Follow the ATR trailing band. Few trades, long holds, brutal in chop.
Over 2018-01-01 → 2026-09-23 it returned 283.6% while buying once on the first day and never touching it returned 529.9% — 246.3% worse. Across the whole parameter grid, 10 of 16 settings beat the benchmark; the median setting returned 599.2%.
It spent 840 days below its previous high at the longest stretch — 98% of the whole period under water.
77 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 95 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -63.0% | -24.7% | -8.1% | 26.5% | 71.9% | 149.5% | 310.0% | 32% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 599.2%, best 1205.3%, worst 281.9%. 10 of them beat buy & hold.
Supertrend run across its own parameter range over the full period. The same rules flip from profit to loss depending only on the numbers you picked — which is why a single headline return is meaningless on its own.
| length 7 | length 10 | length 14 | length 21 | |
|---|---|---|---|---|
| mult 2 | 1205% | 650% | 503% | 607% |
| mult 2.5 | 808% | 599% | 757% | 393% |
| mult 3 | 890% | 284% | 282% | 476% |
| mult 4 | 870% | 515% | 983% | 598% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -63% | 104% | 262% | 48% | -51% | 98% | 27% | -18% | 16% |
| Max DD | 64% | 44% | 19% | 33% | 53% | 20% | 41% | 28% | 21% |
| Trades | 5 | 3 | 2 | 4 | 6 | 3 | 6 | 5 | 3 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-05-23 | +351.31 | 39 bars |
| 2026-03-30 | -3041.19 | 25 bars |
| 2026-01-21 | -2652.09 | 7 bars |
| 2025-10-11 | -1911.37 | 9 bars |
| 2025-08-22 | +304.87 | 43 bars |
| 2025-06-23 | +2617.68 | 61 bars |
| 2025-03-11 | -6879.88 | 8 bars |
| 2025-02-25 | -5716.07 | 38 bars |
| 2024-12-24 | +15551.37 | 95 bars |
| 2024-09-06 | -4431.82 | 13 bars |
| 2024-08-04 | -2458.86 | 19 bars |
| 2024-06-22 | -4432.70 | 32 bars |
| 2024-03-20 | +11265.00 | 40 bars |
| 2024-01-23 | +8999.79 | 113 bars |
| 2023-08-18 | -1461.60 | 58 bars |
| 2023-04-22 | +2647.71 | 39 bars |
| 2023-03-09 | +3553.24 | 56 bars |
| 2022-11-09 | -2128.75 | 13 bars |
| 2022-09-21 | -2913.75 | 10 bars |
| 2022-08-20 | -2818.73 | 31 bars |
| 2022-04-09 | -1368.49 | 38 bars |
| 2022-02-22 | -4982.44 | 14 bars |
| 2021-11-19 | +2911.61 | 44 bars |
| 2021-09-11 | +5956.10 | 47 bars |
| 2021-04-22 | -3186.01 | 39 bars |
Listed as convention, not as established fact.
| Period | 2018-01-01 → 2026-09-23 |
| Parameters | {"length":10,"mult":3} |
| Fees | 0.10% taker + 0.05% slippage, both legs |
| Starting capital | 10,000 USDT · long-only spot, no leverage |
| Rolling test | 365 bars × 95 start dates |
| Input hash | 24c492b32c12d052 |