same window · same costs · same engine

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.

By Keel Research · Data as of 2026-07-05 · how these backtests were produced
Supertrend MACD Crossovergrowth of $100, net of costs
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%
Run the winner — MACD Crossover

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).

MarketSupertrendMACD CrossoverHigher return
Rising Bitcoin-10.9%+92.1%MACD Crossover
Falling Bitcoin+115.9%+96.4%Supertrend
See SupertrendSee MACD Crossover

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.

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Questions

Supertrend vs MACD Crossover FAQ

Supertrend vs MACD Crossover: which is better for crypto?

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.

Is this a fair comparison of Supertrend and MACD Crossover?

Yes. Both were backtested over the exact same dates (2024-08-15 → 2026-07-05), 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 MACD Crossover beat Supertrend?

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