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Strategies / Trend / EMA Crossover 1% Stop 2% Target

EMA Crossover 1% Stop 2% Target

Buys when the 9-period EMA crosses above the 21-period EMA and sells short when it crosses below. Each trade has a 1% stop loss and a 2% profit target, and an opposite cross reverses the position.

TrendLong & shortSwingUSD/JPY1 hour
1.11Profit factor
1,241,380Net profit USD
29.34%Win rate
6,019Trades
-252,980Max drawdown
206Avg trade

Best run of 9. USD/JPY, 1 hour, spread 1, from run pf:2026-10-12-USDJPY-1h.tsv:6.

Entry rules, long

  1. The 9-period EMA crosses over the 21-period EMA

Entry rules, short

  1. The 9-period EMA crosses under the 21-period EMA

Exit rules

  2. An opposite signal reverses the trade

Test conditions

PeriodUp to 2026-10-12
InstrumentUSD/JPY, 1 hour
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
USD/JPYBest run1 hour1.11 6,01929.341,241,380 USD-252,980
USD/JPYDailyn/a 57933.68640,740 USD-222,610
USD/JPY30 minn/a 8,72127.98506,210 USD-259,550
USD/JPY4 hoursn/a 1,58329.75280,520 USD-275,850
EUR/USDDailyn/a 55135.9372,798 USD-28,580
Dow JonesDailyn/a 63431.559,122 EUR-3,522
GBP/USDDailyn/a 63433.608,205 USD-5,532
Nikkei 225Dailyn/a 47937.168,152 USD-6,073
DAX 401 hourn/a 4,85729.617,422 EUR-3,854

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover 1% Stop 2% Target
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

fast = ExponentialAverage[9](close)
slow = ExponentialAverage[21](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
  • A profit factor of 1.11 leaves little room for costs beyond the spread.
  • Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run EMA Crossover 1% Stop 2% Target 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 9 market and timeframe combinations. The best run was USD/JPY, 1 hour, with a profit factor of 1.11 over 6,019 trades.

How large was the drawdown?

The best run had a maximum drawdown of 252,980 USD at the tested position size, against a net result of 1,241,380 USD.

Does it trade long, short or both?

It trades both long and short.

Related

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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.comStatsDocs