trend-combomedium-high risk⚠ Data as of 2026-07-05 — refresh pending
Supertrend + Bollinger Combo (Crypto Perps)
Does a SuperTrend + Bollinger strategy work on crypto? Backtested on real Hyperliquid perps from 2024-08-15 to 2026-07-05, the default settings earned a Sharpe of 1.46 — +202.9% total return with a 29.1% worst drawdown across 345 trades, net of fees, slippage, and funding.
By Keel Research · Data as of 2026-07-05 · how this backtest was produced
Sharpe
1.46
default settings
Total return
+202.9%
Worst drawdown
−29.1%
Trades
345
2024-08-15 → 2026-07-05 · net of fees, slippage, and funding · price-only Sharpe 1.57 · these are the default settings, not a hand-picked best case.
At $1,000, this strategy’s worst historical dip was about $291. Free account, your own Hyperliquid keys — Keel only trades.
How it works
How it works
SuperTrend sets the direction — green marks an uptrend, red a downtrend. Two confirmations filter out the false flips that plague SuperTrend on its own: the bar must close above its Bollinger midline (momentum agreeing with the trend), and a volatility filter skips dead, flat markets where SuperTrend flips are usually fakeouts. It goes long the top-15 Hyperliquid perpetuals on daily bars when all three line up, holds cash otherwise, and exits when SuperTrend flips. Positions are equal-weight, 1x gross, long-or-flat.
When it works best
Strong, sustained daily trends with real volatility behind them. The confirmations mean it takes few, higher-conviction positions — only 127 trades across the whole window — so it stays out of the chop that whipsaws a bare trend indicator. Over 2024-08-15 to 2026-07-05 the default daily settings returned +126.1% with a Sharpe of 1.38 and a maximum drawdown of −32.3%, net of fees, slippage, and funding.
When it struggles
Sideways, low-volatility markets, where even the filtered signal produces occasional false starts. Because it holds a position until SuperTrend flips, a sharp reversal can give back a chunk before it exits — drawdowns run deep, with a −32.3% maximum in the test window. It also depends on a middling number of coins: both a narrower and a wider set tested worse.
How it’s built
The exact strategy behind this backtest — no black box. Switch to code to see or copy the full definition.
Configuration
Globalsconfig
target_timeframe1dbar_offset12h
UniverseassetsTop by Volume · HL Perps · 15 assets15 resolved
Executiontrading
rebalanceBufferedbuffer_threshold0.2buffer_moderelative+1
Pipeline5 steps
PriceDataLoaderData Loader
timeframe15min
TargetTimeframeResamplerData Transform
Parallel3 branches
st_green
SuperTrendIndicator
period10multiplier3
AboveThresholdFilterSignal Transform
threshold0
bb_confirms
BollingerBandsIndicator
period20num_std2
AboveThresholdFilterSignal Transform
threshold0.5
bands_not_flat
VolatilitySqueezeIndicator
short_period7long_period21
AboveThresholdFilterSignal Transform
threshold0.85
MaskAndSignal Composer
EqualWeightSizerPosition Sizer
target_leverage1max_weight0.2
Globals(target_timeframe="1d", bar_offset="12h")Universe(mode="top_volume", top_n=15, market="perp", resolved=["BTC", "DOGE", "ETH", "GRAM", "HYPE", "LINK", "LIT", "PUMP", "SOL", "SUI", "VVV", "XPL", "XRP", "ZEC", "kPEPE"], resolved_at="2026-07-06T19:04:20.109737+00:00")Execution( rebalance="buffered", buffer_threshold=0.2, buffer_mode="relative", rebalance_method="to_edge",)Pipeline([ PriceDataLoader(timeframe="15min"), TargetTimeframeResampler(), { "st_green": [SuperTrend(period=10, multiplier=3.0), AboveThresholdFilter(threshold=0.0)], "bb_confirms": [BollingerBands(period=20, num_std=2.0), AboveThresholdFilter(threshold=0.5)], "bands_not_flat": [VolatilitySqueeze(short_period=7, long_period=21), AboveThresholdFilter(threshold=0.85)], }, MaskAnd(), EqualWeightSizer(target_leverage=1.0, max_weight=0.2),], name="supertrend_bollinger_crypto")Explore the settings
precomputed · updates instantlyAdjust a setting to see the exact backtested result — including the ones that lost money.
