Follow the ATR trailing band. Few trades, long holds, brutal in chop.
Over 2020-09-01 → 2026-09-23 it returned 17.5% while buying once on the first day and never touching it returned 118.6% — 101.1% worse. Not one of the 16 parameter settings tested beat the benchmark. The median setting returned 27.8%.
It spent 1189 days below its previous high at the longest stretch — 98% of the whole period under water.
56 fills. Signals are taken on the close and filled at the next open.
A single return is one chosen start date. These are 62 runs of the same rules with the start shifted forward 30 days at a time.
| Worst | p10 | p25 | Median | p75 | p90 | Best | Losing starts |
|---|---|---|---|---|---|---|---|
| -12.7% | -6.5% | -2.2% | 4.3% | 10.6% | 16.7% | 33.8% | 29% |
The numbers above are one market on one timeframe. A rule that only works there did not work — the market did.
Same rules, same parameters, different candle size on Gold (PAXG).
| Timeframe | Trades | Return | Buy & hold | vs B&H | Beat it | Trades |
|---|---|---|---|---|---|---|
| 4H | 13281 | 23% | 119% | -95% | no | 120 |
| 1D ← | 2214 | 17% | 119% | -101% | no | 28 |
| 1W | 316 | 61% | 123% | -62% | no | 4 |
Same rules, same parameters, different asset — daily candles.
| Market | Return | Buy & hold | vs B&H | Beat it |
|---|---|---|---|---|
| BTC/USDT | 284% | 530% | -246% | no |
| ETH/USDT | 1792% | 276% | +1516% | yes |
| Gold (PAXG) ← | 17% | 119% | -101% | no |
The headline above uses one parameter setting. Here is every setting tested: 16 combinations, median 27.8%, best 93.0%, worst 13.5%. 0 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 | 27% | 27% | 28% | 46% |
| mult 2.5 | 14% | 16% | 34% | 47% |
| mult 3 | 14% | 17% | 22% | 36% |
| mult 4 | 93% | 81% | 77% | 69% |
Hover a cell for trade count and drawdown. “·” = invalid combination (fast ≥ slow).
| Year | 2021 | 2022 | 2023 | 2024 | 2025 | 2026 |
|---|---|---|---|---|---|---|
| Return | -11% | 5% | 0% | 25% | 16% | -4% |
| Max DD | 13% | 14% | 9% | 9% | 16% | 23% |
| Trades | 4 | 3 | 5 | 3 | 7 | 4 |
| Closed | P&L (USDT) | Held |
|---|---|---|
| 2026-09-02 | +142.46 | 27 bars |
| 2026-05-20 | -859.02 | 42 bars |
| 2026-03-14 | -885.15 | 13 bars |
| 2026-01-31 | +800.53 | 18 bars |
| 2025-12-30 | +341.60 | 31 bars |
| 2025-10-27 | +1906.08 | 59 bars |
| 2025-07-31 | -424.92 | 8 bars |
| 2025-06-28 | -573.37 | 14 bars |
| 2025-05-15 | -97.77 | 34 bars |
| 2025-04-07 | -34.25 | 24 bars |
| 2025-03-02 | +519.92 | 44 bars |
| 2024-12-19 | -537.57 | 26 bars |
| 2024-11-07 | +1103.25 | 118 bars |
| 2024-04-22 | +1331.12 | 48 bars |
| 2024-02-14 | -318.21 | 48 bars |
| 2023-12-11 | +14.28 | 18 bars |
| 2023-11-12 | -13.40 | 29 bars |
| 2023-08-17 | -344.70 | 21 bars |
| 2023-05-25 | +522.23 | 75 bars |
| 2023-02-05 | +757.50 | 88 bars |
| 2022-10-15 | -328.82 | 11 bars |
| 2022-08-23 | -319.51 | 18 bars |
| 2022-04-26 | +262.91 | 96 bars |
| 2021-11-24 | -129.63 | 29 bars |
| 2021-09-17 | -361.27 | 13 bars |
Listed as convention, not as established fact.
| Period | 2020-09-01 → 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 × 62 start dates |
| Input hash | 30f20df67fe43a7b |