Strategy library · Trend and breakouts
Supertrend backtest on NQ and ES futures
Supertrend (10, 3)
Also called: Supertrend 10 3 strategy, Supertrend indicator strategy, Supertrend flip, buy when Supertrend (10, 3) flips up, short when Supertrend (10, 3) flips down
What happens if you buy NQ every time Supertrend (10, 3) flips up?
What it is
The Supertrend (10, 3) is a trailing line set from the average true range that flips from one side of price to the other. This strategy goes long when the Supertrend flips up and short when it flips down, and exits on the opposite flip.
What it did
On NQ futures from 2024-10-08 to 2026-10-07, the Supertrend strategy took 411 trades on the 15-minute chart, won 47.9% of them and finished 1,766.00 points ($35,320 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, the 209 long trades on the 15-minute chart won 49.3% and made 184.25 points ($3,685 on one NQ contract), before commission and slippage. On ES futures from 2024-08-28 to 2026-08-27, the Supertrend strategy took 457 trades on the 15-minute chart, won 45.5% of them and finished 177.00 points ($8,850 on one ES contract), before commission and slippage. The 5-minute, 1-hour and daily results for both markets are in the table on this page.
How it was tested
CE Market Solutions tested the Supertrend strategy on NQ (2024-10-08 to 2026-10-07) and ES (2024-08-28 to 2026-08-27) futures, 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; the NQ trades are listed on this page and the ES trades under the ES tab.
See it tested with one change · $19
Tested by CE Market Solutions on 2026-10-26. The trades are listed below, one market at a time. Gross, no commission or slippage. Last 2 years.
Results
Rule as tested: Long when Supertrend flips up; short when it flips down. Exit: Opposite flip.
| Timeframe | NQ · 2024-10-08 to 2026-10-07 | ES · 2024-08-28 to 2026-08-27 | ||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 NQ) | Max DD pts | Trades | Win % | Avg pts | Profit factor | Net pts | Net $ (1 ES) | Max DD pts | |
| 5 minute | 971 | 44.3% | −0.07 | 0.998 | −71.50 | −$1,430 | 3,638.25 | 994 | 45.1% | 1.32 | 1.160 | 1,315.75 | $65,788 | 396.75 |
| 5 minute · longs only | 488 | 46.9% | — | — | −149.25 | −$2,985 | 2,270.25 | 499 | 48.1% | — | — | 548.75 | $27,438 | 277.00 |
| 5 minute · shorts only | 483 | 41.6% | — | — | 77.75 | $1,555 | 2,606.75 | 495 | 42.0% | — | — | 767.00 | $38,350 | 404.50 |
| 15 minute | 411 | 47.9% | 4.30 | 1.078 | 1,766.00 | $35,320 | 3,534.50 | 457 | 45.5% | 0.39 | 1.033 | 177.00 | $8,850 | 597.75 |
| 15 minute · longs only | 209 | 49.3% | — | — | 184.25 | $3,685 | 2,039.00 | 223 | 47.5% | — | — | −103.75 | −$5,187 | 366.00 |
| 15 minute · shorts only | 202 | 46.5% | — | — | 1,581.75 | $31,635 | 1,912.75 | 234 | 43.6% | — | — | 280.75 | $14,038 | 398.00 |
| 1 hour | 190 | 51.1% | 11.40 | 1.229 | 2,166.00 | $43,320 | 1,527.75 | 194 | 49.5% | −0.77 | 0.929 | −149.75 | −$7,487 | 506.75 |
| 1 hour · longs only | 95 | 53.7% | — | — | 1,648.50 | $32,970 | 1,209.75 | 93 | 53.8% | — | — | 67.00 | $3,350 | 345.75 |
| 1 hour · shorts only | 95 | 48.4% | — | — | 517.50 | $10,350 | 1,238.50 | 101 | 45.5% | — | — | −216.75 | −$10,837 | 274.25 |
| Daily | 12 | 50.0% | 388.25 | 1.774 | 4,659.00 | $93,180 | 3,289.75 | 16 | 37.5% | −36.91 | 0.749 | −590.50 | −$29,525 | 1,156.00 |
| Daily · longs only | 6 | 66.7% | — | — | 6,409.25 | $128,185 | 1,097.00 | 8 | 50.0% | — | — | 628.25 | $31,413 | 478.75 |
| Daily · shorts only | 6 | 33.3% | — | — | −1,750.25 | −$35,005 | 2,853.00 | 8 | 25.0% | — | — | −1,218.75 | −$60,937 | 1,218.75 |
NQ Daily: small sample (12 trades). ES Daily: small sample (16 trades).
