | -16% | -97% | -78% | 2021-09-01 | |
| 77 | -88% | -27% | +213% | +0% | -61% | -96% | -56% | 2023-12-15 | |
| 78 | -3% | -4% | -66% | -35% | +0% | -81% | -47% | 2025-05-06 | |
| 79 | -93% | -36% | -65% | -40% | +0% | -96% | -45% | 2025-09-25 | |
| 80 | -92% | -36% | +34% | -39% | -48% | -95% | -66% | 2021-11-10 | |
| 81 | -46% | -1% | +10% | +62% | -70% | -87% | -56% | 2021-09-01 | |
| 82 | -48% | +74% | +651% | +96% | +40% | -94% | -78% | 2023-05-05 | |
| 83 | -92% | +87% | -47% | +34% | +50% | -98% | -72% | 2022-06-01 | |
| 84 | -98% | -47% | -70% | -78% | -36% | -99% | -81% | 2024-02-20 | |
| 85 | -82% | -75% | -80% | +50% | -71% | -95% | -59% | 2023-12-07 | |
| 86 | -98% | +63% | +268% | -21% | -34% | -99% | -60% | 2021-09-01 | |
| 87 | -99% | -49% | -72% | -67% | -30% | -99% | -78% | 2024-01-04 | |
| 88 | -87% | -41% | -66% | -18% | -36% | -97% | -55% | 2024-03-05 | |
| 89 | -98% | +7% | +396% | -5% | +37% | -99% | -82% | 2021-11-22 | |
| 90 | -96% | -10% | -66% | -34% | -75% | -97% | -64% | 2021-09-01 | |
| 91 | -95% | -49% | +172% | -37% | -79% | -98% | -70% | 2021-12-23 | |
| 92 | -79% | -23% | -55% | -62% | -4% | -94% | -72% | 2024-10-31 | |
| 93 | -96% | -16% | -46% | +2% | -72% | -98% | -65% | 2021-09-01 | |
| 94 | -95% | -59% | -76% | -69% | -37% | -97% | -79% | 2024-10-01 | |
| 95 | -95% | -16% | -26% | -56% | +190% | -98% | -86% | 2021-09-01 | |
| 96 | -98% | -22% | +58% | -26% | -23% | -99% | -63% | 2021-09-01 | |
| 97 | -97% | +51% | +74% | +25% | -49% | -99% | -62% | 2021-09-01 | |
| 98 | -92% | -13% | -54% | -30% | +0% | -92% | -32% | 2025-10-02 |