Backtests
22 รายการ · รันผ่าน scripts\run_backtest.py
วิธีอ่านตาราง
· Ret/DD = ผลตอบแทนหารด้วย drawdown — ตัวเลขนี้บอกคุณภาพหลังปรับความเสี่ยงแล้ว ดีกว่าดู return อย่างเดียว· Max DD เกิน 30% แปลว่ายากที่จะถือผ่านได้จริง
· Expectancy ต่ำกว่า +0.2R ถือว่าบางเกินกว่าจะทนต้นทุนจริง
| id | Name | N | WR | Expectancy | PF | Return | Max DD | Ret/DD |
|---|---|---|---|---|---|---|---|---|
| 22 | EMA20/50 ATR1.5 +D1(ema) LONG BTCUSDm H1 2018-06-12 → 2026-08-29 | 276 | 20.3% | +0.363R | 1.23 | 126.8% | 45.1% | 2.81 |
| 21 | EMA20/50 ATR1.5 +D1(ema) LONG XAUUSDm H1 2018-06-12 → 2026-08-29 | 285 | 22.8% | +0.391R | 1.52 | 151.0% | 26.5% | 5.70 |
| 20 | EMA25/60 ATR1.5 +D1(ema) LONG XAUUSDm H1 2018-06-12 → 2026-08-29 | 192 | 20.8% | +0.482R | 1.59 | 114.1% | 35.0% | 3.26 |
| 19 | EMA15/40 ATR1.5 +D1(ema) LONG XAUUSDm H1 2018-06-12 → 2026-08-29 | 323 | 23.5% | +0.306R | 1.50 | 131.9% | 23.3% | 5.67 |
| 18 | EMA20/50 ATR1.5 +D1(ema) LONG XAUUSDm H1 2018-06-12 → 2026-08-29 | 248 | 22.2% | +0.493R | 1.66 | 176.8% | 23.4% | 7.54 |
| 17 | EMA20/50 ATR1.5 +D1(ema) LONG fixR XAUUSDm H1 2018-06-12 → 2026-08-29 | 248 | 22.2% | +0.500R | 1.69 | 118.5% | 22.6% | 5.25 |
| 16 | EMA20/50 ATR1.5 +D1(ema) SHORT XAUUSDm H1 2018-06-12 → 2026-08-29 | 150 | 18.0% | -0.141R | 0.81 | -19.8% | 24.6% | -0.80 |
| 15 | EMA20/50 ATR1.5 +D1(ema) LONG XAUUSDm H1 2018-06-12 → 2026-08-29 | 248 | 22.2% | +0.500R | 1.67 | 185.1% | 22.5% | 8.23 |
| 14 | EMA12/26 ATR1.5 +H4(ema) XAUUSDm M15 2022-06-06 → 2026-08-29 | 1570 | 23.4% | +0.093R | 1.18 | 156.9% | 68.4% | 2.29 |
| 13 | EMA20/50 ATR1.5 +D1(ema) XAUUSDm H1 2018-06-12 → 2026-08-29 | 398 | 20.6% | +0.258R | 1.29 | 121.7% | 29.7% | 4.10 |
| 12 | EMA12/26 ATR1.5 +D1(ema) XAUUSDm M15 2022-06-06 → 2026-08-29 | 1602 | 24.3% | +0.127R | 1.29 | 339.5% | 68.0% | 4.99 |
| 11 | EMA12/26 ATR1.5 +H4(ema) XAUUSDm M15 2022-06-06 → 2026-08-29 | 1570 | 23.5% | +0.103R | 1.21 | 191.1% | 66.5% | 2.87 |
| 10 | EMA12/26 ATR1.5 XAUUSDm M15 2022-06-06 → 2026-08-29 | 2420 | 22.8% | +0.039R | 1.02 | 15.1% | 78.1% | 0.19 |
| 9 | EMA20/50 ATR1.5 RR- XAUUSDm H1 2018-06-12 → 2026-08-29 | 717 | 19.4% | +0.085R | 1.06 | 35.5% | 46.1% | 0.77 |
| 8 | EMA12/26 ATR1.5 RR- XAUUSDm M15 2022-06-06 → 2026-08-29 | 2418 | 22.6% | +0.027R | 0.98 | -12.4% | 80.6% | -0.15 |
| 7 | EMA12/26 ATR3.0 RR- XAUUSDm M15 2022-06-06 → 2026-08-29 | 1881 | 27.9% | -0.001R | 0.94 | -28.3% | 61.1% | -0.46 |
| 6 | EMA50/200 ATR1.5 RR- XAUUSDm M15 2022-06-06 → 2026-08-29 | 541 | 12.2% | +0.037R | 0.93 | -22.9% | 59.6% | -0.38 |
| 5 | EMA20/50 ATR1.5 RR- XAUUSDm M15 2022-06-06 → 2026-08-29 | 1476 | 18.4% | +0.004R | 0.92 | -41.3% | 81.0% | -0.51 |
| 4 | EMA10/30 ATR1.5 RR- XAUUSDm M15 2022-06-06 → 2026-08-29 | 2447 | 22.5% | +0.049R | 1.05 | 42.7% | 75.7% | 0.56 |
| 3 | EMA12/26 ATR1.5 RR- XAUUSDm M15 2022-06-06 → 2026-08-29 | 2420 | 22.8% | +0.039R | 1.02 | 15.1% | 78.1% | 0.19 |
| 2 | EMA12/26 ATR1.5 RR3.0 XAUUSDm M15 2026-05-31 → 2026-08-29 | 152 | 31.6% | +0.151R | 1.22 | 22.3% | 11.7% | 1.90 |
| 1 | EMA12/26 ATR1.5 RR- XAUUSDm M15 2026-05-31 → 2026-08-29 | 126 | 30.2% | +0.456R | 1.63 | 61.0% | 8.2% | 7.41 |