Strategies / Pattern / False Breakout SuperTrend

False Breakout SuperTrend Strategy

The idea is to buy a failed breakdown. When the 20 bar low sets a new low but the bar closes up, stays narrow and ends above SuperTrend(1.5, 18), the system goes long. It uses an 80 point stop and a 150 point target.

PatternLong onlySwingS&P 5001 hour

1.65Profit factor

4,240Net profit EUR

46.75%Win rate

154Trades

-720Max drawdown

27.53Avg trade

Best run of 32. S&P 500, 1 hour, spread 1, from run pf:2026-09-26-USA500-1h.tsv:1.

Entry rules, long

Members only
This bar stays under the previous 20-bar high and closes up
The bar range is less than half the 20-bar channel
Close is above SuperTrend(1.5, 18)

Exit rules

Stop loss 80 points
Members only

Test conditions

Period	Up to 2026-09-26
Instrument	S&P 500, 1 hour
Spread	1 points
Contracts	1
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	2026-09-26

Parameters

positionSize Contracts per trade	1
stopLossPoints Protective stop	80
takeProfitPoints Profit target	150
channelPeriod Bars for the channel high and low	20
superTrendMultiplier SuperTrend ATR multiplier	1.5
superTrendPeriod SuperTrend ATR length	18
maxRangeRatio Signal bar range must be under this share of the channel	0.5

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
S&P 500Best run	1 hour	1.65	154	46.75	4,240 EUR	-720
DAX 40	30 min	1.24	600	40.50	7,070 EUR	-1,175
USD/JPY	10 min	n/a	306	42.48	542,000 JPY	-184,280
USD/JPY	15 min	n/a	293	40.61	390,400 JPY	-182,130
USD/JPY	1 hour	n/a	242	39.67	271,270 JPY	-104,250
USD/JPY	2 min	n/a	94	44.68	199,930 JPY	-49,800
USD/JPY	3 min	n/a	151	38.41	126,000 JPY	-123,650
EUR/USD	4 hours	n/a	88	42.05	14,520 USD	-5,774
Silver	10 min	n/a	215	39.07	10,600 USD	-4,732
Silver	15 min	n/a	221	38.01	8,200 USD	-5,276
Dow Jones	10 min	n/a	677	37.96	4,877 EUR	-1,750
DAX 40	15 min	n/a	566	37.81	3,890 EUR	-2,092
US Crude Oil	30 min	n/a	521	38.20	3,799 EUR	-1,706
Gold	15 min	n/a	93	48.39	2,898 EUR	-785
Dow Jones	30 min	n/a	313	38.98	2,888 EUR	-1,130
Nasdaq 100	30 min	n/a	489	37.63	2,863 EUR	-1,365
Gold	1 hour	n/a	70	51.43	2,680 EUR	-800
S&P 500	15 min	n/a	203	40.39	2,563 EUR	-862
Gold	10 min	n/a	91	47.25	2,485 EUR	-574
Gold	30 min	n/a	96	45.83	2,440 EUR	-717
S&P 500	5 min	n/a	128	42.97	2,313 EUR	-877
S&P 500	4 hours	n/a	72	48.61	2,290 EUR	-674
S&P 500	30 min	n/a	201	39.80	2,052 EUR	-1,090
Nasdaq 100	1 hour	n/a	290	37.93	1,883 EUR	-1,126
FTSE 100	2 min	n/a	116	41.38	1,700 EUR	-652
Gold	5 min	n/a	91	42.86	1,529 EUR	-938
S&P 500	10 min	n/a	174	38.51	1,444 EUR	-1,254
FTSE 100	5 min	n/a	165	38.79	1,426 EUR	-1,037
GBP/USD	3 min	n/a	89	40.45	1,207 USD	-582
S&P 500	1 min	n/a	34	47.06	862 EUR	-430
S&P 500	Daily	n/a	41	43.90	860 EUR	-562
Gold	4 hours	n/a	44	43.18	850 EUR	-809

Charts

Results by run

Profit factor by run

Above 1.0 made money, below 1.0 lost money.

Net profit against max drawdown

Net profitMax drawdown

The code

ProBuilder, rewritten to house standard

Every file in the library uses the same header, the same section order and the same variable names. The numbers above were produced by the original version before the rewrite, and the rewrite has not yet been compiled in ProRealTime.

// ============================================================
// False Breakout SuperTrend
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Pattern
// Direction: Long only
// Timeframe tested: 1 hour
// ============================================================

// --- Settings ---
DEFPARAM CumulateOrders = false

// --- Parameters ---
positionSize = 1              // contracts per trade
stopLossPoints = 80           // protective stop
takeProfitPoints = 150        // profit target
channelPeriod = 20            // bars for the channel high and low
superTrendMultiplier = 1.5    // SuperTrend ATR multiplier
superTrendPeriod = 18         // SuperTrend ATR length
maxRangeRatio = 0.5           // signal bar range must be under this share of the channel

// --- Indicators ---
channelHigh = Highest[channelPeriod](high)
channelLow = Lowest[channelPeriod](low)
superTrendValue = SuperTrend[superTrendMultiplier, superTrendPeriod]
smallBar = (high - low) / (channelHigh - channelLow) < maxRangeRatio

12 more lines: the entry and exit rules.

Read this first

Known weaknesses

Long only. It never shorts, so it depends on markets that recover after a false break lower.
The win rate on S&P 500 1 hour was 46.75%. The strategy relies on winners (150 point target) being much larger than losers (80 point stop).
Fixed point stops mean very different risk per market. USD/JPY 3 minutes made 126,000 JPY but had a 123,650 JPY drawdown.
Only the S&P 500 1 hour and DAX 40 30 minutes rows have a recorded profit factor. The rest are sweep results.

Indicators used

SuperTrend

How to load it

Copy the code with the copy button above 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.

Questions

About this strategy

Is it ready for ProOrder?

Yes, it runs as an automated long only system with a fixed stop and target at 1 contract.

Which markets were tested?

Every market and timeframe row was profitable, including DAX 40 30 minutes (profit factor 1.24), USD/JPY on five timeframes, Silver and the Dow Jones. Gold 4 hours was the smallest winner at 850 EUR.

How much can it draw down at 1 contract?

On S&P 500 1 hour the worst drawdown was 720.25 EUR. The average trade was 27.53 EUR.

Why the 1 hour chart?

S&P 500 1 hour gave the best profit factor, 1.65, over 154 trades. DAX 40 30 minutes, the only other row with a recorded profit factor, reached 1.24.

Supertrend Counter Trend

Uses the same indicator.

3.47 PF · 1,444 trades

Candle Body Sum Intraday

Best run on the same market, S&P 500.

2.86 PF · 124 trades

Range Breakout Pending

A similar profit factor.

1.64 PF · 808 trades

See how long only systems are balanced in a full portfolio. Join the ProRealAlgos waitlist.

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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