Free to use with credit to CE Market Solutions (CC BY 4.0).
NQ 5 minute: the equity line
Long and short
| Side | Trades | Net pts |
|---|---|---|
| Long | 488 | −149.25 |
| Short | 483 | 77.75 |
By month
| Month | Trades | Net pts |
|---|---|---|
| 2024-10 | 30 | 843.50 |
| 2024-11 | 34 | −6.75 |
| 2024-12 | 38 | −324.75 |
| 2025-01 | 38 | 119.75 |
| 2025-02 | 31 | −212.50 |
| 2025-03 | 45 | 272.50 |
| 2025-04 | 46 | −1,225.00 |
| 2025-05 | 45 | −246.25 |
| 2025-06 | 46 | −748.50 |
| 2025-07 | 45 | −434.25 |
| 2025-08 | 42 | −11.25 |
| 2025-09 | 36 | −13.25 |
| 2025-10 | 37 | 1,025.00 |
| 2025-11 | 34 | 1,809.75 |
| 2025-12 | 38 | −410.75 |
| 2026-01 | 40 | 325.00 |
| 2026-02 | 37 | −55.50 |
| 2026-03 | 39 | 139.00 |
| 2026-04 | 46 | −422.75 |
| 2026-05 | 44 | 608.25 |
| 2026-06 | 38 | 785.00 |
| 2026-07 | 50 | −889.00 |
| 2026-08 | 45 | −707.00 |
| 2026-09 | 41 | −303.25 |
| 2026-10 | 6 | 11.50 |
Every trade, NQ 5 minute971 trades
Pick any of the 971 charted trades with Previous, Next or a date, or click a row in the trades table below, to see it drawn on the real 1-minute bars. Drag the chart sideways to move through the sessions around it.
Chart unavailable. The trades are in the table below.
All trades (971), newest first
Times are New York time; points are gross. Click a row to draw that trade in the chart above.
| Session date | Side | Entry (ET) | Entry price | Exit (ET) | Exit price | Exit reason | Points |
|---|---|---|---|---|---|---|---|
| 2025-06-09 | long | 10:10 | 21822.75 | 15:59 | 21818.75 | end of day 15:59 | −4.00 |
| 2025-06-09 | short | 09:40 | 21761.25 | 10:10 | 21822.75 | opposite flip | −61.50 |
| 2025-06-06 | short | 15:40 | 21801.50 | 15:59 | 21789.50 | end of day 15:59 | 12.00 |
| 2025-06-06 | long | 14:05 | 21846.50 | 15:40 | 21801.50 | opposite flip | −45.00 |
| 2025-06-06 | short | 12:45 | 21761.25 | 14:05 | 21846.50 | opposite flip | −85.25 |
| 2025-06-05 | short | 12:40 | 21820.00 | 15:59 | 21586.75 | end of day 15:59 | 233.25 |
| 2025-06-05 | long | 11:00 | 21858.25 | 12:40 | 21820.00 | opposite flip | −38.25 |
| 2025-06-05 | short | 09:50 | 21736.25 | 11:00 | 21858.25 | opposite flip | −122.00 |
| 2025-06-04 | long | 11:10 | 21776.75 | 15:59 | 21757.25 | end of day 15:59 | −19.50 |
| 2025-06-04 | short | 10:05 | 21694.25 | 11:10 | 21776.75 | opposite flip | −82.50 |
| 2025-06-04 | long | 09:35 | 21755.00 | 10:05 | 21694.25 | opposite flip | −60.75 |
| 2025-06-03 | short | 14:05 | 21691.00 | 15:59 | 21704.50 | end of day 15:59 | −13.50 |
| 2025-06-02 | long | 11:55 | 21438.00 | 15:59 | 21534.25 | end of day 15:59 | 96.25 |
| 2025-06-02 | short | 10:00 | 21311.00 | 11:55 | 21438.00 | opposite flip | −127.00 |
| 2025-05-30 | long | 14:15 | 21236.00 | 15:59 | 21369.50 | end of day 15:59 | 133.50 |
| 2025-05-30 | short | 12:25 | 21255.25 | 14:15 | 21236.00 | opposite flip | 19.25 |
| 2025-05-30 | long | 10:30 | 21384.50 | 12:25 | 21255.25 | opposite flip | −129.25 |
