SuperTrend Backtest Results

All 6 asset backtests for the SuperTrend indicator. Sorted by Sharpe ratio.

6 assets tested · 5-year historical data · Sorted by Sharpe ratio

Asset	Return	CAGR	Sharpe	Max DD	Win Rate	PF	Trades
🟡 AAPL	+44.6%	7.7%	0.39	29.0%	44.3%	1.15	289
🟡 TSLA	+54.3%	9.1%	0.30	54.1%	39.2%	1.06	306
🟡 BTC	+0.5%	0.1%	0.07	45.1%	35.4%	1.00	463
🔴 ETH	-46.1%	-11.6%	-0.31	75.0%	36.2%	0.94	467
🔴 QQQ	-24.1%	-5.4%	-0.31	35.9%	44.1%	0.87	295
🔴 SPY	-19.7%	-4.3%	-0.47	30.6%	42.3%	0.87	298

🟢 Sharpe > 0.5 · 🟡 0–0.5 · 🔴 Negative

Last refreshed: July 04, 2026