Strategy performance

SuperTrend — All backtest results

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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.

Author: KivancOzbilgic

Market
Stocks
Futures
Forex
Other
Timeframe

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Win rate (%)
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Profit factor
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Trades
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MDD (%)
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Use positive values: 10 means a 10% drawdown (−10%). Lower is better.
CAGR (%)
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Positive or negative values, e.g. −5 to 20.

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Backtest data through: 2026-08-21 · Results calculated: 2026-08-27 19:00 UTC

How to read these results

★ Highest profit factor per strategy in this selection, with 30+ trades and capital intact. Not an editor’s choice.

Capital-depleted runs appear last; invalid full-period returns and ratios are hidden. Historical results do not predict future returns.

ListHeatmap

SuperTrend · BTC, ES, NQ · 15m, 60m · 2024

Market15m60m
BTCCapital depletedMDD: −261.5%PF: —ER: —−$82k (−82.3%)MDD: −96.8%PF: 0.85ER: -114.6 pp
ES−$65k (−64.6%)MDD: −80.5%PF: 0.94ER: -178.0 pp−$61k (−61.3%)MDD: −80.0%PF: 0.88ER: -174.8 pp
NQ+$123k (+123.2%)MDD: −39.8%PF: 1.06ER: -74.3 pp−$5k (−5.3%)MDD: −60.2%PF: 0.99ER: -203.1 pp

Green indicates stronger results, red indicates weaker results, and the scale is centered on the selected metric. Cells marked with an asterisk have fewer than 30 trades.