EMA20/50 ATR1.5 RR- XAUUSDm M15
XAUUSDm M15 · 2022-06-06 → 2026-08-29 · 99,948 bars
Return
-41.3%
$-4,128
Expectancy
+0.004R
Profit Factor
0.92
Max Drawdown
81.0%
$8,103
Return / DD
-0.51
ยิ่งสูงยิ่งดี
Win Rate
18.4%
272W / 1204L
เทียบ Buy & Hold
strategy -41.3%buy & hold 151.8%ส่วนต่าง -193.1%
Equity Curve
Drawdown (%)
Drawdown หนักสุด 81.03% เมื่อ 2024-05-22 · แสดง 800 จาก 1477 จุด
แยกตามปี
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| 2022 | 209 | 18.2% | -1,369.42 | 0.90 | -0.034R |
| 2023 | 366 | 16.1% | -5,009.79 | 0.62 | -0.213R |
| 2024 | 349 | 17.8% | -846.55 | 0.88 | -0.051R |
| 2025 | 327 | 20.8% | 1,661.98 | 1.19 | +0.195R |
| 2026 | 225 | 20.0% | 1,436.07 | 1.21 | +0.199R |
Long vs Short
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| buy | 745 | 20.7% | 2,423.21 | 1.10 | +0.169R |
| sell | 731 | 16.1% | -6,550.92 | 0.75 | -0.164R |
Exit Reason
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| SIGNAL | 432 | 62.7% | 41,912.92 | 12.37 | +2.483R |
| SL | 1044 | 0.1% | -46,040.63 | 0.00 | -1.022R |
Config
balance $10,000 · risk 1% · spread 197pt · commission 0/lot · slippage 0pt
{
"rr": 0,
"fast": 20,
"name": "ema_cross",
"slow": 50,
"atr_mult": 1.5,
"atr_period": 14,
"exit_on_cross": true
}