Strategies / Trend / Double Supertrend Long

Double Supertrend Long

The idea buys when the first SuperTrend (ATR 10, factor 3.0) is in an uptrend and no long is open. It sells when the second SuperTrend (factor 5.0) turns to a downtrend, or when a 10% stop loss is hit.

TrendLong onlySwingGoldDaily

2.81Profit factor

3,784Net profit EUR

50.00%Win rate

104Trades

-939Max drawdown

36.38Avg trade

Best run of 46. Gold, Daily, spread 0.6, from run pf:2026-10-04-GOLD-D.tsv:4.

Entry rules, long

No long position is open.

Exit rules

A stop loss 10% below the entry fill price closes the long.

Test conditions

Period	Up to 2026-10-04
Instrument	Gold, Daily
Spread	0.6 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	2026-10-04

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
GoldBest run	Daily	2.81	104	50.00	3,784 EUR	-939
S&P 500	Daily	2.38	115	53.04	5,461 EUR	-1,061
Nasdaq 100	1 hour	1.46	928	50.22	23,794 EUR	-3,837
DAX 40	30 min	1.26	1,430	46.78	22,943 EUR	-4,865
Nasdaq 100	30 min	1.26	1,471	48.67	19,881 EUR	-4,072
S&P 500	30 min	1.24	1,434	49.30	4,296 EUR	-865
Nasdaq 100	15 min	1.22	1,394	46.92	19,108 EUR	-4,433
USD/JPY	30 min	n/a	1,153	46.23	611,880 USD	-280,750
USD/JPY	15 min	n/a	1,167	46.36	558,420 USD	-181,200
USD/JPY	10 min	n/a	1,227	46.13	374,050 USD	-185,880
USD/JPY	1 hour	n/a	814	45.09	371,520 USD	-347,650
Nikkei 225	Daily	n/a	114	45.61	42,431 USD	-20,170
Nikkei 225	5 min	n/a	1,350	45.26	37,708 USD	-11,977
Dow Jones	Daily	n/a	99	52.53	36,086 EUR	-9,576
Nikkei 225	4 hours	n/a	174	55.17	33,160 USD	-16,210
Nikkei 225	15 min	n/a	1,387	44.34	31,510 USD	-12,676
Nikkei 225	3 min	n/a	1,287	44.99	24,742 USD	-15,474
Silver	30 min	n/a	1,169	43.03	24,607 USD	-20,980
Nikkei 225	10 min	n/a	1,370	45.18	23,958 USD	-13,042
Nikkei 225	1 hour	n/a	675	48.00	23,808 USD	-12,264
Nasdaq 100	Daily	n/a	95	62.11	22,401 EUR	-4,841
Dow Jones	1 hour	n/a	293	47.10	21,661 EUR	-10,451
Nikkei 225	30 min	n/a	1,337	45.77	21,263 USD	-14,509
Nikkei 225	2 min	n/a	1,265	42.21	20,500 USD	-11,005
Dow Jones	10 min	n/a	1,314	42.62	16,783 EUR	-7,465
Dow Jones	4 hours	n/a	85	56.47	16,516 EUR	-11,193
DAX 40	Daily	n/a	192	48.44	16,475 EUR	-6,684
Nasdaq 100	10 min	n/a	1,332	44.74	16,444 EUR	-4,835
Dow Jones	15 min	n/a	1,099	45.50	15,419 EUR	-11,751
Dow Jones	30 min	n/a	603	46.43	15,367 EUR	-9,134
DAX 40	1 hour	n/a	816	47.92	14,779 EUR	-6,561
DAX 40	4 hours	n/a	229	52.84	14,644 EUR	-5,326
US Crude Oil	Daily	n/a	129	41.09	12,699 EUR	-7,475
Nasdaq 100	4 hours	n/a	273	53.11	11,693 EUR	-7,008
Nasdaq 100	5 min	n/a	1,241	46.33	11,591 EUR	-5,131
Brent Crude	Daily	n/a	58	36.21	8,587 EUR	-7,587
DAX 40	15 min	n/a	1,348	46.74	7,732 EUR	-6,583
Nasdaq 100	3 min	n/a	1,190	45.63	6,915 EUR	-5,445
S&P 500	1 hour	n/a	909	49.61	4,052 EUR	-1,258
FTSE 100	4 hours	n/a	191	52.88	3,803 EUR	-3,706
Gold	4 hours	n/a	207	43.96	3,534 EUR	-924
S&P 500	10 min	n/a	1,340	44.33	3,071 EUR	-1,107
Gold	1 hour	n/a	725	49.10	2,994 EUR	-1,179
S&P 500	4 hours	n/a	257	51.75	2,875 EUR	-1,727
S&P 500	15 min	n/a	1,395	46.38	2,869 EUR	-1,580
S&P 500	5 min	n/a	1,260	43.65	1,990 EUR	-1,204

Charts

Results by run

Top 10 of 46 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Double Supertrend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE upperone = 0
ONCE lowerone = 0
ONCE dirone = 1
ONCE uppertwo = 0
ONCE lowertwo = 0
ONCE dirtwo = 1

prevdirtwo = dirtwo
mid = (high + low) / 2
atrone = AverageTrueRange[10](close)
atrtwo = AverageTrueRange[10](close)

67 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
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".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

SuperTrendATR

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 1 hour · older data 352.60 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 114,000 bars.

Nasdaq 100 · 1 hour

Bars available	114,000
Net, standard 200,000-bar run	23,794.10 EUR
Net, long run	24,146.70 EUR
Net on the older data alone	352.60 EUR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Double Supertrend Long 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 46 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 2.81 over 104 trades.

How large was the drawdown?

The best run had a maximum drawdown of 939 EUR at the tested position size, against a net result of 3,784 EUR.

Does it trade long, short or both?

It only takes long trades.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

Trend Filter MACD Drop Exit

Also a trend strategy.

2.82 PF · 112 trades

Want strategies that are already part of a live portfolio? Join the ProRealAlgos waitlist.

The ProRealAlgos community gets the full rules, the complete code and the automated portfolio.

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.com Stats Docs