Strategies / Mean reversion / Upper Band Cross Long

Upper Band Cross Long

The strategy buys at market when close crosses below the upper 25-bar Bollinger Band, which is the 25-bar average plus 2 standard deviations. Each trade has a 1% stop loss and a 2.175% profit target.

Mean reversionLong onlySwingNikkei 2251 hour

1.16Profit factor

28,214Net profit USD

34.50%Win rate

1,084Trades

-6,754Max drawdown

26.03Avg trade

Best run of 46. Nikkei 225, 1 hour, spread 10, from run pf:2026-10-12-NIKKEI-1h.tsv:1.

Entry rules, long

When no long is open, close crosses under the upper band (25-bar SMA plus 2 standard deviations).

Exit rules

A 2.175% profit target is set from the fill price.

Test conditions

Period	Up to 2026-10-12
Instrument	Nikkei 225, 1 hour
Spread	10 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
Nikkei 225Best run	1 hour	1.16	1,084	34.50	28,214 USD	-6,754
USD/JPY	30 min	n/a	468	36.32	785,620 USD	-213,410
USD/JPY	Daily	n/a	292	35.62	663,100 USD	-217,860
USD/JPY	15 min	n/a	254	36.61	488,590 USD	-289,540
USD/JPY	10 min	n/a	220	35.91	361,610 USD	-257,100
USD/JPY	2 min	n/a	33	39.39	104,840 USD	-102,890
Nikkei 225	2 min	n/a	315	36.83	25,363 USD	-10,652
Nikkei 225	3 min	n/a	416	34.86	18,652 USD	-12,771
Nikkei 225	1 min	n/a	187	37.43	18,469 USD	-9,658
Nasdaq 100	30 min	n/a	1,501	33.91	14,166 EUR	-4,032
Dow Jones	15 min	n/a	558	33.33	10,694 EUR	-10,271
Dow Jones	30 min	n/a	479	33.61	10,455 EUR	-9,328
Nasdaq 100	15 min	n/a	1,099	33.30	9,874 EUR	-9,574
Dow Jones	5 min	n/a	190	35.79	9,498 EUR	-9,302
Nasdaq 100	10 min	n/a	772	33.55	8,499 EUR	-7,447
Nasdaq 100	5 min	n/a	367	35.69	8,472 EUR	-5,140
DAX 40	5 min	n/a	256	37.11	8,101 EUR	-3,644
GBP/USD	Daily	n/a	285	36.49	7,481 USD	-2,317
Nikkei 225	4 hours	n/a	468	33.33	7,296 USD	-6,706
DAX 40	10 min	n/a	520	34.04	7,069 EUR	-4,662
Nasdaq 100	1 hour	n/a	1,392	32.47	6,877 EUR	-3,728
Nasdaq 100	1 min	n/a	95	40.00	6,225 EUR	-3,907
DAX 40	15 min	n/a	775	33.42	5,778 EUR	-4,445
Nasdaq 100	3 min	n/a	262	34.73	5,610 EUR	-4,443
Dow Jones	1 min	n/a	30	43.33	4,935 EUR	-4,160
Nasdaq 100	2 min	n/a	166	35.54	4,701 EUR	-4,304
Dow Jones	Daily	n/a	387	28.94	4,503 EUR	-3,700
Nikkei 225	Daily	n/a	283	34.98	4,141 USD	-4,020
Gold	5 min	n/a	392	39.29	2,985 EUR	-1,066
Gold	15 min	n/a	695	36.69	2,824 EUR	-1,099
S&P 500	5 min	n/a	207	39.13	2,705 EUR	-1,114
FTSE 100	5 min	n/a	145	38.62	2,603 EUR	-1,097
S&P 500	1 hour	n/a	1,053	33.81	2,588 EUR	-800
S&P 500	30 min	n/a	1,082	33.92	2,497 EUR	-1,248
S&P 500	10 min	n/a	477	34.80	2,488 EUR	-1,214
FTSE 100	3 min	n/a	109	39.45	2,339 EUR	-925
S&P 500	15 min	n/a	728	33.65	2,268 EUR	-1,264
Brent Crude	4 hours	n/a	434	33.87	2,218 EUR	-1,622
Gold	10 min	n/a	564	35.64	2,069 EUR	-1,245
Gold	30 min	n/a	1,164	34.11	1,858 EUR	-1,383
Gold	4 hours	n/a	573	36.65	1,766 EUR	-508
S&P 500	4 hours	n/a	457	34.57	1,478 EUR	-630
Gold	1 hour	n/a	1,241	33.76	1,456 EUR	-915
S&P 500	1 min	n/a	37	45.95	1,073 EUR	-399
Gold	Daily	n/a	416	33.17	496 EUR	-349
S&P 500	Daily	n/a	371	23.72	453 EUR	-407

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

// ==============================================================
// Upper Band Cross Long
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Mean reversion
// Direction: Long only
// Timeframe tested: 1 hour
// ==============================================================

DEFPARAM CumulateOrders = false

basis = Average[25](close)
upper = basis + 2 * STD[25](close)

9 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

Bollinger BandsSMAStandard Deviation

Read this firstKnown weaknesses2 points

A profit factor of 1.16 leaves little room for costs beyond the spread.
Results include the spread only. Commissions and overnight financing are not included.

Questions

About this strategy

Can I run Upper Band Cross 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 46 market and timeframe combinations. The best run was Nikkei 225, 1 hour, with a profit factor of 1.16 over 1,084 trades.

How large was the drawdown?

The best run had a maximum drawdown of 6,754 USD at the tested position size, against a net result of 28,214 USD.

Does it trade long, short or both?

It only takes long trades.

Trend Surfer

Uses the same indicator.

1.04 PF · 10,813 trades

Rock Climber

Best run on the same market, Nikkei 225.

1.44 PF · 1,644 trades

Breakout Failures

Also a mean reversion strategy.

1.17 PF · 911 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