SuperTrend Strategy Backtest Over 6 Years Shows Mixed Results Across Assets

A developer ported TradingView's popular SuperTrend strategy script by KivancOzbilgic — which has over 25,000 boosts — line-for-line into Python and backtested it on 6.7 years of real Exness tick data with actual spreads and commissions. On Gold H4, the strategy achieved a profit factor of 1.97 across 267 trades from January 2020 to September 2026, though 97% of those gains came from the 2024–2026 gold rally alone. Testing on NZDUSD across M15, H1, and H4 timeframes all resulted in losses, with profit factors ranging between 0.80 and 0.86 even after 32 parameter combinations. The backtest highlights a key gap between TradingView's Strategy Tester and real broker results: higher-frequency strategies suffer significantly more from spread and commission costs, with Gold M15 on a Cent account seeing 96% of profits erased. The author describes the SuperTrend as a reliable trend filter rather than a standalone automated trading system, and plans to continue the series with other top-boosted TradingView strategies.
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