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Strategies / Trend / Supertrend Long With Fixed Bracket

Supertrend Long With Fixed Bracket

Buys when a Supertrend (ATR 10, factor 3) flips from bearish to bullish and sells when it flips back. Each entry carries a 15% stop loss and a 30% profit target measured from the entry price.

TrendLong onlySwingNasdaq 100Daily
2.45Profit factor
20,737Net profit EUR
46.70%Win rate
182Trades
-2,634Max drawdown
114Avg trade

Best run of 31. Nasdaq 100, Daily, spread 3, from run pf:2026-10-04-NAS100-D.tsv:2.

Entry rules, long

  2. No long position is already open.

Exit rules

  2. A stop loss 15% below the entry price closes the trade.
  3. A profit target 30% above the entry price closes the trade.

Test conditions

PeriodUp to 2026-10-04
InstrumentNasdaq 100, Daily
Spread3 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 tested2026-10-04

Every run

Markets and timeframes tested

MarketTimeframePFTradesWin %NetMax DD
Nasdaq 100Best runDaily2.45 18246.7020,737 EUR-2,634
Dow JonesDaily1.99 19045.7929,619 EUR-6,501
Gold4 hours1.82 41342.863,729 EUR-492
S&P 500Daily1.61 23443.163,042 EUR-742
Gold1 hour1.24 1,47039.322,561 EUR-602
DAX 4030 min1.16 2,71139.2817,103 EUR-2,999
Nasdaq 10030 min1.14 2,82739.7213,836 EUR-3,353
USD/JPY1 hourn/a 1,69139.09478,480 USD-311,290
USD/JPY30 minn/a 2,40538.34339,460 USD-177,520
EUR/USDDailyn/a 18039.4443,282 USD-42,262
Nikkei 225Dailyn/a 19843.9439,558 USD-12,619
Nikkei 2254 hoursn/a 35644.1032,515 USD-12,805
Silver4 hoursn/a 40138.6529,559 USD-14,664
SilverDailyn/a 18334.9726,500 USD-9,132
Dow Jones4 hoursn/a 14645.8920,318 EUR-5,291
Nikkei 2251 hourn/a 1,37640.5519,067 USD-12,437
Nasdaq 1004 hoursn/a 50042.4013,352 EUR-3,708
Nasdaq 1001 hourn/a 1,77740.3513,039 EUR-3,663
DAX 401 hourn/a 1,58840.3711,083 EUR-4,577
Brent CrudeDailyn/a 7647.379,487 EUR-5,332
Dow Jones1 hourn/a 57440.079,266 EUR-6,664
US Crude OilDailyn/a 17544.578,409 EUR-5,536
Nasdaq 10010 minn/a 2,65436.968,073 EUR-7,193
DAX 404 hoursn/a 44940.097,905 EUR-3,399
DAX 40Dailyn/a 37441.987,354 EUR-5,812
Nasdaq 1005 minn/a 2,58738.466,240 EUR-3,967
Nasdaq 10015 minn/a 2,72636.615,552 EUR-5,332
S&P 5004 hoursn/a 47543.372,906 EUR-900
GoldDailyn/a 19542.562,777 EUR-714
Gold30 minn/a 2,44737.392,585 EUR-781
S&P 5001 hourn/a 1,73240.071,933 EUR-1,018

Charts

Results by run

Top 10 of 31 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Supertrend Long With Fixed Bracket
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Trend
// Direction: Long only
// Timeframe tested: Daily
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE ub = 0
ONCE lb = 0
ONCE dir = 1
ONCE st = 0

myAtr = AverageTrueRange[10](close)
upper = MedianPrice + 3.0 * myAtr
lower = MedianPrice - 3.0 * myAtr

53 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

SuperTrendATR
Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · Daily · older data 212.30 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 10,000 bars.

Nasdaq 100 · Daily

Bars available10,000
Net, standard 200,000-bar run20,737.20 EUR
Net, long run20,949.50 EUR
Net on the older data alone212.30 EUR
Read this firstKnown weaknesses2 points
  • Results include the spread only. Commissions and overnight financing are not included.
  • The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Supertrend Long With Fixed Bracket 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 31 market and timeframe combinations. The best run was Nasdaq 100, Daily, with a profit factor of 2.45 over 182 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,634 EUR at the tested position size, against a net result of 20,737 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.comStatsDocs