SuperTrend AI Adaptive - Strategy [BTC]+2,091% returns. 1.94 profit factor. 28% max drawdown.
Buy and hold returned ~785% over the same period with 75%+ drawdowns. This strategy returned 2,091% with less than a third of the drawdown. Consistent upward equity curve through bull markets, bear markets, and sideways chop.
This is the strategy version of SuperTrend AI . Same regime-adaptive engine, same AI scoring, now with full entries, exits, and risk management built in.
◈ How It Works
The strategy detects market regime shifts (trending, volatile, ranging) and adapts the SuperTrend multiplier automatically. Every trend flip is scored 0-100 by a 5-factor AI engine. Only high-scoring flips become trade entries.
The 5 scoring factors:
Volume Surge: was there conviction behind the flip?
Displacement: how far did price break through the band?
Trend Alignment: does the EMA agree with the direction?
Regime Quality: trending regimes score highest, ranging get penalized
Band Distance: how far did price travel to reach the flip point?
Low-scoring flips are skipped entirely. This is the main edge. Standard SuperTrend enters on every flip. This strategy is selective.
◈ Regime Adaptation
TRENDING regime: multiplier stays at base. Normal conditions, normal entries.
VOLATILE regime: multiplier widens automatically. Prevents noise-driven entries. Band turns amber on chart.
RANGING regime: multiplier tightens slightly. Entries are blocked by default because SuperTrend gets chopped in ranges.
The regime filter alone eliminates most of the losing trades that kill standard SuperTrend strategies.
◈ Risk Management
Three stop loss modes:
ATR-based (default): dynamic stop that adjusts to current volatility
Percent: fixed percentage stop
SuperTrend: exit only on trend flip
Take profit modes:
Risk:Reward ratio (default 2.5:1): TP based on SL distance
Percent: fixed percentage target
None: hold until stop or flip
Optional trailing stop for locking in profits on extended trends. All parameters are adjustable.
◈ Why It Beats Buy and Hold
Buy and hold works in hindsight. In real time, you sit through 50-75% drawdowns hoping for recovery. This strategy:
Shorts during bear markets instead of bleeding. The 2022 and early 2026 bear legs were profitable, not just survivable.
Stays flat during ranging markets. No entries when conditions are bad.
Compounds gains from both directions. Longs in uptrends, shorts in downtrends.
The equity curve tells the story. Consistent staircase up with controlled pullbacks vs the rollercoaster of buy and hold.
◈ Default Settings (optimized for BTCUSDT 4H)
SuperTrend: ATR 10, Base Multiplier 3.0
Regime: Lookback 40, ADX 14, Threshold 20
AI Engine: Trend EMA 50, Volume MA 20, Min Score 65
Risk: SL Mode ATR, SL ATR Mult 6.0, TP Mode RR 2.5:1
Filters: EMA Trend Filter on, Skip Ranging on, Volume Filter on, Cooldown 5
Position: 80% of equity per trade
Commission: 0.06% (Binance futures level), 2 ticks slippage
◈ Adapting to Other Assets
These defaults are tuned for BTCUSDT 4H. For other assets, adjust:
Other crypto (ETH, SOL) 4H: Same settings, may need Min Score 60
Forex 1H to 4H: Lower position size to 20-30%, tighten SL to 2.5-3.0 ATR, trend following works less well on forex
Indices 1H: SL ATR 3.0-4.0, position size 30-50%
SuperTrend strategies work best on assets that trend. Crypto on higher timeframes trends the hardest.
◈ Backtest Notes
Period: Jan 2015 to Feb 2026 (10+ years, includes multiple bull and bear cycles)
Initial capital: $10,000 USDT
Commission: 0.06% per trade (realistic for Binance futures)
Slippage: 2 ticks
Position sizing: 80% of equity (compounding)
No pyramiding. One position at a time.
Signals are non-repainting. Entries on confirmed bar close only.
Returns are compounded. The 2,091% figure reflects reinvesting profits at 80% equity per trade. Without compounding, the raw edge is captured by the profit factor (1.94) and win rate (46% at 2.5:1 RR).
◈ Key Metrics
Total P&L: +2,091%
Profit Factor: 1.94
Win Rate: 46.10% (71 of 154 trades)
Max Drawdown: 28.16%
Average trade count: roughly 15 per year
◈ Features
✓ Regime-adaptive SuperTrend with automatic multiplier adjustment
✓ AI signal scoring filters out low-quality trend flips
✓ Three SL modes (ATR, Percent, SuperTrend flip)
✓ Three TP modes (Risk:Reward, Percent, None)
✓ Optional trailing stop
✓ EMA trend filter, regime filter, volume filter
✓ Realistic commission and slippage included
✓ Dashboard showing trend, regime, position status, and signal score
✓ Non-repainting entries on confirmed bar close
✓ 100% original code
◈ Companion Indicator
This strategy is built on the SuperTrend AI indicator. Use the indicator for live chart analysis and the strategy for backtesting and validation. Both available free on my profile.
◈ Disclaimer
Past backtest performance does not guarantee future results. All backtests have inherent limitations including look-ahead bias in parameter selection. These settings were optimized on the full sample period. Always forward-test before risking real capital. Use proper position sizing and risk management. This is not financial advice.
Happy trading.
Stratégie Pine Script®






















