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Strategies / Trend / EMA 5 32 Fixed Percent Bracket

EMA 5 32 Fixed Percent Bracket

Buys when the 5-period EMA crosses above the 32-period EMA and sells short when it crosses below. Every position has a 5% stop loss and a 10% profit target from the entry price, and an opposite cross reverses the trade.

TrendLong & shortSwingEUR/USDDaily
1.57Profit factor
276,706Net profit USD
32.50%Win rate
557Trades
-40,091Max drawdown
497Avg trade

Best run of 13. EUR/USD, Daily, spread 1, from run pf:2026-10-12-EURUSD-D.tsv:5.

Entry rules, long

  1. The 5-period EMA crosses over the 32-period EMA

Entry rules, short

  1. The 5-period EMA crosses under the 32-period EMA

Exit rules

  2. An opposite signal reverses the trade

Test conditions

PeriodUp to 2026-10-12
InstrumentEUR/USD, Daily
Spread1 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 tested2026-10-12

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
EUR/USDBest runDaily1.57 55732.50276,706 USD-40,091
USD/JPYDaily1.39 62927.662,672,810 USD-519,100
US Crude OilDaily1.27 55231.8816,126 EUR-3,320
USD/JPY1 hourn/a 6,42726.31730,670 USD-342,980
EUR/USD3 minn/a 10,37521.30238,616 USD-111,243
EUR/USD2 minn/a 10,55819.53226,309 USD-131,431
EUR/USD5 minn/a 10,20822.04118,215 USD-85,183
Silver4 hoursn/a 1,45724.7826,634 USD-11,881
Dow JonesDailyn/a 66527.5220,696 EUR-10,286
Dow Jones4 hoursn/a 47429.9614,943 EUR-7,896
DAX 40Dailyn/a 67728.215,403 EUR-5,311
Gold4 hoursn/a 1,41627.972,695 EUR-866
GoldDailyn/a 66126.932,412 EUR-699

Charts

Results by run

Top 10 of 13 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

// ==============================================================
// EMA 5 32 Fixed Percent Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[5](close)
slow = ExponentialAverage[32](close)

14 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

EMA
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 EMA 5 32 Fixed Percent Bracket 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 13 market and timeframe combinations. The best run was EUR/USD, Daily, with a profit factor of 1.57 over 557 trades.

How large was the drawdown?

The best run had a maximum drawdown of 40,091 USD at the tested position size, against a net result of 276,706 USD.

Does it trade long, short or both?

It trades both long and short.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

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.comStatsDocs