Strategies / Trend / Supertrend Long With Stop And Target

Supertrend Long With Stop And Target

Buys when a Supertrend (ATR 10, factor 3, median price) flips from down to up. The trade closes at a 2% stop loss or a 5% profit target measured from the entry price.

TrendLong onlySwingGoldDaily

1.87Profit factor

1,653Net profit EUR

34.41%Win rate

186Trades

-219Max drawdown

8.89Avg trade

Best run of 66. Gold, Daily, spread 0.6, from run pf:2026-10-12-GOLD-D.tsv:4.

Entry rules, long

The Supertrend (ATR 10, factor 3, median price) flips from a downtrend to an uptrend.

Exit rules

A profit target 5% above the entry price closes the trade.

Test conditions

Period	Up to 2026-10-12
Instrument	Gold, Daily
Spread	0.6 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
GoldBest run	Daily	1.87	186	34.41	1,653 EUR	-219
USD/JPY	30 min	n/a	124	34.68	540,200 USD	-289,930
USD/JPY	15 min	n/a	66	36.36	396,930 USD	-254,220
Nikkei 225	15 min	n/a	336	33.33	40,345 USD	-11,113
Nikkei 225	10 min	n/a	239	34.73	39,868 USD	-11,025
Nikkei 225	5 min	n/a	154	35.06	31,391 USD	-12,786
Nikkei 225	3 min	n/a	106	36.79	27,308 USD	-10,139
Nikkei 225	2 min	n/a	82	37.80	23,810 USD	-13,562
Dow Jones	4 hours	n/a	80	41.25	21,846 EUR	-5,450
Nikkei 225	30 min	n/a	544	31.80	21,773 USD	-16,123
Dow Jones	30 min	n/a	159	34.59	21,365 EUR	-9,330
Silver	10 min	n/a	464	31.47	21,306 USD	-11,010
Silver	5 min	n/a	347	32.85	20,430 USD	-18,038
Silver	15 min	n/a	576	30.73	19,840 USD	-10,124
Nikkei 225	1 hour	n/a	465	31.61	19,326 USD	-17,376
Nasdaq 100	1 hour	n/a	586	32.76	17,903 EUR	-6,094
Dow Jones	10 min	n/a	107	35.51	17,483 EUR	-8,168
Dow Jones	Daily	n/a	175	36.00	17,186 EUR	-5,068
Nikkei 225	Daily	n/a	184	34.78	16,501 USD	-4,546
Nikkei 225	4 hours	n/a	240	32.50	16,211 USD	-8,285
Dow Jones	15 min	n/a	179	32.40	15,905 EUR	-9,284
Nasdaq 100	15 min	n/a	362	32.87	15,185 EUR	-7,018
Nasdaq 100	10 min	n/a	232	34.05	15,112 EUR	-5,636
EUR/USD	3 min	n/a	8	50.00	14,761 USD	-8,774
DAX 40	30 min	n/a	479	33.19	14,496 EUR	-5,614
Nikkei 225	1 min	n/a	51	37.25	14,187 USD	-11,961
Nasdaq 100	5 min	n/a	99	38.38	13,364 EUR	-5,893
DAX 40	15 min	n/a	247	34.41	13,135 EUR	-4,614
Nasdaq 100	30 min	n/a	522	33.72	12,842 EUR	-6,671
Dow Jones	5 min	n/a	55	38.18	11,776 EUR	-9,339
Dow Jones	1 hour	n/a	134	32.09	11,035 EUR	-9,482
Nasdaq 100	4 hours	n/a	332	34.04	10,560 EUR	-5,118
DAX 40	10 min	n/a	141	34.75	9,675 EUR	-3,623
DAX 40	5 min	n/a	72	38.89	8,861 EUR	-4,124
DAX 40	4 hours	n/a	293	33.79	8,311 EUR	-3,823
GBP/USD	Daily	n/a	156	32.69	7,263 USD	-6,629
Nasdaq 100	3 min	n/a	72	34.72	6,599 EUR	-6,064
Nasdaq 100	1 min	n/a	21	47.62	6,338 EUR	-4,194
Nasdaq 100	2 min	n/a	35	40.00	6,026 EUR	-4,065
Dow Jones	1 min	n/a	6	66.67	5,523 EUR	-4,204
S&P 500	1 hour	n/a	422	33.41	4,686 EUR	-1,409
DAX 40	3 min	n/a	56	35.71	4,532 EUR	-3,495
S&P 500	15 min	n/a	238	34.45	4,244 EUR	-1,457
S&P 500	30 min	n/a	385	34.03	3,958 EUR	-1,356
Gold	30 min	n/a	361	36.29	3,820 EUR	-1,320
FTSE 100	10 min	n/a	86	37.21	3,749 EUR	-1,045
S&P 500	10 min	n/a	126	36.51	3,455 EUR	-1,194
Gold	1 hour	n/a	426	36.38	3,348 EUR	-1,524
FTSE 100	1 hour	n/a	353	31.73	3,184 EUR	-2,554
FTSE 100	5 min	n/a	41	43.90	3,143 EUR	-1,329
Nasdaq 100	Daily	n/a	178	32.58	2,931 EUR	-2,544
Gold	15 min	n/a	219	36.99	2,916 EUR	-1,259
Gold	10 min	n/a	170	37.06	2,673 EUR	-839
DAX 40	2 min	n/a	33	36.36	2,651 EUR	-2,502
S&P 500	5 min	n/a	56	39.29	2,291 EUR	-1,518
DAX 40	1 min	n/a	17	41.18	2,232 EUR	-1,855
FTSE 100	3 min	n/a	28	42.86	2,174 EUR	-1,196
S&P 500	Daily	n/a	214	32.24	2,118 EUR	-569
US Crude Oil	Daily	n/a	174	30.46	2,111 EUR	-2,063
Gold	5 min	n/a	115	38.26	1,992 EUR	-1,150
FTSE 100	2 min	n/a	18	44.44	1,540 EUR	-1,106
Gold	4 hours	n/a	270	33.33	1,417 EUR	-832
Gold	3 min	n/a	94	36.17	1,406 EUR	-1,361
S&P 500	3 min	n/a	41	36.59	1,334 EUR	-1,303
S&P 500	2 min	n/a	15	46.67	1,111 EUR	-660
S&P 500	1 min	n/a	9	55.56	1,097 EUR	-386

Charts

Results by run

Top 10 of 66 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

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

DEFPARAM CumulateOrders = false

ONCE up = 0
ONCE dn = 0
ONCE trend = 1

myAtr = AverageTrueRange[10](close)
upraw = MedianPrice - 3 * myAtr
dnraw = MedianPrice + 3 * myAtr

33 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

SuperTrendATR

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 Stop And Target 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 66 market and timeframe combinations. The best run was Gold, Daily, with a profit factor of 1.87 over 186 trades.

How large was the drawdown?

The best run had a maximum drawdown of 219 EUR at the tested position size, against a net result of 1,653 EUR.

Does it trade long, short or both?

It only takes long trades.

KDJ J Line Momentum Long

Uses the same indicator.

4.17 PF · 6,135 trades

CCI Breakout

Best run on the same market, Gold.

1.08 PF · 6,065 trades

EMA Pullback Short Continuation

Also a trend strategy.

1.87 PF · 36 trades

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