same window · same costs · same engine

Breakout vs Supertrend

Backtested on the same Hyperliquid perps over 2024-08-15 → 2026-09-29, at the same costs and on the same engine: Supertrend wins on risk-adjusted return, a Sharpe of 0.99 against 0.96. Supertrend rode out the shallower worst drawdown (32%), and Breakout made the most in total. When Bitcoin was trending up, Breakout gained more; when it was falling, Breakout held up better.

By Keel Research Team · Data as of 2026-09-29 · how these backtests were produced
Breakout Supertrendgrowth of $100, net of costs
Breakout
Net Sharpe
0.96
Total return
+127.0%
Max drawdown
−40.4%
Trades
4,034
Win rate
35%
Supertrendwinner
Net Sharpe
0.99
Total return
+105.0%
Max drawdown
−31.6%
Trades
679
Win rate
67%
Run the winner — Supertrend

Supertrend came out ahead here (Sharpe 0.99 vs 0.96). Start it on your own Hyperliquid account, or fork it and change the settings first.

Run Supertrend →Fork & customize

At $1,000, Supertrend's worst historical dip was about $316. Free account, your own keys — Keel only places the trades.

When each one wins

Total return while Bitcoin was trending up vs trending down (split by Bitcoin’s 100-day trend line).

MarketBreakoutSupertrendHigher return
Rising Bitcoin+51.7%+20.3%Breakout
Falling Bitcoin+56.3%+52.4%Breakout
See Breakout →See Supertrend →

What this is: a head-to-head backtest of Breakout and Supertrend on the same Hyperliquid window, costs and engine — net of fees, slippage and funding. The overlay is growth of $100 (normalized), not a return promise. A higher Sharpe is not a guarantee; both strategies draw down. Past performance does not predict future results, and this is not investment advice.

Related tools

Live crypto market regime→Hyperliquid fee calculator→

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Or the big question: do crypto trading bots actually work? →
Questions

Breakout vs Supertrend FAQ

Breakout vs Supertrend: which is better for crypto?

Backtested on the same Hyperliquid perps over 2024-08-15 → 2026-09-29, at the same costs and on the same engine: Supertrend wins on risk-adjusted return, a Sharpe of 0.99 against 0.96. Supertrend rode out the shallower worst drawdown (32%), and Breakout made the most in total. When Bitcoin was trending up, Breakout gained more; when it was falling, Breakout held up better.

Is this a fair comparison of Breakout and Supertrend?

Yes. Both were backtested over the exact same dates (2024-08-15 → 2026-09-29), with the same costs — fees, slippage and funding — on the same engine Keel uses to trade live. Neither side gets a friendlier window or lower fees.

When does Supertrend beat Breakout?

It depends on the market. When Bitcoin was trending up, Breakout made more; when Bitcoin was falling, Breakout held up better. That split is measured across the whole test from each strategy's own results, not a single lucky month.