EMA12/26 ATR1.5 RR- XAUUSDm M15
XAUUSDm M15 · 2022-06-06 → 2026-08-29 · 99,972 bars
Return
-12.4%
$-1,239
Expectancy
+0.027R
Profit Factor
0.98
Max Drawdown
80.6%
$8,093
Return / DD
-0.15
ยิ่งสูงยิ่งดี
Win Rate
22.6%
547W / 1871L
เทียบ Buy & Hold
strategy -12.4%buy & hold 151.8%ส่วนต่าง -164.2%
Equity Curve
Drawdown (%)
Drawdown หนักสุด 80.64% เมื่อ 2025-04-07 · แสดง 801 จาก 2419 จุด
แยกตามปี
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| 2022 | 350 | 19.4% | -4,028.01 | 0.78 | -0.122R |
| 2023 | 609 | 20.0% | -3,003.81 | 0.81 | -0.094R |
| 2024 | 578 | 21.3% | 199.89 | 1.02 | +0.036R |
| 2025 | 538 | 25.5% | 920.65 | 1.10 | +0.093R |
| 2026 | 343 | 28.3% | 4,672.35 | 1.43 | +0.278R |
Long vs Short
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| buy | 1282 | 24.9% | 4,688.00 | 1.15 | +0.165R |
| sell | 1136 | 20.1% | -5,926.93 | 0.82 | -0.128R |
Exit Reason
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| SIGNAL | 1020 | 53.5% | 53,191.83 | 6.65 | +1.475R |
| SL | 1398 | 0.1% | -54,430.76 | 0.00 | -1.029R |
Config
balance $10,000 · risk 1% · spread 197pt · commission 0/lot · slippage 20pt
{
"rr": 0,
"fast": 12,
"name": "ema_cross",
"slow": 26,
"atr_mult": 1.5,
"atr_period": 14,
"exit_on_cross": true
}