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SuperTrend

Rank 3 · Historical simulation

Test
Strategy source

Public repository

Pinned source
Pinned commit source
Repository
https://github.com/trsdn/meta-strategy
Commit
99705b5acff3d44613d7223b7cda1e903d1afd17
Source path
src/meta_strategy/backtest.py
Source SHA-256
0477df107d0aabe645425fad58c1bd1464e64910ed0e2f5bda4cdb181b55a3f5
License
MIT · License file
Fixed strategy

How it works

Enter on a SuperTrend direction flip from -1 to +1 and exit on a +1 to -1 flip using ratcheted ATR bands.

Rule settings
Fixed to the tested strategy
Decision interval
1d
Markets
BTC, ETH, SOL
Simulated net returns

Recent simulated results

1 day · base costs

-0.907%

2026-09-09–2026-09-10

Gross return
-0.893%
Funding
-0.014%
Trading costs
0.000%
Turnover
0.000
Net return
-0.907%

7 days · base costs

+1.695%

2026-09-03–2026-09-10

Gross return
+1.849%
Funding
-0.154%
Trading costs
0.000%
Turnover
0.000
Net return
+1.695%

1 day · stress costs

-0.907%

2026-09-09–2026-09-10

Gross return
-0.893%
Funding
-0.014%
Trading costs
0.000%
Turnover
0.000
Net return
-0.907%

7 days · stress costs

+1.695%

2026-09-03–2026-09-10

Gross return
+1.849%
Funding
-0.154%
Trading costs
0.000%
Turnover
0.000
Net return
+1.695%

Simulated results do not predict future results.