EMA12/26 ATR3.0 RR- XAUUSDm M15
XAUUSDm M15 · 2022-06-06 → 2026-08-29 · 99,972 bars
Return
-28.3%
$-2,827
Expectancy
-0.001R
Profit Factor
0.94
Max Drawdown
61.1%
$6,146
Return / DD
-0.46
ยิ่งสูงยิ่งดี
Win Rate
27.9%
524W / 1357L
เทียบ Buy & Hold
strategy -28.3%buy & hold 151.8%ส่วนต่าง -180.1%
Equity Curve
Drawdown (%)
Drawdown หนักสุด 61.06% เมื่อ 2025-04-14 · แสดง 802 จาก 1882 จุด
แยกตามปี
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| 2022 | 273 | 26.4% | -2,137.27 | 0.79 | -0.082R |
| 2023 | 484 | 26.7% | -2,013.57 | 0.85 | -0.055R |
| 2024 | 462 | 24.7% | -1,409.13 | 0.86 | -0.050R |
| 2025 | 413 | 30.8% | 224.44 | 1.04 | +0.017R |
| 2026 | 249 | 32.9% | 2,508.48 | 1.61 | +0.256R |
Long vs Short
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| buy | 907 | 29.8% | 844.54 | 1.04 | +0.066R |
| sell | 974 | 26.1% | -3,671.59 | 0.85 | -0.063R |
Exit Reason
| Label | N | WR | Net | PF | Exp |
|---|---|---|---|---|---|
| END_OF_DATA | 1 | 100.0% | 89.89 | — | +2.001R |
| SIGNAL | 1523 | 34.3% | 17,209.00 | 1.71 | +0.236R |
| SL | 357 | 0.0% | -20,125.94 | 0.00 | -1.015R |
Config
balance $10,000 · risk 1% · spread 197pt · commission 0/lot · slippage 0pt
{
"rr": 0,
"fast": 12,
"name": "ema_cross",
"slow": 26,
"atr_mult": 3,
"atr_period": 14,
"exit_on_cross": true
}