Strategies / Trend / SMA Crossover Long Only

SMA Crossover Long Only

It buys when the 50-period SMA crosses above the 100-period SMA and closes the long when the 100-period SMA crosses below the 200-period SMA. Shorts are not taken and no stop or target is set.

TrendLong onlyIntradayDow Jones5 min

n/aProfit factor

9,129Net profit EUR

45.34%Win rate

536Trades

-7,475Max drawdown

17.03Avg trade

Best run of 46. Dow Jones, 5 min, spread 3, from run sweeps:2026-10-12-DOW30-5m-opt.tsv:24.

Entry rules, long

SMA(50) crosses over SMA(100) while flat.

Exit rules

No stop loss or profit target is set.

Test conditions

Period	Up to 2026-10-12
Instrument	Dow Jones, 5 minutes
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	2026-10-12

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Dow JonesBest run	5 min	n/a	536	45.34	9,129 EUR	-7,475
Nikkei 225	1 hour	n/a	258	48.45	41,913 USD	-12,861
Nikkei 225	4 hours	n/a	68	45.59	35,680 USD	-16,014
Dow Jones	Daily	n/a	27	77.78	32,794 EUR	-11,142
Silver	10 min	n/a	522	43.30	32,574 USD	-13,471
Nikkei 225	2 min	n/a	518	46.91	29,601 USD	-9,796
Nikkei 225	10 min	n/a	524	47.71	28,729 USD	-9,502
Dow Jones	4 hours	n/a	23	69.57	27,345 EUR	-8,599
Nikkei 225	30 min	n/a	510	47.65	27,106 USD	-17,235
Nikkei 225	15 min	n/a	525	45.33	24,900 USD	-12,843
Nasdaq 100	Daily	n/a	25	68.00	23,200 EUR	-5,874
Nasdaq 100	4 hours	n/a	70	61.43	21,658 EUR	-5,942
Silver	15 min	n/a	524	44.85	21,390 USD	-20,831
Nasdaq 100	30 min	n/a	493	49.09	20,145 EUR	-7,968
Dow Jones	15 min	n/a	412	47.57	19,571 EUR	-6,073
Nasdaq 100	1 hour	n/a	317	53.94	18,932 EUR	-5,504
Dow Jones	30 min	n/a	214	51.40	18,915 EUR	-10,364
Nasdaq 100	15 min	n/a	503	50.50	18,579 EUR	-5,423
Nikkei 225	5 min	n/a	521	45.87	16,714 USD	-13,838
DAX 40	Daily	n/a	36	50.00	14,881 EUR	-5,535
DAX 40	1 hour	n/a	295	45.76	14,802 EUR	-4,915
DAX 40	10 min	n/a	494	47.57	10,628 EUR	-3,976
DAX 40	5 min	n/a	512	46.68	10,559 EUR	-3,456
Nasdaq 100	10 min	n/a	498	45.18	9,534 EUR	-5,483
DAX 40	4 hours	n/a	81	55.56	9,222 EUR	-4,268
DAX 40	30 min	n/a	526	47.34	8,632 EUR	-5,047
Nasdaq 100	5 min	n/a	530	46.04	8,251 EUR	-5,913
Nasdaq 100	2 min	n/a	484	44.21	7,801 EUR	-3,517
DAX 40	15 min	n/a	535	48.22	7,735 EUR	-4,086
S&P 500	Daily	n/a	25	76.00	6,895 EUR	-1,238
Nasdaq 100	1 min	n/a	499	46.69	6,509 EUR	-3,676
Dow Jones	1 min	n/a	508	42.91	5,553 EUR	-2,522
S&P 500	4 hours	n/a	71	66.20	5,264 EUR	-1,255
FTSE 100	Daily	n/a	31	54.84	5,219 EUR	-4,138
FTSE 100	1 hour	n/a	289	47.75	4,663 EUR	-3,471
S&P 500	30 min	n/a	485	51.55	4,657 EUR	-1,255
S&P 500	15 min	n/a	528	51.52	3,463 EUR	-964
Gold	1 hour	n/a	304	46.71	3,429 EUR	-1,059
Gold	Daily	n/a	29	41.38	3,366 EUR	-1,792
S&P 500	1 hour	n/a	319	51.72	3,047 EUR	-1,478
S&P 500	10 min	n/a	505	48.12	2,981 EUR	-1,257
Gold	10 min	n/a	505	44.36	2,895 EUR	-745
Gold	15 min	n/a	515	45.24	2,775 EUR	-930
Gold	4 hours	n/a	83	48.19	2,520 EUR	-1,880
Gold	3 min	n/a	528	45.27	1,463 EUR	-1,178
S&P 500	2 min	n/a	503	44.93	1,086 EUR	-482

Charts

Results by run

Top 10 of 46 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// SMA Crossover Long Only
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

fast = Average[50](close)
medium = Average[100](close)
slow = Average[200](close)

10 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

SMA

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 7,475 EUR is large next to the net profit of 9,129 EUR.

Questions

About this strategy

Can I run SMA Crossover Long Only 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 46 market and timeframe combinations. The best run by trade count was Dow Jones, 5 minutes, with 536 trades.

How large was the drawdown?

The best run had a maximum drawdown of 7,475 EUR at the tested position size, against a net result of 9,129 EUR.

Does it trade long, short or both?

It only takes long 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.com Stats Docs