Hi Bastien,
It looks like you've covered your bases. I normally run SQL queries in the database to make sure I have not made a mistake (in terms of having the rates).
A suggestion might be to copy just your income statement to a future period (or separate category), input some exchange rates, and see what the Stored Procedure comes returns when you run it.
There is a log file that it creates in the SQL database.
Regards
Nick