Strategies / Trend / Percent Band Supertrend Long

Percent Band Supertrend Long

The strategy uses a Supertrend-style trend line built from bands 20.0% above and below the median price. It buys when the trend flips up and closes the long when it flips down.

TrendLong onlySwingDAX 40Daily

n/aProfit factor

19,692Net profit EUR

45.45%Win rate

22Trades

-7,404Max drawdown

895Avg trade

Best run of 48. DAX 40, Daily, spread 3, from run sweeps:2026-10-03-DAX40-D-opt.tsv:21.

Entry rules, long

The trend flips up when the close rises above the previous upper band.

Exit rules

The trend flips down when the close falls below the previous lower band.

Test conditions

Period	Up to 2026-10-03
Instrument	DAX 40, Daily
Spread	3 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	2026-10-03

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
DAX 40Best run	Daily	n/a	22	45.45	19,692 EUR	-7,404
USD/JPY	1 hour	n/a	2	100.00	473,960 USD	-252,890
USD/JPY	4 hours	n/a	2	100.00	472,290 USD	-253,650
USD/JPY	30 min	n/a	1	100.00	380,310 USD	-244,650
Dow Jones	Daily	n/a	11	81.82	46,329 EUR	-10,457
Nikkei 225	30 min	n/a	7	71.43	45,200 USD	-13,910
Nikkei 225	1 hour	n/a	7	71.43	44,413 USD	-14,327
Nikkei 225	4 hours	n/a	7	71.43	39,038 USD	-18,441
Nikkei 225	15 min	n/a	5	60.00	34,163 USD	-13,770
Nikkei 225	3 min	n/a	1	100.00	32,932 USD	-13,081
Nikkei 225	10 min	n/a	3	66.67	32,116 USD	-14,037
Nikkei 225	Daily	n/a	21	47.62	30,846 USD	-22,737
Nikkei 225	5 min	n/a	2	50.00	28,694 USD	-13,126
Dow Jones	30 min	n/a	2	100.00	24,455 EUR	-10,335
Dow Jones	15 min	n/a	2	100.00	24,415 EUR	-10,314
Dow Jones	1 hour	n/a	2	100.00	24,286 EUR	-10,299
Dow Jones	4 hours	n/a	2	100.00	23,753 EUR	-10,406
Nasdaq 100	4 hours	n/a	7	71.43	23,598 EUR	-6,177
Nasdaq 100	1 hour	n/a	9	55.56	23,488 EUR	-6,654
Nasdaq 100	Daily	n/a	15	53.33	23,441 EUR	-6,225
Nasdaq 100	15 min	n/a	5	80.00	20,078 EUR	-6,543
Nasdaq 100	30 min	n/a	5	80.00	19,900 EUR	-6,585
Dow Jones	10 min	n/a	1	100.00	16,840 EUR	-8,394
DAX 40	30 min	n/a	6	66.67	15,367 EUR	-5,868
DAX 40	1 hour	n/a	10	50.00	13,959 EUR	-6,176
DAX 40	4 hours	n/a	9	55.56	13,956 EUR	-6,815
Nasdaq 100	10 min	n/a	3	66.67	13,955 EUR	-4,547
DAX 40	15 min	n/a	3	66.67	13,206 EUR	-4,330
Nasdaq 100	3 min	n/a	1	100.00	11,127 EUR	-3,758
Nasdaq 100	5 min	n/a	1	100.00	11,122 EUR	-3,754
DAX 40	10 min	n/a	1	100.00	11,074 EUR	-4,419
FTSE 100	Daily	n/a	9	44.44	6,064 EUR	-3,215
S&P 500	Daily	n/a	12	75.00	5,459 EUR	-1,320
FTSE 100	15 min	n/a	1	100.00	4,734 EUR	-1,308
S&P 500	30 min	n/a	5	80.00	4,707 EUR	-1,341
S&P 500	4 hours	n/a	7	71.43	4,642 EUR	-1,330
FTSE 100	1 hour	n/a	5	40.00	4,452 EUR	-2,464
S&P 500	1 hour	n/a	9	55.56	4,344 EUR	-1,328
FTSE 100	30 min	n/a	3	33.33	4,228 EUR	-2,353
Gold	Daily	n/a	15	66.67	3,713 EUR	-1,276
S&P 500	15 min	n/a	4	75.00	3,704 EUR	-1,355
FTSE 100	4 hours	n/a	5	40.00	3,578 EUR	-2,427
Gold	4 hours	n/a	5	80.00	3,444 EUR	-1,196
Gold	1 hour	n/a	6	66.67	3,208 EUR	-1,209
Gold	30 min	n/a	3	66.67	2,593 EUR	-1,159
S&P 500	10 min	n/a	2	100.00	2,571 EUR	-1,345
S&P 500	5 min	n/a	1	100.00	1,921 EUR	-694
S&P 500	3 min	n/a	1	100.00	1,918 EUR	-699

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

// ==============================================================
// Percent Band Supertrend Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE fupper = 0
ONCE flower = 0
ONCE trend = 1
ONCE init = 0

perc = 20.0 / 100
upperbasic = MedianPrice * (1 + perc)
lowerbasic = MedianPrice * (1 - perc)

prevupper = fupper
prevlower = flower
prevtrend = trend

IF init = 0 THEN
    fupper = upperbasic
    flower = lowerbasic
    init = 1
ELSE

29 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

SuperTrend

Read this firstKnown weaknesses3 points

No profit factor is available, because only sweep results exist for this strategy.
The best run has only 22 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 Percent Band Supertrend Long 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 DAX 40, Daily, with 22 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,404 EUR at the tested position size, against a net result of 19,692 EUR.

Does it trade long, short or both?

It only takes long trades.

Trendline Break With Supertrend Filter

Uses the same indicator.

1.22 PF · 3,115 trades

Heikin Ashi Color Flip

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ADX Filtered EMA Cross

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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