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Strategies / Trend / EMA Crossover Long Only

EMA Crossover Long Only

The strategy buys when the 9-period EMA crosses above the 26-period EMA and closes the long when the 100-period EMA crosses under the 55-period EMA. It uses no stop loss or profit target.

TrendLong onlyIntradayBrent Crude10 min
n/aProfit factor
6,578Net profit EUR
60.58%Win rate
822Trades
-5,758Max drawdown
8.00Avg trade

Best run of 50. Brent Crude, 10 min, spread 3, from run sweeps:2026-10-12-BRENT-10m-opt.tsv:4.

Entry rules, long

  1. When flat, one contract is bought at market.

Exit rules

  1. No stop loss or profit target is set.

Test conditions

PeriodUp to 2026-10-12
InstrumentBrent Crude, 10 minutes
Spread3 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
Brent CrudeBest run10 minn/a 82260.586,578 EUR-5,758
USD/JPY1 hourn/a 57560.35541,680 USD-330,370
USD/JPY30 minn/a 75658.47371,470 USD-334,720
USD/JPY15 minn/a 74558.39262,730 USD-252,150
Nikkei 2254 hoursn/a 10664.1555,506 USD-11,811
Dow JonesDailyn/a 5477.7842,729 EUR-11,142
Nikkei 22530 minn/a 79956.4531,663 USD-11,124
Nikkei 2251 hourn/a 40859.3130,961 USD-12,638
Nikkei 22515 minn/a 80457.8428,148 USD-12,318
Dow Jones15 minn/a 64059.0623,099 EUR-9,937
Nikkei 2253 minn/a 78057.4420,196 USD-11,628
Silver15 minn/a 81655.6420,163 USD-17,204
DAX 40Dailyn/a 5066.0019,987 EUR-6,037
Nasdaq 100Dailyn/a 3375.7619,487 EUR-5,914
Nikkei 2252 minn/a 78358.4919,296 USD-9,552
Nikkei 2255 minn/a 79059.3719,058 USD-14,753
Nasdaq 10030 minn/a 74560.2718,868 EUR-6,588
DAX 401 hourn/a 48267.0118,322 EUR-6,046
Nasdaq 1001 hourn/a 50663.8318,043 EUR-5,733
Dow Jones1 hourn/a 17062.9417,502 EUR-9,285
Nasdaq 1004 hoursn/a 12171.0716,009 EUR-6,188
Nasdaq 10015 minn/a 73960.3515,708 EUR-5,708
DAX 4030 minn/a 80862.5015,310 EUR-4,595
DAX 404 hoursn/a 12167.7713,686 EUR-4,751
Dow Jones30 minn/a 32159.5012,257 EUR-8,931
Nasdaq 10010 minn/a 74559.7310,167 EUR-7,541
Nikkei 2251 minn/a 78158.269,571 USD-9,017
Brent Crude4 hoursn/a 7463.519,175 EUR-6,148
FTSE 100Dailyn/a 4877.089,154 EUR-3,511
DAX 4010 minn/a 77459.177,651 EUR-4,287
GBP/USD1 hourn/a 69660.785,628 USD-5,322
Dow Jones1 minn/a 81456.025,280 EUR-2,559
S&P 500Dailyn/a 4971.434,915 EUR-1,238
Nasdaq 1002 minn/a 77358.994,878 EUR-3,207
Nasdaq 1003 minn/a 74759.714,786 EUR-4,778
FTSE 1001 hourn/a 45160.534,695 EUR-3,210
FTSE 1004 hoursn/a 13663.244,588 EUR-3,166
Nasdaq 1001 minn/a 76958.134,205 EUR-3,122
GoldDailyn/a 4463.644,058 EUR-1,534
S&P 5004 hoursn/a 12567.203,746 EUR-1,400
S&P 50015 minn/a 76261.553,700 EUR-1,259
S&P 5001 hourn/a 49462.553,692 EUR-1,287
FTSE 10030 minn/a 81161.413,598 EUR-1,984
S&P 50030 minn/a 77661.343,095 EUR-1,471
Gold4 hoursn/a 12668.252,638 EUR-1,398
Gold1 hourn/a 45259.292,414 EUR-2,087
Gold15 minn/a 77754.951,854 EUR-1,744
S&P 50010 minn/a 75959.951,621 EUR-1,616
Gold5 minn/a 77659.661,523 EUR-1,438
Gold3 minn/a 80159.431,433 EUR-1,207

Charts

Results by run

Top 10 of 50 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// EMA Crossover Long Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 10 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

emafast = ExponentialAverage[9](close)
emaslow = ExponentialAverage[26](close)
emaexita = ExponentialAverage[100](close)
emaexitb = ExponentialAverage[55](close)

9 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
  • No profit factor is available, because only sweep results exist for this strategy.
  • The maximum drawdown of 5,758 EUR is large next to the net profit of 6,578 EUR.

Questions

About this strategy

Can I run EMA Crossover Long Only 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 50 market and timeframe combinations. The best run by trade count was Brent Crude, 10 minutes, with 822 trades.

How large was the drawdown?

The best run had a maximum drawdown of 5,758 EUR at the tested position size, against a net result of 6,578 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.comStatsDocs