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Strategies / Trend / 200-Period Average Downside Crossover

200-Period Average Downside Crossover

Sells short when the close crosses under its 200-period simple moving average, and closes the short when it crosses back above. No long positions are opened.

TrendShort onlySwingEUR/USDDaily
1.91Profit factor
8,465Net profit USD
18.38%Win rate
185Trades
-3,415Max drawdown
45.75Avg trade

Best run of 2. EUR/USD, Daily, spread 1.2, from run pf:2026-10-10-EURUSD-D.tsv:9.

Entry rules, short

Exit rules

  1. The close crosses over the 200-period simple moving average, and the short position is closed at market.

Test conditions

PeriodUp to 2026-10-10
InstrumentEUR/USD, Daily
Spread1.2 points
Starting capital1,000,000
CostsSpread only. Commissions and overnight financing are not included.
BarsUp to 200,000 bars, fewer where the instrument has less history
Last tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest runDaily1.91 18518.388,465 USD-3,415
GBP/USDDaily1.55 18615.055,905 USD-3,044

Charts

Results by run

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// 200-Period Average Downside Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Short only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

19 more lines: the entry and exit rules.

Setup

How to load it

  1. Copy the code with the copy button on the code block.
  2. In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
  3. Paste the code, give the system a name and save it.
  4. Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

SMA
Read this firstKnown weaknesses2 points
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run 200-Period Average Downside Crossover in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 2 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.91 over 185 trades.

How large was the drawdown?

The best run had a maximum drawdown of 3,415 USD at the tested position size, against a net result of 8,465 USD.

Does it trade long, short or both?

It only takes short trades.

Related

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Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.comStatsDocs