Supertrend ATR Stop Strategy

kelmarin

Supertrend Indicator, Candlestick Patterns, and ATR-Based Bitcoin Perpetual Futures Strategy


It is useful for Bitcoin perpetual futures.

I have researched more stable and profitable strategies.
I also built some strategies without a stop-loss logic and learned from those failures.
Through that experience, I realized that every trading strategy must have a clear stop-loss plan.
Recently, I finally found a stop-loss logic that fits my approach.



Backtest period 1. 2024-01-01 ~ 2026-02-10(chart window)

1. initial capital : 5000 usdt
   
2. total profit(compound,accumulatively): 30,229.17 usdt(604.58%)
   
3. mdd : 27.65%
   
4. win rate: 36.52%
   
5. profit ratio: 1.36
   
6. max leverage: 5
   
7. avg leverage: 1.71
   
8. sharp ratio: 0.711
   
9. sortino ratio: 2.168
   

Backtest period 2. 2019-11-18 ~ 2026-02-10(full period)

1. initial capital : 5000 usdt
   
2. total profit(compound,accumulatively) : 903,440.79 usdt(18,068.82%)
   
3. mdd : 46.78%
   
4. win rate: 34.96%
   
5. profit ratio: 1.326
   
6. max leverage: 5
   
7. avg leverage: 1.83
   
8. sharp ratio: 0.578
   
9. sortino ratio: 1.755
   

kelmarin

Nota Keluaran

parameter update

kelmarin

Nota Keluaran

trendline visual update on the chart