SuperTrend LONG

Status: KILLED (2026-08-14 live re-measure). At the preset defaults this configuration ruins the account (-100% under fixed nominal sizing). It is the closest of the 5 killed presets to breakeven (PF 0.92) — and it still ended at 0. The page documents why.

Overview

SuperTrend draws a dynamic support/resistance line from ATR-scaled bands and declares the trend “up” or “down” depending on which side of the line price sits. The preset enters long at the exact bar where the line flips from bearish to bullish. It is a pure trend-following flip system: no secondary confirmation, no volume or momentum filter — the flip is the signal.

How It Works

1. ATR — ATR(10) with Wilder’s smoothing
2. Basic bands — (high + low) / 2 ± 3.0 × ATR
3. Band ratchet — the final upper band can only move down while price stays below it, and resets upward only when the previous close breaks above it (mirrored for the lower band). This makes the line trail price instead of oscillating with it
4. Direction flip — while bearish, a close above the final upper band flips the trend bullish; while bullish, a close below the final lower band flips it bearish
5. LONG — on the bearish → bullish flip; this preset runs LONG only (the code also emits the bullish → bearish flip as a SHORT signal)
6. Entry — next bar’s open after the flip candle
7. Exit — TP 12% / SL 5% (preset defaults)

Results (live engine re-measure, 2026-08-14)

Scope: top-10 coins, 1H candles, leverage 5x, fee 0.05% per side, window 2023-12-10 → 2026-08-14, fixed nominal sizing.

Metric	Value
Profit factor	0.92
Total return	-100.0% (account ruin)
Win rate	44.09%
Max drawdown	100.0% (account equity)
Sharpe	-0.53
Trades	2,184

Why It Loses

• Flips are late by construction. A bullish flip requires price to close through the entire band — 3.0 × ATR away from the mid — so a meaningful chunk of the move is already spent at entry.
• Ranges shred flip systems. Every sideways stretch produces alternating flips, and each false flip books a loss. The favorable exit asymmetry (TP 12% vs SL 5%) needed the winners to be long, clean trends; at a 44.09% win rate the whipsaw losses plus fees still won, leaving PF at 0.92.
• “Almost breakeven” is not survivable at leverage. With 5x leverage, 0.05% fee per side and fixed nominal sizing, a profit factor just under 1 across 2,184 trades still compounds the account to 0. The mild Sharpe (-0.53) shows it bled slower than the other killed presets — but it bled all the way.

Caveats

• -100% is this repo’s ruin notation: under fixed nominal sizing the account equity reached 0 inside the window.
• The verdict is for the LONG preset at its defaults on the stated scope; the SHORT flip that exists in the code was not part of this measurement, and no claim is made about it.
• Killed status: reproducible in the simulator, presented for education only.