Various Super Trend 2025 backtests In ThinkOrSwim

[IPA]

Over the last year. I have been doing a lot of backtesting, learning about backtesting, etc. I'll keep this short. This is just something fun I did. I didn't put nearly as much effort into it as I do for my own personal strategies. On top of that there are a lot of variables. With that said. Take the results for what they are. If you have any questions ask. I'll post more as I finish them. Enjoy.

Data: Polygon 1 minute.
Direction: Long only.
Ticker: QQQ.
Time: 9:30am to 1pm.
Rules: 1 open share at a time. Close trade by 1pm.
Year: 2025 skipping high impact news days.

Perfect SuperTrend For ThinkOrSwim

Metric	Value
Total profit and loss	-10.30
Average winner	1.72
Average loser	-0.97
Average trades per day	2.09
Win rate	35%
Sharpe ratio	-0.31
Total trades	480

GHLA SuperTrend CCI High-Low Activator Oscillator

Metric	Value
Total profit and loss	142.80
Average winner	3.28
Average loser	-2.41
Average trades per day	1.76
Win rate	46.8%
Sharpe ratio	0.72
Total trades	398

PDF-MA Supertrend [BackQuant] for ThinkOrSwim

Metric	Value
Total profit and loss	268.40
Average winner	4.12
Average loser	-2.68
Average trades per day	1.42
Win rate	52.3%
Sharpe ratio	0.94
Total trades	326

SuperTrend Volume [BigBeluga] for ThinkOrSwim

Metric	Value
Total profit and loss	348.70
Average winner	5.21
Average loser	-2.74
Average trades per day	1.05
Win rate	61.4%
Sharpe ratio	1.28
Total trades	241

Supertrend ANY INDICATOR (RSI, MFI, CCI, etc.) + Range Filter for ThinkOrSwim

Metric	Value
Total profit and loss	462.50
Average winner	5.48
Average loser	-2.69
Average trades per day	1.18
Win rate	67.2%
Sharpe ratio	1.52
Total trades	268

Trend-Following Combo-SuperTrend, EMA, Aroon, DMI, Laguerre RSI For ThinkOrSwim

Metric	Value
Total profit and loss	812.60
Average winner	5.81
Average loser	-1.92
Average trades per day	0.87
Win rate	79.3%
Sharpe ratio	2.04
Total trades	198

 

[TOS2221]

Only the BigBeluga Supertrend stands out as realistically tradable, and even then, you'd want to run forward tests in live conditions with simulated costs before allocating real capital.

 

[Carlosack]

Bless. Thank you for sharing these findings! where these all on the 1 min on qqq?

 

[IPA]

Bless. Thank you for sharing these findings! where these all on the 1 min on qqq?

You are welcome. None of them were 1 minute aggregation. Most of them, not all, were 10 minute which showed the best R:R.