Trend following
SuperTrend
TRADING LOGIC
How it trades
The strategy calculates SuperTrend from a 10-period Wilder ATR and a 3x multiplier. A confirmed trend flip enters at the next bar's open and simultaneously closes any position in the opposite direction.
A fixed 10-period, 3x ATR SuperTrend reversal strategy.
TSLA · 5m · 2024
Net return287%
Net returnUS$287,147
Buy and hold47%
Excess return240%
Max drawdown-36%
Profit factor1.24
Win rate39%
Sharpe1.53
CAGR67%
Trades1253
Strategy versus market
Jan. 2, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
CommissionUS$0.0035 per share, per side · US$0.35 minimum per order
SlippageUS$0.005 per share, per side
Estimated round-trip costUS$7.00 per completed trade
Total costs in this backtestUS$8,776.01
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.