| 2025-05-28 | short | 15:40 | 21425.25 | 15:59 | 21372.50 | end of day 15:59 | 52.75 |
| 2025-05-28 | long | 15:10 | 21504.50 | 15:40 | 21425.25 | opposite flip | −79.25 |
| 2025-05-28 | short | 09:50 | 21483.25 | 15:10 | 21504.50 | opposite flip | −21.25 |
| 2025-05-27 | short | 15:35 | 21431.75 | 15:59 | 21466.50 | end of day 15:59 | −34.75 |
| 2025-05-27 | long | 10:05 | 21333.00 | 15:35 | 21431.75 | opposite flip | 98.75 |
| 2025-05-26 | long | 11:35 | 21263.75 | 12:59 | 21283.50 | early close | 19.75 |
| 2025-05-26 | short | 10:35 | 21247.50 | 11:35 | 21263.75 | opposite flip | −16.25 |
| 2025-05-23 | long | 10:05 | 20928.00 | 15:59 | 20978.50 | end of day 15:59 | 50.50 |
| 2025-05-21 | short | 13:10 | 21471.50 | 15:59 | 21149.00 | end of day 15:59 | 322.50 |
| 2025-05-21 | long | 09:40 | 21341.75 | 13:10 | 21471.50 | opposite flip | 129.75 |
| 2025-05-20 | long | 15:40 | 21411.50 | 15:59 | 21447.50 | end of day 15:59 | 36.00 |
| 2025-05-20 | short | 14:25 | 21388.75 | 15:40 | 21411.50 | opposite flip | −22.75 |
| 2025-05-20 | long | 13:10 | 21471.50 | 14:25 | 21388.75 | opposite flip | −82.75 |
| 2025-05-19 | short | 14:20 | 21458.75 | 15:59 | 21523.25 | end of day 15:59 | −64.50 |
| 2025-05-16 | long | 13:20 | 21460.75 | 15:59 | 21505.75 | end of day 15:59 | 45.00 |
| 2025-05-15 | short | 14:05 | 21447.50 | 15:59 | 21419.50 | end of day 15:59 | 28.00 |
| 2025-05-14 | long | 14:35 | 21391.00 | 15:59 | 21397.00 | end of day 15:59 | 6.00 |
| 2025-05-14 | short | 13:25 | 21293.00 | 14:35 | 21391.00 | opposite flip | −98.00 |
| 2025-05-14 | long | 12:35 | 21411.75 | 13:25 | 21293.00 | opposite flip | −118.75 |
| 2025-05-14 | short | 09:50 | 21309.50 | 12:35 | 21411.75 | opposite flip | −102.25 |
| 2025-05-14 | long | 09:35 | 21395.50 | 09:50 | 21309.50 | opposite flip | −86.00 |
| 2025-05-12 | short | 15:40 | 20875.25 | 15:59 | 20949.75 | end of day 15:59 | −74.50 |
| 2025-05-12 | long | 12:50 | 20869.75 | 15:40 | 20875.25 | opposite flip | 5.50 |
| 2025-05-09 | long | 15:10 | 20176.50 | 15:59 | 20136.25 | end of day 15:59 | −40.25 |
| 2025-05-09 | short | 10:20 | 20205.00 | 15:10 | 20176.50 | opposite flip | 28.50 |
| 2025-05-08 | short | 14:05 | 20244.25 | 15:59 | 20152.25 | end of day 15:59 | 92.00 |
| 2025-05-08 | long | 11:25 | 20150.50 | 14:05 | 20244.25 | opposite flip | 93.75 |
| 2025-05-07 | long | 15:00 | 19886.50 | 15:59 | 19949.25 | end of day 15:59 | 62.75 |
| 2025-05-07 | short | 13:55 | 19827.75 | 15:00 | 19886.50 | opposite flip | −58.75 |
| 2025-05-07 | long | 13:15 | 19921.25 | 13:55 | 19827.75 | opposite flip | −93.50 |
| 2025-05-07 | short | 10:55 | 19847.50 | 13:15 | 19921.25 | opposite flip | −73.75 |
| 2025-05-07 | long | 10:25 | 19963.25 | 10:55 | 19847.50 | opposite flip | −115.75 |
| 2025-05-06 | long | 15:00 | 19953.75 | 15:59 | 19875.75 | end of day 15:59 | −78.00 |
Questions and answers
What happens if you buy NQ every time Supertrend (10, 3) flips up?
