All systems / Supertrend MTF
Supertrend MTF v3
A trend system on Supertrend across three timeframes, found by comparing 20 indicators. Used as a diversifying add-on to Ichimoku.
Research / add-on
XAUUSDUSDJPYEURJPYGBPJPYH1 (trend from D1 + H4)Latest update
What changed in v1 · 20 indicators compared + 100-method test2026-10-13
- Supertrend was best in the same template as Ichimoku MTF (D1+H4 trend → H1 turn = entry)
- Passed 100 checks: other data feed, walk-forward, settings ±20 %, beats random
- Stop and trailing 3 ATR · no entries 09–11 NY · none when ATR spikes above 2× normal
Hypothetical 2006-01-12 – 2026-10-02 · ทบต้น เสี่ยง 0.5% ต่อไม้ × น้ำหนักคู่ (ทอง ×1.26, EURJPY ×0.94, GBPJPY ×0.96, USDJPY ×0.84)
Data source: เอนจิน Python (indicator_lab) · ข้อมูล OANDA H1 · หักสเปรด ทอง 0.40$ · USDJPY 1.5 · EURJPY 2.5 · GBPJPY 3.5 pip
Avg. return per year (compounded)
7.2%
Max drawdown
8.0%
Profit factor
1.42
Win rate
40.2%
Longest losing streak
13 trades
Trades
1,769
7.11 trades/month
Worst year
0.2%
in 2021
Losing years
0 years
of 21 years
Profitable months
56.4%
Longest drawdown
707 days
Median hold
26h
By market
| Market | Trades | Win | PF | Buy / Sell | Longest losing streak |
|---|---|---|---|---|---|
| EURJPY | 518 | 40.5% | 1.3 | 273 / 245 | 9 |
| GBPJPY | 498 | 39.6% | 1.27 | 245 / 253 | 11 |
| USDJPY | 519 | 37.8% | 1.41 | 250 / 269 | 11 |
| XAUUSD | 234 | 46.2% | 1.99 | 234 / 0 | 7 |