Supertrend vs MACD Crossover
Backtested on the same Hyperliquid perps over 2024-08-15 → 2026-07-05, at the same costs and on the same engine: MACD Crossover wins on risk-adjusted return, a Sharpe of 1.83 against 1.07. Supertrend rode out the shallower worst drawdown (27%), and MACD Crossover made the most in total. When Bitcoin was trending up, MACD Crossover gained more; when it was falling, Supertrend held up better.
- Net Sharpe
- 1.07
- Total return
- +89.1%
- Max drawdown
- −26.7%
- Trades
- 471
- Win rate
- 64%
- Net Sharpe
- 1.83
- Total return
- +274.9%
- Max drawdown
- −31.7%
- Trades
- 5,205
- Win rate
- 71%
MACD Crossover came out ahead here (Sharpe 1.83 vs 1.07). Start it on your own Hyperliquid account, or fork it and change the settings first.
At $1,000, MACD Crossover's worst historical dip was about $317. 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).
| Market | Supertrend | MACD Crossover | Higher return |
|---|---|---|---|
| Rising Bitcoin | -10.9% | +92.1% | MACD Crossover |
| Falling Bitcoin | +115.9% | +96.4% | Supertrend |
What this is: a head-to-head backtest of Supertrend and MACD Crossover 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.