From 2024-10-08 to 2026-10-07 on the NQ 15-minute chart, the Supertrend strategy took 209 long trades, won 49.3% of them and made 184.25 points ($3,685 on one NQ contract), before commission and slippage. From 2024-10-08 to 2026-10-07 on NQ, its long trades also made -149.25 points on 488 trades on the 5-minute chart, 1,648.50 points on 95 trades on the 1-hour chart and 6,409.25 points on 6 trades on the daily chart, before commission and slippage.
What happens if you short ES every time Supertrend (10, 3) flips down?
From 2024-08-28 to 2026-08-27 on the ES 15-minute chart, the Supertrend strategy took 234 short trades, won 43.6% of them and made 280.75 points ($14,038 on one ES contract), before commission and slippage. From 2024-08-28 to 2026-08-27 on ES, its short trades also made 767.00 points on 495 trades on the 5-minute chart, -216.75 points on 101 trades on the 1-hour chart and -1,218.75 points on 8 trades on the daily chart, before commission and slippage.
Does the Supertrend strategy work on Nasdaq futures?
On NQ futures from 2024-10-08 to 2026-10-07, the Supertrend strategy on the 15-minute chart took 411 trades, won 47.9% of them and finished 1,766.00 points ($35,320 on one NQ contract), before commission and slippage.
What is the win rate of Supertrend (10, 3) on ES futures?
The Supertrend strategy won 45.5% of its 457 trades on the ES 15-minute chart from 2024-08-28 to 2026-08-27, before commission and slippage. On ES from 2024-08-28 to 2026-08-27 it also won 45.1% of 994 trades on the 5-minute chart, 49.5% of 194 trades on the 1-hour chart and 37.5% of 16 trades on the daily chart, before commission and slippage.
Is the Supertrend strategy better on the 5-minute, 15-minute, 1-hour or daily chart for NQ?
On NQ from 2024-10-08 to 2026-10-07, the Supertrend strategy made -71.50 points on 971 trades on the 5-minute chart, 1,766.00 points on 411 trades on the 15-minute chart, 2,166.00 points on 190 trades on the 1-hour chart and 4,659.00 points on 12 trades on the daily chart, before commission and slippage.
Is it better to only buy or only sell Supertrend signals on NQ?
On the NQ 15-minute chart from 2024-10-08 to 2026-10-07, the long trades made 184.25 points on 209 trades (49.3% won) and the short trades made 1,581.75 points on 202 trades (46.5% won), before commission and slippage.
How many trades does the Supertrend strategy take on NQ in two years?
The Supertrend strategy took 411 trades on the NQ 15-minute chart from 2024-10-08 to 2026-10-07, before commission and slippage. On NQ from 2024-10-08 to 2026-10-07 it also took 971 on the 5-minute chart, 190 on the 1-hour chart and 12 on the daily chart, before commission and slippage.
What is the max drawdown of the Supertrend strategy on NQ?
The Supertrend strategy had a max drawdown of 3,534.50 points ($70,690 on one NQ contract) on the NQ 15-minute chart from 2024-10-08 to 2026-10-07, before commission and slippage. On NQ from 2024-10-08 to 2026-10-07 its max drawdown was also 3,638.25 points on the 5-minute chart, 1,527.75 points on the 1-hour chart and 3,289.75 points on the daily chart, before commission and slippage.
How does the Supertrend strategy do on ES compared with NQ?
On the ES 15-minute chart from 2024-08-28 to 2026-08-27, the Supertrend strategy 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 NQ 15-minute chart from 2024-10-08 to 2026-10-07, the Supertrend strategy took 411 trades, won 47.9% of them and made 1,766.00 points ($35,320 on one NQ contract), before commission and slippage.
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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