Strategy library · Comparison
Supertrend vs Parabolic SAR on NQ and ES futures: 2-year backtest side by side
Supertrend vs Parabolic SAR on NQ and ES futures, side by side. The table below holds Supertrend (10, 3) and Parabolic SAR (0.02, 0.2) at the timeframes they have in common, one row per strategy, ordered by market and then timeframe. No row is ordered by a result, and nothing on this page names one strategy over another: the figures are the figures.
Tested by CE Market Solutions on 2026-10-26. Gross, no commission or slippage. Last 2 years.
Supertrend and Parabolic SAR
Supertrend and Parabolic SAR, NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27, one contract, before commission and slippage.
| Market | Timeframe | Strategy | Trades | Win % | Net pts | Net $ (1 contract) | Max DD pts | Long trades | Long net pts | Short trades | Short net pts |
|---|---|---|---|---|---|---|---|---|---|---|---|
| NQ | 5 minute | Supertrend (10, 3) | 971 | 44.3% | −71.50 | −$1,430 | 3,638.25 | 488 | −149.25 | 483 | 77.75 |
| NQ | 5 minute | Parabolic SAR (0.02, 0.2) | 3,717 | 39.8% | −234.25 | −$4,685 | 6,117.00 | 1,860 | 2,153.50 | 1,857 | −2,387.75 |
| NQ | 15 minute | Supertrend (10, 3) | 411 | 47.9% | 1,766.00 | $35,320 | 3,534.50 | 209 | 184.25 | 202 | 1,581.75 |
| NQ | 15 minute | Parabolic SAR (0.02, 0.2) | 1,287 | 42.8% | −2,601.75 | −$52,035 | 5,045.75 | 654 | −543.50 | 633 | −2,058.25 |
| NQ | 1 hour | Supertrend (10, 3) | 190 | 51.1% | 2,166.00 | $43,320 | 1,527.75 | 95 | 1,648.50 | 95 | 517.50 |
| NQ | 1 hour | Parabolic SAR (0.02, 0.2) | 412 | 43.9% | −2,813.50 | −$56,270 | 5,166.50 | 205 | −2,440.75 | 207 | −372.75 |
| NQ | Daily | Supertrend (10, 3) | 12 | 50.0% | 4,659.00 | $93,180 | 3,289.75 | 6 | 6,409.25 | 6 | −1,750.25 |
| NQ | Daily | Parabolic SAR (0.02, 0.2) | 49 | 38.8% | 1,508.25 | $30,165 | 4,649.00 | 25 | 5,209.00 | 24 | −3,700.75 |
| ES | 5 minute | Supertrend (10, 3) | 994 | 45.1% | 1,315.75 | $65,788 | 396.75 | 499 | 548.75 | 495 | 767.00 |
| ES | 5 minute | Parabolic SAR (0.02, 0.2) | 3,700 | 39.6% | 596.50 | $29,825 | 660.00 | 1,848 | 504.75 | 1,852 | 91.75 |
| ES | 15 minute | Supertrend (10, 3) | 457 | 45.5% | 177.00 | $8,850 | 597.75 | 223 | −103.75 | 234 | 280.75 |
| ES | 15 minute | Parabolic SAR (0.02, 0.2) | 1,322 | 44.0% | 699.00 | $34,950 | 648.50 | 664 | 372.00 | 658 | 327.00 |
| ES | 1 hour | Supertrend (10, 3) | 194 | 49.5% | −149.75 | −$7,487 | 506.75 | 93 | 67.00 | 101 | −216.75 |
| ES | 1 hour | Parabolic SAR (0.02, 0.2) | 449 | 46.8% | −528.50 | −$26,425 | 629.50 | 211 | −409.25 | 238 | −119.25 |
| ES | Daily | Supertrend (10, 3) | 16 | 37.5% | −590.50 | −$29,525 | 1,156.00 | 8 | 628.25 | 8 | −1,218.75 |
| ES | Daily | Parabolic SAR (0.02, 0.2) | 57 | 35.1% | −917.00 | −$45,850 | 1,390.25 | 28 | 400.75 | 29 | −1,317.75 |
The figures in words
Supertrend (10, 3): buys when Supertrend (10, 3) flips up, sells short when Supertrend (10, 3) flips down. Exit: Opposite flip.
Parabolic SAR (0.02, 0.2): buys when price flips above the Parabolic SAR dots, sells short when price flips below the Parabolic SAR dots. Exit: Opposite flip.
