Strategies / Mean reversion / EMA Deviation Mean Reversion

EMA Deviation Mean Reversion

Buys when the close is 2.5% or more below its 50-period exponential moving average, and sells when it is 2.5% or more above that average. A signal fires once per change in trend state, and the strategy holds one contract, long only.

Mean reversionLong onlySwingSilverDaily

n/aProfit factor

15,021Net profit USD

72.19%Win rate

151Trades

-11,319Max drawdown

99.47Avg trade

Best run of 48. Silver, Daily, spread 2, from run sweeps:2026-10-04-SILVER-D-opt.tsv:22.

Entry rules, long

Exit rules

The close is at least 2.5% above the 50-period EMA, signaling once per change in trend state, and closes the long

Test conditions

Period	Up to 2026-10-04
Instrument	Silver, Daily
Spread	2 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
SilverBest run	Daily	n/a	151	72.19	15,021 USD	-11,319
USD/JPY	30 min	n/a	2	100.00	653,160 USD	-260,990
USD/JPY	15 min	n/a	1	100.00	561,900 USD	-245,400
USD/JPY	1 hour	n/a	4	50.00	389,290 USD	-312,340
EUR/USD	30 min	n/a	9	66.67	107,762 USD	-50,920
Nikkei 225	10 min	n/a	8	75.00	36,655 USD	-12,992
Nikkei 225	15 min	n/a	16	56.25	35,481 USD	-12,049
Nikkei 225	4 hours	n/a	64	73.44	33,736 USD	-8,960
Dow Jones	Daily	n/a	104	77.88	31,909 EUR	-8,975
Nikkei 225	1 hour	n/a	43	72.09	31,873 USD	-11,603
EUR/USD	4 hours	n/a	11	45.45	30,858 USD	-28,220
Nikkei 225	30 min	n/a	28	64.29	22,681 USD	-12,720
DAX 40	Daily	n/a	125	76.00	14,958 EUR	-4,743
Nasdaq 100	30 min	n/a	31	77.42	14,899 EUR	-5,831
DAX 40	1 hour	n/a	61	65.57	14,837 EUR	-5,810
Nasdaq 100	1 hour	n/a	59	66.10	13,740 EUR	-6,758
Nasdaq 100	4 hours	n/a	82	65.85	13,230 EUR	-5,672
DAX 40	4 hours	n/a	81	75.31	13,032 EUR	-5,779
DAX 40	30 min	n/a	24	66.67	12,527 EUR	-4,984
Nasdaq 100	Daily	n/a	98	75.51	11,831 EUR	-4,499
Nasdaq 100	15 min	n/a	20	80.00	10,505 EUR	-5,831
Nasdaq 100	5 min	n/a	4	100.00	10,120 EUR	-5,875
US Crude Oil	10 min	n/a	51	64.71	8,258 EUR	-3,407
FTSE 100	Daily	n/a	76	77.63	7,963 EUR	-2,804
Nasdaq 100	10 min	n/a	8	75.00	7,438 EUR	-5,844
US Crude Oil	15 min	n/a	110	63.64	7,214 EUR	-5,219
Brent Crude	10 min	n/a	37	56.76	5,620 EUR	-4,454
Nasdaq 100	3 min	n/a	2	50.00	5,050 EUR	-2,666
DAX 40	10 min	n/a	3	66.67	5,028 EUR	-4,419
FTSE 100	4 hours	n/a	50	78.00	4,780 EUR	-2,986
Brent Crude	3 min	n/a	17	64.71	4,731 EUR	-2,851
S&P 500	4 hours	n/a	52	71.15	4,538 EUR	-1,298
FTSE 100	1 hour	n/a	37	67.57	4,195 EUR	-2,671
Brent Crude	5 min	n/a	21	66.67	3,828 EUR	-3,040
S&P 500	30 min	n/a	18	77.78	3,736 EUR	-1,319
Gold	30 min	n/a	20	65.00	3,686 EUR	-1,097
S&P 500	Daily	n/a	101	71.29	3,468 EUR	-953
Brent Crude	2 min	n/a	15	66.67	3,435 EUR	-3,010
Dow Jones	5 min	n/a	2	100.00	3,173 EUR	-1,058
S&P 500	1 hour	n/a	42	69.05	2,840 EUR	-1,317
GBP/USD	10 min	n/a	1	100.00	2,839 USD	-1,328
Gold	1 hour	n/a	40	62.50	2,350 EUR	-1,109
S&P 500	5 min	n/a	3	100.00	2,060 EUR	-572
Gold	15 min	n/a	7	57.14	2,005 EUR	-1,105
Dow Jones	3 min	n/a	1	100.00	1,928 EUR	-918
FTSE 100	15 min	n/a	10	70.00	1,804 EUR	-1,308
Gold	4 hours	n/a	56	71.43	1,127 EUR	-823
S&P 500	3 min	n/a	1	100.00	282 EUR	-147

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 Deviation Mean Reversion
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE trend = 0

emaval = ExponentialAverage[50](close)
diff = (close / emaval * 100) - 100
longsig = 0
exitsig = 0

21 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 11,318 USD is large next to the net profit of 15,020 USD.
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 Deviation Mean Reversion 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 Silver, Daily, with 151 trades.

How large was the drawdown?

The best run had a maximum drawdown of 11,318 USD at the tested position size, against a net result of 15,020 USD.

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

SMA Crossover With RSI Exit

Best run on the same market, Silver.

2.13 PF · 8,999 trades

ATR Band

Also a mean reversion strategy.

10.31 PF · 53 trades

Get the full rules, the complete code and the ProRealAlgos portfolio as a member.

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.com Stats Docs