SuperTrend on crypto: 4-hour bars only
All 12 SuperTrend settings made money on 4-hour bars, a median of +34.2% a year after costs, but none passed the two-period test, and none made money on bars of 30 minutes or less.
How it works
SuperTrend draws a line a multiple of the Average True Range (ATR) below the price in an uptrend, or above it in a downtrend. The line only moves in the direction of the trend, so it works like a trailing stop. The signal turns up when the close crosses above the line and down when it crosses below.
What we tested
- ATR over 7, 10 or 14 bars; multiplier 1.5, 2, 3 or 4; hold while SuperTrend points up: 12 settings.
Every setting was run on eight bar lengths, from 1 minute to 4 hours, on Upbit's Korean-won market: 12 large coins from January 2024 to October 2026 (from January 2025 on 5- and 10-minute bars; 8 coins from April 2026 on 1- and 3-minute bars). Signals are taken at a bar's close and filled at the next bar's open, spot buying only, with equal money in each coin. Every trade pays Upbit's 0.05% fee plus one price tick of slippage. That makes 12 single-indicator settings, and 1,158 more combinations where the best of them were given a filter or an exit rule. Full method.
Results by setting and bar length
Each cell is the yearly return after costs over the whole period. An outlined cell passed the two-period test: at least +10% a year in both the first and the second period, with the second keeping at least half of the first.
Return per year after costs, %
Sea level (0) is break-even after costs: blue is under water, green to brown is land.
Settings above water after costs: 12 of 12 on 4-hour bars, 4 of 12 on 1-hour bars, and none on 30-minute bars or shorter. None passed the two-period test.
| Setting | 1m | 3m | 5m | 10m | 15m | 30m | 1h | 4h |
|---|---|---|---|---|---|---|---|---|
| SuperTrend(7, 1.5) | −100.0 | −100.0 | −100.0 | −100.0 | −99.2 | −89.5 | −58.7 | +26.3 |
| SuperTrend(7, 2) | −100.0 | −100.0 | −100.0 | −99.8 | −96.1 | −74.0 | −30.2 | +35.4 |
| SuperTrend(7, 3) | −100.0 | −100.0 | −99.9 | −96.1 | −79.3 | −45.8 | −5.3 | +43.0 |
| SuperTrend(7, 4) | −100.0 | −99.4 | −98.6 | −84.6 | −57.2 | −16.1 | +15.5 | +34.3 |
| SuperTrend(10, 1.5) | −100.0 | −100.0 | −100.0 | −100.0 | −99.3 | −89.2 | −57.7 | +24.5 |
| SuperTrend(10, 2) | −100.0 | −100.0 | −100.0 | −99.7 | −96.1 | −75.3 | −29.5 | +31.8 |
| SuperTrend(10, 3) | −100.0 | −100.0 | −99.9 | −95.9 | −77.4 | −39.8 | −0.7 | +39.3 |
| SuperTrend(10, 4) | −100.0 | −99.1 | −98.3 | −83.5 | −55.1 | −12.2 | +15.8 | +32.7 |
| SuperTrend(14, 1.5) | −100.0 | −100.0 | −100.0 | −100.0 | −99.3 | −89.0 | −58.8 | +23.5 |
| SuperTrend(14, 2) | −100.0 | −100.0 | −100.0 | −99.7 | −96.0 | −74.5 | −32.4 | +34.1 |
| SuperTrend(14, 3) | −100.0 | −100.0 | −99.9 | −95.6 | −76.5 | −39.5 | +0.8 | +35.8 |
| SuperTrend(14, 4) | −100.0 | −99.0 | −98.1 | −82.3 | −54.1 | −14.4 | +10.4 | +38.8 |
Adding filters and exit rules
On each bar length, the settings with the best first-period results were combined with up to two filters (trend on a longer chart, ADX, volume, RSI range, Bitcoin's trend) or one filter and an exit rule (stop-loss, trailing stop, take-profit, time limit). Combinations were only built where this indicator ranked among the leaders in the first period.
| Bars | Combinations that traded | Passed | Best that passed | Return a year | Worst fall | Second period |
|---|---|---|---|---|---|---|
| 30-minute | 579 | 0 | None passed. Best overall: +8.8% a year | |||
| 1-hour | 579 | 42 | SuperTrend(10, 4) + close above EMA 200 + volume above its 20-bar average | +33.3% | −31.7% | +27.1% |
What we learned
- Wider bands were better. On 4-hour bars a multiplier of 3 had a median of +39.3% a year against +24.5% for 1.5; on 1-hour bars only the 4× settings all made money.
- The best setting, SuperTrend(7, 3), made +43.0% a year on 4-hour bars but was down 47% at its worst and made only +9.0% a year in the second period.
- On 1-hour bars a filter made it pass: SuperTrend(10, 4) + close above EMA 200 + volume above its 20-bar average, +33.3% a year, worst fall −31.7%.
Questions
What are the best SuperTrend settings for crypto?
On 4-hour bars, a multiplier of 3 with a 7- to 14-bar ATR (median +39.3% a year). On 1-hour bars, use a multiplier of 4; smaller ones lost money.
Is SuperTrend better than a moving-average crossover?
Not in our tests. On 4-hour bars the medians were close (+34.2% against +36.9% for crossovers), and both are slow trend filters at heart.
Every setup with this indicator in the explorer: 4h 1h 30m 15m