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
New in v3 · 180-config search + gold-heavy sizing like Ichimoku v3.72026-10-13
- Gold ×3 the yen pairs · TP 5R · max hold 120 h · no entries 09–11 New York
- Settings chosen on 2006–2019, then checked on unseen 2020–2026: results held (MAR 1.12)
- Checked on independent Dukascopy data: no losing year
Hypothetical 2006-01-12 – 2026-10-02 · ทบต้น เสี่ยง 0.5% ต่อไม้ (×1.3 ตามชนิดจุดเข้า) · ทอง ×3 แบบที่ Ichimoku v3.7 ให้ทองเสี่ยงมากกว่าคู่เยน
Data source: เอนจิน Python (indicator_lab) · ข้อมูล OANDA H1 · หักสเปรด · เลือกค่าจาก 2006–2019 ตรวจกับ 2020–2026 ที่ไม่ได้ใช้เลือก
Avg. return per year (compounded)
15.5%
Max drawdown
13.4%
Profit factor
1.53
Win rate
40.4%
Longest losing streak
13 trades
Trades
1,790
7.2 trades/month
Worst year
2.1%
in 2018
Losing years
0 years
of 21 years
Profitable months
56.8%
Longest drawdown
670 days
Median hold
26h
Compared with v1 (same trades, same basis)
| v1 | v3 | Change | |
|---|---|---|---|
| Avg. return per year | 7.2% | 15.46% | +8.26% |
| Max drawdown | 8.02% | 13.42% | +5.4% |
| Profit factor | 1.42 | 1.53 | +0.11 |
| Worst year | 0.2% | 2.1% | +1.9% |
| Longest losing streak | 13 trades | 13 trades | 0 trades |
| Longest drawdown | 707 days | 670 days | -37 days |
By market
| Market | Trades | Win | PF | Buy / Sell | Longest losing streak |
|---|---|---|---|---|---|
| EURJPY | 523 | 40.7% | 1.3 | 273 / 250 | 9 |
| GBPJPY | 506 | 39.7% | 1.27 | 245 / 261 | 11 |
| USDJPY | 524 | 38% | 1.44 | 250 / 274 | 11 |
| XAUUSD | 237 | 46.8% | 2.05 | 237 / 0 | 7 |