EMA20/50 ATR1.5 +D1(ema) SHORT XAUUSDm H1
XAUUSDm H1 · 2018-06-12 → 2026-08-29 · 48,439 bars
Return
-19.8%
$-1,978
Expectancy
-0.141R
Profit Factor
0.81
Max Drawdown
24.6%
$2,572
Return / DD
-0.80
ยิ่งสูงยิ่งดี
Win Rate
18.0%
27W / 123L
เทียบ Buy & Hold
strategy -19.8%buy & hold 261.1%ส่วนต่าง -280.9%
Equity Curve
Drawdown (%)
Drawdown หนักสุด 24.61% เมื่อ 2026-06-04 · แสดง 151 จาก 151 จุด
แยกตามปี
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| 2018 | 11 | 27.3% | -464.80 | 0.43 | -0.429R |
| 2019 | 16 | 6.3% | -1,265.37 | 0.09 | -0.899R |
| 2020 | 9 | 33.3% | 621.62 | 2.34 | +0.842R |
| 2021 | 37 | 18.9% | 213.98 | 1.08 | +0.101R |
| 2022 | 28 | 17.9% | 361.11 | 1.18 | +0.194R |
| 2023 | 14 | 28.6% | -80.15 | 0.91 | -0.053R |
| 2024 | 8 | 0.0% | -710.13 | 0.00 | -1.028R |
| 2025 | 1 | 0.0% | -88.40 | 0.00 | -1.029R |
| 2026 | 26 | 15.4% | -566.12 | 0.62 | -0.342R |
Long vs Short
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| sell | 150 | 18.0% | -1,978.26 | 0.81 | -0.141R |
Exit Reason
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| SIGNAL | 42 | 64.3% | 7,714.98 | 10.89 | +2.161R |
| SL | 108 | 0.0% | -9,693.24 | 0.00 | -1.037R |
Config
balance $10,000 · risk 1% · spread 225pt · commission 0/lot · slippage 0pt
{
"rr": 0,
"htf": "D1",
"fast": 20,
"name": "ema_cross",
"slow": 50,
"atr_mult": 1.5,
"htf_fast": 50,
"htf_mode": "ema",
"htf_slow": 50,
"atr_period": 14,
"fixed_risk": false,
"allow_longs": false,
"allow_shorts": true,
"exit_on_cross": true
}