Strategies / Trend / EMA 100/200 Band Trend Long

EMA 100/200 Band Trend Long

The system holds 1 contract long while the 100-period EMA stays above the 200-period EMA, and goes flat when it falls below. Between the two levels it keeps its current position unchanged.

TrendLong onlyIntradayNasdaq 10030 min

n/aProfit factor

6,177Net profit EUR

41.72%Win rate

302Trades

-5,717Max drawdown

20.45Avg trade

Best run of 48. Nasdaq 100, 30 min, spread 3, from run sweeps:2026-10-04-NAS100-30m-opt.tsv:25.

Entry rules, long

Exit rules

The trade closes at market when the 100-period EMA falls below 0.999 times the 200-period EMA.

Test conditions

Period	Up to 2026-10-04
Instrument	Nasdaq 100, 30 minutes
Spread	3 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
Nasdaq 100Best run	30 min	n/a	302	41.72	6,177 EUR	-5,717
USD/JPY	Daily	n/a	17	52.94	847,940 USD	-510,700
USD/JPY	1 hour	n/a	162	41.98	701,940 USD	-224,780
USD/JPY	4 hours	n/a	53	35.85	437,510 USD	-287,220
USD/JPY	10 min	n/a	132	41.67	256,480 USD	-220,640
Nikkei 225	Daily	n/a	19	42.11	54,654 USD	-16,697
EUR/USD	Daily	n/a	19	47.37	46,520 USD	-37,140
Dow Jones	Daily	n/a	23	65.22	34,411 EUR	-9,870
Silver	15 min	n/a	276	34.78	30,122 USD	-10,942
EUR/USD	3 min	n/a	30	40.00	28,990 USD	-27,477
Nasdaq 100	Daily	n/a	15	73.33	27,797 EUR	-5,520
Nikkei 225	30 min	n/a	280	42.86	25,881 USD	-13,970
Nikkei 225	4 hours	n/a	49	30.61	25,793 USD	-12,496
Nikkei 225	1 hour	n/a	155	38.06	25,428 USD	-10,176
DAX 40	Daily	n/a	26	57.69	16,923 EUR	-7,699
Nasdaq 100	4 hours	n/a	58	58.62	16,747 EUR	-3,352
Dow Jones	4 hours	n/a	16	50.00	16,230 EUR	-6,535
Nikkei 225	3 min	n/a	177	43.50	14,589 USD	-11,323
Nikkei 225	10 min	n/a	239	37.24	13,201 USD	-11,345
Nasdaq 100	1 hour	n/a	197	41.62	12,246 EUR	-6,078
Dow Jones	30 min	n/a	106	44.34	11,839 EUR	-5,395
DAX 40	1 hour	n/a	169	42.01	10,775 EUR	-3,702
Nasdaq 100	15 min	n/a	252	41.27	10,363 EUR	-4,914
Dow Jones	15 min	n/a	181	40.33	8,759 EUR	-7,382
Nasdaq 100	5 min	n/a	165	41.21	8,390 EUR	-3,432
DAX 40	4 hours	n/a	55	43.64	7,231 EUR	-4,250
FTSE 100	Daily	n/a	18	61.11	6,791 EUR	-2,302
DAX 40	30 min	n/a	288	35.42	6,271 EUR	-3,533
DAX 40	5 min	n/a	141	42.55	6,028 EUR	-1,936
S&P 500	Daily	n/a	18	88.89	5,847 EUR	-1,238
Nasdaq 100	10 min	n/a	225	38.22	5,818 EUR	-4,438
US Crude Oil	30 min	n/a	273	35.90	5,685 EUR	-4,956
S&P 500	4 hours	n/a	48	54.17	4,066 EUR	-911
Nasdaq 100	3 min	n/a	149	39.60	3,304 EUR	-3,149
Gold	Daily	n/a	18	38.89	3,299 EUR	-1,741
Brent Crude	3 min	n/a	218	38.07	3,024 EUR	-2,448
S&P 500	1 hour	n/a	181	43.65	2,992 EUR	-886
Gold	4 hours	n/a	55	41.82	2,735 EUR	-1,243
Gold	30 min	n/a	252	34.92	2,635 EUR	-1,192
Gold	15 min	n/a	210	38.10	2,614 EUR	-899
S&P 500	30 min	n/a	253	45.06	2,480 EUR	-1,127
Gold	10 min	n/a	198	40.91	2,013 EUR	-828
Gold	1 hour	n/a	187	39.57	1,946 EUR	-1,365
S&P 500	15 min	n/a	219	44.29	1,908 EUR	-1,357
Gold	5 min	n/a	164	45.12	1,721 EUR	-968
Gold	3 min	n/a	157	39.49	1,522 EUR	-1,052
FTSE 100	15 min	n/a	202	41.09	1,494 EUR	-1,375
Gold	2 min	n/a	140	41.43	1,375 EUR	-812

Charts

Results by run

Top 10 of 48 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA 100/200 Band Trend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[100](close)
slow = ExponentialAverage[200](close)

9 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

EMA

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 5,716 EUR is large next to the net profit of 6,177 EUR.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run EMA 100/200 Band Trend 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 48 market and timeframe combinations. The best run by trade count was Nasdaq 100, 30 minutes, with 302 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,716 EUR at the tested position size, against a net result of 6,177 EUR.

Does it trade long, short or both?

It only takes long trades.

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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.com Stats Docs