Follow the ATR trailing band. Few trades, long holds, brutal in chop.
Over 2018-01-01 → 2026-09-23 it returned 1792.0% against 275.8% for buying once on the first day and never touching it — 1516.2% better. All 16 parameter settings tested beat the benchmark; the median returned 1293.1%.
It spent 926 days below its previous high at the longest stretch — 97% of the whole period under water.
69 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 |
|---|---|---|---|---|---|---|---|
| -47.2% | -23.0% | -10.0% | 16.0% | 74.3% | 405.0% | 798.1% | 31% |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 1293.1%, best 4833.8%, worst 407.7%. 16 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 | 2920% | 1108% | 1116% | 408% |
| mult 2.5 | 3339% | 4834% | 2210% | 1669% |
| mult 3 | 2101% | 1792% | 1152% | 1409% |
| mult 4 | 1293% | 860% | 1235% | 1189% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2018 | 2019 | 2020 | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|---|---|---|
| Return | -27% | 16% | 418% | 125% | -31% | 22% | -27% | -2% | 41% |
| Max DD | 46% | 44% | 31% | 42% | 42% | 30% | 53% | 35% | 20% |
| Trades | 3 | 4 | 2 | 4 | 5 | 4 | 7 | 4 | 2 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-05-18 | -3135.30 | 63 bars |
| 2026-01-21 | -17137.14 | 7 bars |
| 2025-10-11 | -32737.73 | 4 bars |
| 2025-09-26 | +50163.39 | 78 bars |
| 2025-06-22 | +4517.96 | 44 bars |
| 2024-12-20 | +18375.92 | 42 bars |
| 2024-11-05 | -15488.62 | 15 bars |
| 2024-10-04 | -15524.12 | 10 bars |
| 2024-08-03 | -22773.78 | 18 bars |
| 2024-06-25 | -15068.11 | 35 bars |
| 2024-03-20 | +26860.93 | 36 bars |
| 2024-01-25 | +30337.69 | 93 bars |
| 2023-10-11 | -12651.46 | 9 bars |
| 2023-08-18 | -16282.71 | 57 bars |
| 2023-04-22 | +13324.77 | 39 bars |
| 2023-03-10 | +10320.40 | 59 bars |
| 2022-11-09 | -11726.01 | 14 bars |
| 2022-08-20 | +20548.03 | 34 bars |
| 2022-04-12 | -5283.88 | 18 bars |
| 2022-03-07 | -27528.93 | 27 bars |
| 2021-11-19 | +7062.86 | 35 bars |
| 2021-09-11 | +41882.80 | 46 bars |
| 2021-05-20 | +20116.47 | 67 bars |
| 2021-02-26 | +55877.10 | 127 bars |
| 2020-09-06 | +8805.01 | 140 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 | e40b2dcdb7c0123b |