On the NQ 5-minute chart from 2024-10-08 to 2026-10-07, Supertrend (10, 3) took 971 trades, won 44.3% of them and made -71.50 points (-$1,430 on one NQ contract), before commission and slippage. On the NQ 5-minute chart from 2024-10-08 to 2026-10-07, Parabolic SAR (0.02, 0.2) took 3,717 trades, won 39.8% of them and made -234.25 points (-$4,685 on one NQ contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Supertrend (10, 3) took 411 trades, won 47.9% of them and made 1,766.00 points ($35,320 on one NQ contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Parabolic SAR (0.02, 0.2) took 1,287 trades, won 42.8% of them and made -2,601.75 points (-$52,035 on one NQ contract), before commission and slippage. On the NQ 1-hour chart from 2024-10-08 to 2026-10-07, Supertrend (10, 3) took 190 trades, won 51.1% of them and made 2,166.00 points ($43,320 on one NQ contract), before commission and slippage. On the NQ 1-hour chart from 2024-10-08 to 2026-10-07, Parabolic SAR (0.02, 0.2) took 412 trades, won 43.9% of them and made -2,813.50 points (-$56,270 on one NQ contract), before commission and slippage. On the NQ daily chart from 2024-10-08 to 2026-10-07, Supertrend (10, 3) took 12 trades, won 50.0% of them and made 4,659.00 points ($93,180 on one NQ contract), before commission and slippage. On the NQ daily chart from 2024-10-08 to 2026-10-07, Parabolic SAR (0.02, 0.2) took 49 trades, won 38.8% of them and made 1,508.25 points ($30,165 on one NQ contract), before commission and slippage.
On the ES 5-minute chart from 2024-08-28 to 2026-08-27, Supertrend (10, 3) took 994 trades, won 45.1% of them and made 1,315.75 points ($65,788 on one ES contract), before commission and slippage. On the ES 5-minute chart from 2024-08-28 to 2026-08-27, Parabolic SAR (0.02, 0.2) took 3,700 trades, won 39.6% of them and made 596.50 points ($29,825 on one ES contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Supertrend (10, 3) took 457 trades, won 45.5% of them and made 177.00 points ($8,850 on one ES contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Parabolic SAR (0.02, 0.2) took 1,322 trades, won 44.0% of them and made 699.00 points ($34,950 on one ES contract), before commission and slippage. On the ES 1-hour chart from 2024-08-28 to 2026-08-27, Supertrend (10, 3) took 194 trades, won 49.5% of them and made -149.75 points (-$7,487 on one ES contract), before commission and slippage. On the ES 1-hour chart from 2024-08-28 to 2026-08-27, Parabolic SAR (0.02, 0.2) took 449 trades, won 46.8% of them and made -528.50 points (-$26,425 on one ES contract), before commission and slippage. On the ES daily chart from 2024-08-28 to 2026-08-27, Supertrend (10, 3) took 16 trades, won 37.5% of them and made -590.50 points (-$29,525 on one ES contract), before commission and slippage. On the ES daily chart from 2024-08-28 to 2026-08-27, Parabolic SAR (0.02, 0.2) took 57 trades, won 35.1% of them and made -917.00 points (-$45,850 on one ES contract), before commission and slippage.
How to read the columns: Trades is the number of closed trades; Win % is the share of them that finished above zero points; Net pts is the sum of every trade's points; Net $ is net points times the contract's dollars per point, on one contract; Max DD pts is the largest fall of the running total of points from a peak. The longs-only and shorts-only columns are sums over that side's own trades, and the two sides add up to the strategy's combined result.
CE Market Solutions tested every strategy on the last 2 years of NQ and ES futures (NQ 2024-10-08 to 2026-10-07 and ES 2024-08-28 to 2026-08-27), before commission and slippage, with each signal filled at the next bar's open, intraday positions flat at 15:59 ET and textbook default indicator settings. Nothing is tuned.
Questions and answers
How do Supertrend (10, 3) and Parabolic SAR (0.02, 0.2) compare on Nasdaq-100 futures (NQ)?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Supertrend (10, 3) took 411 trades, won 47.9% of them and made 1,766.00 points ($35,320 on one NQ contract), before commission and slippage. On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, Parabolic SAR (0.02, 0.2) took 1,287 trades, won 42.8% of them and made -2,601.75 points (-$52,035 on one NQ contract), before commission and slippage. The other timeframes they share on NQ are in the table above.
How do Supertrend (10, 3) and Parabolic SAR (0.02, 0.2) compare on S&P 500 futures (ES)?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Supertrend (10, 3) took 457 trades, won 45.5% of them and made 177.00 points ($8,850 on one ES contract), before commission and slippage. On the ES 15-minute chart from 2024-08-28 to 2026-08-27, Parabolic SAR (0.02, 0.2) took 1,322 trades, won 44.0% of them and made 699.00 points ($34,950 on one ES contract), before commission and slippage. The other timeframes they share on ES are in the table above.
How these were run
- Gross: no commission and no slippage.
- The last 2 years of each market, from the first to the last session of its window.
- A signal on a closed bar fills at the next bar’s open.
- A stop and a target touched in the same minute count as the stop.
- Intraday positions are flat at 15:59 ET.
- Textbook TradingView default settings for every indicator; nothing is tuned.
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