We report on the first measurement of exclusive single-photon muoproduction on the proton by COMPASS using 160 GeV/$c$ polarized $\mu^+$ and $\mu^-$ beams of the CERN SPS impinging on a liquid hydrogen target. We determine the dependence of the average of the measured $\mu^+$ and $\mu^-$ cross sections for deeply virtual Compton scattering on the squared four-momentum transfer $t$ from the initial to the final ...