Complete 12-cell public cross-product on explicit resolved universes.
SuperTrend preset
Bollinger confirmation
Pinned universe
Sharpe
1.46
Return
202.9%
Worst DD
−29.1%
Trades
345
At $1,000, these settings' worst historical dip was about $291. You land in the editor with this exact setup. Free account, your own keys.
Compare all 12 settings
| Settings | Sharpe | Return | Worst DD | Trades |
|---|---|---|---|---|
| SuperTrend 10/3 · Bollinger 0.5 · Pinned top8_launch | 0.51 | 23.0% | −43.0% | 159 |
| SuperTrend 10/3 · Bollinger 0.5 · Pinned top15_launchdefault | 1.46 | 202.9% | −29.1% | 345 |
| SuperTrend 10/3 · Bollinger 0.5 · Pinned top25_launch | 1.01 | 117.3% | −49.3% | 770 |
| SuperTrend 10/3 · Bollinger 0.65 · Pinned top8_launch | 0.15 | 0.9% | −30.3% | 163 |
| SuperTrend 10/3 · Bollinger 0.65 · Pinned top15_launch | 1.21 | 122.9% | −32.6% | 363 |
| SuperTrend 10/3 · Bollinger 0.65 · Pinned top25_launch | 0.82 | 74.7% | −51.3% | 818 |
| SuperTrend 20/3 · Bollinger 0.5 · Pinned top8_launch | 0.90 | 50.9% | −31.3% | 136 |
| SuperTrend 20/3 · Bollinger 0.5 · Pinned top15_launch | 1.70 | 265.3% | −26.5% | 302 |
| SuperTrend 20/3 · Bollinger 0.5 · Pinned top25_launch | 1.20 | 162.1% | −36.8% | 671 |
| SuperTrend 20/3 · Bollinger 0.65 · Pinned top8_launch | 0.61 | 25.4% | −19.9% | 143 |
| SuperTrend 20/3 · Bollinger 0.65 · Pinned top15_launch | 1.46 | 169.7% | −27.7% | 319 |
| SuperTrend 20/3 · Bollinger 0.65 · Pinned top25_launch | 1.06 | 117.2% | −35.6% | 718 |
The data
Monthly returns
| Month | Return |
|---|---|
| 2024-08 | 0.0% |
| 2024-09 | +21.1% |
| 2024-10 | -0.5% |
| 2024-11 | +81.1% |
| 2024-12 | -2.8% |
| 2025-01 | -3.4% |
| 2025-02 | -8.6% |
| 2025-03 | -1.1% |
| 2025-04 | +9.2% |
| 2025-05 | +13.1% |
| 2025-06 | -5.0% |
| 2025-07 | +6.9% |
| 2025-08 | -3.6% |
| 2025-09 | -0.6% |
| 2025-10 | -2.6% |
| 2025-11 | +7.5% |
| 2025-12 | +2.0% |
| 2026-01 | +3.6% |
| 2026-02 | +7.8% |
| 2026-03 | -2.7% |
| 2026-04 | +4.5% |
| 2026-05 | +14.7% |
| 2026-06 | -4.2% |
| 2026-07 | +2.0% |
Which assets it traded
| Avg allocation | Days held | % of time held | Asset |
|---|---|---|---|
| 0.1794 | 253 | 36.72 | HYPE |
| 0.1618 | 213 | 30.91 | BTC |
| 0.1568 | 191 | 27.72 | SUI |
| 0.1574 | 182 | 26.42 | ETH |
| 0.1737 | 178 | 25.83 | VVV |
| 0.1584 | 177 | 25.69 | SOL |
| 0.1461 | 160 | 23.22 | kPEPE |
| 0.1478 | 149 | 21.63 | DOGE |
| 0.1477 | 146 | 21.19 | LINK |
| 0.1468 | 130 | 18.87 | XRP |
| 0.182 | 99 | 14.37 | ZEC |
| 0.1865 | 59 | 8.56 | XPL |
| 0.1822 | 56 | 8.13 | LIT |
| 0.1575 | 53 | 7.69 | PUMP |
| 0 | 0 | 0 | GRAM |
What this is: a historical backtest on real Hyperliquid market data, net of fees, slippage, and funding. Its worst historical drawdown was 29.1% — expect drawdowns of that order or worse. Past performance does not predict future results, and this is not investment advice. Size your account so a full drawdown is survivable.