The strategy buys 1 contract when the close is at least 5% above the close 48 bars earlier and no position is open. Each trade has a 1.5% stop loss and a 3.5% profit target measured from the fill price.
Best run of 18. EUR/USD, 3 min, spread 1, from run pf:2026-10-12-EURUSD-3m.tsv:6.
| Period | Up to 2026-10-12 |
| Instrument | EUR/USD, 3 minutes |
| Spread | 1 points |
| Starting capital | 1,000,000 |
| Costs | Spread only. Commissions and overnight financing are not included. |
| Bars | Up to 200,000 bars, fewer where the instrument has less history |
| Last tested | 2026-10-12 |
Every run
| Market | Timeframe | PF | Trades | Win % | Net | Max DD |
|---|---|---|---|---|---|---|
| EUR/USDBest run | 3 min | 2.60 | 104 | 57.69 | 151,879 USD | -15,685 |
| USD/JPY | Daily | n/a | 240 | 33.33 | 439,400 USD | -313,680 |
| EUR/USD | 2 min | n/a | 70 | 55.71 | 93,471 USD | -8,576 |
| EUR/USD | 5 min | n/a | 65 | 52.31 | 73,035 USD | -10,884 |
| EUR/USD | 15 min | n/a | 29 | 55.17 | 37,801 USD | -8,565 |
| EUR/USD | 10 min | n/a | 37 | 48.65 | 33,201 USD | -15,027 |
| Silver | 4 hours | n/a | 977 | 31.63 | 18,282 USD | -18,133 |
| EUR/USD | 4 hours | n/a | 26 | 42.31 | 18,090 USD | -11,158 |
| Nikkei 225 | Daily | n/a | 759 | 32.81 | 16,164 USD | -11,273 |
| EUR/USD | 30 min | n/a | 14 | 50.00 | 13,721 USD | -4,284 |
| Dow Jones | Daily | n/a | 744 | 30.38 | 8,840 EUR | -4,725 |
| Nasdaq 100 | Daily | n/a | 1,381 | 22.74 | 8,038 EUR | -4,014 |
| DAX 40 | 4 hours | n/a | 246 | 32.93 | 5,627 EUR | -2,465 |
| Gold | Daily | n/a | 952 | 32.04 | 2,809 EUR | -725 |
| Dow Jones | 5 min | n/a | 1 | 100.00 | 1,383 EUR | -515 |
| Dow Jones | 3 min | n/a | 1 | 100.00 | 1,382 EUR | -665 |
| DAX 40 | 10 min | n/a | 2 | 50.00 | 406 EUR | -323 |
| Gold | 30 min | n/a | 17 | 35.29 | 313 EUR | -232 |
Charts
Top 10 of 18 runs. The full list is in the table above.
The code
// ============================================================== // 48 Bar Percent Breakout // ProRealAlgos Strategy Library | prorealalgos.com // Type: Breakout // Direction: Long only // Timeframe tested: 3 minutes // ============================================================== DEFPARAM CumulateOrders = false chg = ((close - close[48]) / close[48]) * 100
9 more lines: the entry and exit rules.
Setup
Questions
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.
It was tested on 18 market and timeframe combinations. The best run was EUR/USD, 3 minutes, with a profit factor of 2.60 over 104 trades.
The best run had a maximum drawdown of 15,685 USD at the tested position size, against a net result of 151,879 USD.
It only takes long trades.
Related
The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.