Strategies / Trend / EMA 21 55 Crossover

EMA 21 55 Crossover

Buys when the 21 period EMA crosses up through the 55 period EMA. Closes the long when the 21 period EMA falls back below the 55 period EMA.

TrendLong onlyIntradayGold3 min

n/aProfit factor

1,054Net profit EUR

27.89%Win rate

1,861Trades

-639Max drawdown

0.57Avg trade

Best run of 36. Gold, 3 min, spread 0.6, from run sweeps:2026-10-04-GOLD-3m-opt.tsv:8.

Entry rules, long

Signals are only checked after bar 60.

Exit rules

The 21 period EMA falls below the 55 period EMA, closing the long.

Test conditions

Period	Up to 2026-10-04
Instrument	Gold, 3 minutes
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	3 min	n/a	1,861	27.89	1,054 EUR	-639
USD/JPY	Daily	n/a	101	35.64	1,399,740 USD	-477,480
USD/JPY	30 min	n/a	1,696	31.60	734,330 USD	-209,550
USD/JPY	10 min	n/a	1,767	31.07	389,690 USD	-120,610
USD/JPY	15 min	n/a	1,770	30.23	380,820 USD	-161,870
Nikkei 225	Daily	n/a	91	35.16	44,899 USD	-15,247
Nikkei 225	4 hours	n/a	231	35.50	32,750 USD	-8,331
Nikkei 225	1 hour	n/a	892	31.61	25,632 USD	-12,534
Dow Jones	Daily	n/a	128	37.50	24,022 EUR	-8,131
Nasdaq 100	Daily	n/a	95	48.42	19,642 EUR	-3,201
Nikkei 225	2 min	n/a	1,736	30.41	19,163 USD	-7,526
Nikkei 225	3 min	n/a	1,767	29.82	13,258 USD	-7,982
Nasdaq 100	30 min	n/a	1,699	32.90	12,729 EUR	-4,093
US Crude Oil	Daily	n/a	98	37.76	12,036 EUR	-5,799
DAX 40	4 hours	n/a	281	33.45	10,863 EUR	-3,365
Nasdaq 100	1 hour	n/a	1,038	33.82	10,327 EUR	-4,632
DAX 40	Daily	n/a	138	36.23	10,178 EUR	-5,478
Dow Jones	1 hour	n/a	354	34.18	9,721 EUR	-5,792
Nasdaq 100	4 hours	n/a	281	38.79	9,549 EUR	-6,079
Dow Jones	4 hours	n/a	96	39.58	9,225 EUR	-6,974
Nasdaq 100	5 min	n/a	1,725	29.57	8,281 EUR	-4,051
Nasdaq 100	15 min	n/a	1,739	31.57	8,213 EUR	-3,529
DAX 40	30 min	n/a	1,739	31.28	7,966 EUR	-4,767
DAX 40	15 min	n/a	1,739	29.67	6,672 EUR	-3,600
Brent Crude	Daily	n/a	45	37.78	6,014 EUR	-5,482
S&P 500	Daily	n/a	127	40.16	4,620 EUR	-1,162
DAX 40	10 min	n/a	1,782	29.18	3,850 EUR	-3,440
S&P 500	4 hours	n/a	277	37.55	2,867 EUR	-886
Gold	30 min	n/a	1,709	30.13	2,865 EUR	-994
Gold	Daily	n/a	126	34.13	2,840 EUR	-1,306
Gold	1 hour	n/a	1,025	32.98	2,758 EUR	-1,235
Gold	4 hours	n/a	286	31.12	1,910 EUR	-1,615
Gold	15 min	n/a	1,789	28.17	1,855 EUR	-798
S&P 500	1 hour	n/a	1,077	35.75	1,679 EUR	-1,200
Gold	10 min	n/a	1,812	27.37	1,500 EUR	-899
Gold	5 min	n/a	1,826	29.57	1,399 EUR	-940

Charts

Results by run

Top 10 of 36 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA 21 55 Crossover
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 3 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trend = -1

emaslow = ExponentialAverage[55](close)
emafast = ExponentialAverage[21](close)
prev = trend

14 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 639 EUR is large next to the net profit of 1,054 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 21 55 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 36 market and timeframe combinations. The best run by trade count was Gold, 3 minutes, with 1,861 trades.

How large was the drawdown?

The best run had a maximum drawdown of 639 EUR at the tested position size, against a net result of 1,054 EUR.

Does it trade long, short or both?

It only takes long trades.

Reversal Pattern With Chaikin Volatility

Uses the same indicator.

2.26 PF · 6,872 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

ADX Filtered EMA Cross

Also a trend strategy.

1.15 PF · 607 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

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