I think the war report says it all. Defending with horses is not usually a good idea, except as described in our advanced defense tactics. As you can see here, leaving them in harms way can have devastating consequences (especially when the defender can only heal 10% on this report). A subsequent wave wiped the rest of the cavalry as well as most of the rest of the cataphracts. The defender had full wall defenses with 17,702 archer towers as well.