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Strategies / Trend / Parabolic SAR Reversal Short

Parabolic SAR Reversal Short

It sells short when the close crosses below the Parabolic SAR and closes the short when the close crosses back above it. The strategy only takes short positions, using the Parabolic SAR settings 0.02, 0.02 and 0.2.

TrendShort onlySwingGBP/USDDaily
1.20Profit factor
7,684Net profit USD
41.21%Win rate
597Trades
-2,557Max drawdown
12.87Avg trade

Best run of 1. GBP/USD, Daily, spread 1.8, from run pf:2026-10-10-GBPUSD-D.tsv:9.

Entry rules, short

Exit rules

  1. The close crosses above the Parabolic SAR, closing the short.

Test conditions

PeriodUp to 2026-10-10
InstrumentGBP/USD, Daily
Spread1.8 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 tested2026-10-10

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
GBP/USDBest runDaily1.20 59741.217,684 USD-2,557

Charts

Results by run

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Parabolic SAR Reversal Short
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Short only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false
ONCE capital = 10000

19 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

Parabolic SAR
Read this firstKnown weaknesses2 points
  • It was only tested on GBP/USD, so there is no evidence from other markets.
  • The code sets no stop loss, so a losing trade stays open until an exit signal arrives.

Questions

About this strategy

Can I run Parabolic SAR Reversal Short 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 one combination, GBP/USD, Daily, with a profit factor of 1.20 over 597 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,557 USD at the tested position size, against a net result of 7,684 USD.

Does it trade long, short or both?

It only takes short trades.

Related

Strategies like this one

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Uses the same indicator.

1.19 PF · 3,971 trades

Color Code Candle Flip

Best run on the same market, GBP/USD.

1.56 PF · 3,285 trades

KAMA SMA Cross

Also a trend strategy.

1.21 PF · 548 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