Strategies / Trend / Multi-Factor Supertrend Median

Multi-Factor Supertrend Median

The system takes the median of 20 Supertrend deviations, then runs a Supertrend on it. It buys when that trend is up and the median is above zero, and sells short when it is down and the median is below zero.

TrendLong & shortIntradayUSD/JPY30 min

n/aProfit factor

769,430Net profit USD

100.00%Win rate

1Trades

-260,990Max drawdown

769,430Avg trade

Best run of 68. USD/JPY, 30 min, spread 1, from run sweeps:2026-10-12-USDJPY-30m-opt.tsv:33.

Entry rules, long

The median of the 20 deviations is above 0.

Entry rules, short

The median of the 20 deviations is below 0.

Exit rules

A bearish Supertrend closes any open long.

Test conditions

Period	Up to 2026-10-12
Instrument	USD/JPY, 30 minutes
Spread	1 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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
USD/JPYBest run	30 min	n/a	1	100.00	769,430 USD	-260,990
USD/JPY	4 hours	n/a	1	100.00	510,120 USD	-483,860
USD/JPY	1 hour	n/a	1	100.00	508,180 USD	-484,160
USD/JPY	10 min	n/a	1	100.00	482,120 USD	-246,630
USD/JPY	15 min	n/a	1	100.00	463,300 USD	-245,400
Nikkei 225	4 hours	n/a	1	100.00	59,835 USD	-11,811
Nikkei 225	30 min	n/a	1	100.00	59,558 USD	-12,879
Nikkei 225	1 hour	n/a	1	100.00	59,538 USD	-12,691
Nikkei 225	Daily	n/a	1	100.00	58,029 USD	-31,906
Dow Jones	Daily	n/a	1	100.00	50,988 EUR	-11,142
Nikkei 225	15 min	n/a	1	100.00	46,856 USD	-13,076
Nikkei 225	10 min	n/a	1	100.00	39,584 USD	-12,992
Nikkei 225	5 min	n/a	1	100.00	32,815 USD	-13,126
Nikkei 225	3 min	n/a	1	100.00	30,905 USD	-13,081
Nasdaq 100	Daily	n/a	1	100.00	30,738 EUR	-5,914
Nasdaq 100	4 hours	n/a	1	100.00	29,412 EUR	-5,975
Nasdaq 100	1 hour	n/a	1	100.00	29,278 EUR	-6,233
Nasdaq 100	30 min	n/a	1	100.00	28,966 EUR	-6,277
Nikkei 225	2 min	n/a	1	100.00	25,827 USD	-13,121
DAX 40	Daily	n/a	1	100.00	24,716 EUR	-5,862
Nasdaq 100	15 min	n/a	1	100.00	23,583 EUR	-6,288
Dow Jones	15 min	n/a	1	100.00	23,095 EUR	-11,342
Dow Jones	30 min	n/a	1	100.00	23,045 EUR	-11,342
Dow Jones	1 hour	n/a	1	100.00	22,952 EUR	-11,342
Dow Jones	4 hours	n/a	1	100.00	22,574 EUR	-11,316
DAX 40	4 hours	n/a	1	100.00	19,763 EUR	-5,779
DAX 40	30 min	n/a	1	100.00	19,757 EUR	-5,810
DAX 40	1 hour	n/a	1	100.00	19,174 EUR	-5,810
Dow Jones	10 min	n/a	1	100.00	17,761 EUR	-8,394
Nasdaq 100	10 min	n/a	1	100.00	17,431 EUR	-6,298
Nikkei 225	1 min	n/a	1	100.00	15,995 USD	-13,148
Dow Jones	5 min	n/a	1	100.00	14,253 EUR	-8,419
Nasdaq 100	5 min	n/a	1	100.00	13,728 EUR	-5,875
DAX 40	15 min	n/a	1	100.00	12,863 EUR	-5,814
DAX 40	10 min	n/a	1	100.00	10,217 EUR	-4,474
FTSE 100	Daily	n/a	1	100.00	9,513 EUR	-3,643
Nasdaq 100	3 min	n/a	1	100.00	8,899 EUR	-5,786
DAX 40	5 min	n/a	1	100.00	8,679 EUR	-4,463
Dow Jones	3 min	n/a	1	100.00	7,774 EUR	-7,639
S&P 500	Daily	n/a	1	100.00	7,734 EUR	-1,238
Nasdaq 100	1 min	n/a	1	100.00	7,198 EUR	-3,760
Nasdaq 100	2 min	n/a	1	100.00	7,195 EUR	-3,756
S&P 500	30 min	n/a	1	100.00	6,637 EUR	-1,319
S&P 500	1 hour	n/a	1	100.00	6,515 EUR	-1,317
S&P 500	4 hours	n/a	1	100.00	6,500 EUR	-1,298
Dow Jones	2 min	n/a	1	100.00	6,378 EUR	-5,676
FTSE 100	1 hour	n/a	1	100.00	6,240 EUR	-3,326
FTSE 100	4 hours	n/a	1	100.00	6,176 EUR	-3,319
Dow Jones	1 min	n/a	1	100.00	5,615 EUR	-4,166
FTSE 100	30 min	n/a	1	100.00	5,111 EUR	-3,080
S&P 500	15 min	n/a	1	100.00	4,992 EUR	-1,319
Gold	Daily	n/a	1	100.00	4,011 EUR	-1,534
FTSE 100	10 min	n/a	1	100.00	3,638 EUR	-1,320
S&P 500	10 min	n/a	1	100.00	3,633 EUR	-1,323
Gold	1 hour	n/a	1	100.00	3,572 EUR	-1,599
Gold	4 hours	n/a	1	100.00	3,522 EUR	-1,586
FTSE 100	5 min	n/a	1	100.00	3,115 EUR	-1,320
S&P 500	5 min	n/a	1	100.00	3,093 EUR	-1,332
Gold	30 min	n/a	1	100.00	3,006 EUR	-1,624
Gold	15 min	n/a	1	100.00	2,855 EUR	-1,628
DAX 40	1 min	n/a	1	100.00	2,458 EUR	-1,831
Gold	10 min	n/a	1	100.00	2,416 EUR	-1,629
Gold	5 min	n/a	1	100.00	2,217 EUR	-1,631
FTSE 100	3 min	n/a	1	100.00	1,931 EUR	-1,372
S&P 500	3 min	n/a	1	100.00	1,699 EUR	-1,330
FTSE 100	2 min	n/a	1	100.00	1,379 EUR	-1,265
S&P 500	2 min	n/a	1	100.00	1,319 EUR	-699
S&P 500	1 min	n/a	1	100.00	1,249 EUR	-396

Charts

Results by run

Top 10 of 68 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Multi-Factor Supertrend Median
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long & short
// Timeframe tested: 30 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE init = 0
ONCE med = 0
ONCE up = 0
ONCE dn = 0
ONCE dir = 1
ONCE st = 0

hlc = (high + low + close) / 3
atrin = AverageTrueRange[10](close)

114 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

SuperTrendATRWilder Average

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 1 trades, which is a small sample to judge it on.
The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Multi-Factor Supertrend Median 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 68 market and timeframe combinations. The best run by trade count was USD/JPY, 30 minutes, with 1 trades.

How large was the drawdown?

The best run had a maximum drawdown of 260,990 USD at the tested position size, against a net result of 769,430 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.com Stats Docs