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SUPERTREND ATR WITH TRAILING STOP LOSS

Script from: TradingViewSwingTrend followingVolatility

The SuperTrend ATR with Trailing Stop Loss strategy utilizes the Average True Range (ATR) to determine volatility and establishes a moving stop and reversal line. This approach increases the stop loss by 1% following price movement, and executes a closure when the market price or the volatility-based line crosses the set stop loss. Essential parameters include ATR Period, ATR Multiplier, Initial Stop Loss, Position Type, and Backtest Period.

Citigroup, Inc. (C)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 4 h

1.71

Risk Reward

277.44 %

Total ROI

140

Total Trades

Wells Fargo & Company (WFC)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 4 h

1.53

Risk Reward

161.37 %

Total ROI

142

Total Trades

NextEra Energy, Inc. (NEE)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 4 h

1.52

Risk Reward

131.36 %

Total ROI

119

Total Trades

Regions Financial Corporation (RF)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 4 h

1.43

Risk Reward

185.18 %

Total ROI

147

Total Trades

Tesla, Inc. (TSLA)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 15 min

1.35

Risk Reward

223.42 %

Total ROI

423

Total Trades

Block, Inc. (SQ)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 1 h

1.35

Risk Reward

804.68 %

Total ROI

431

Total Trades

Comcast Corporation (CMCSA)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 4 h

1.31

Risk Reward

32.45 %

Total ROI

83

Total Trades

Riot Platforms, Inc. (RIOT)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 4 h

1.30

Risk Reward

4,969.09 %

Total ROI

279

Total Trades

Exxon Mobil Corporation (XOM)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 1 h

1.30

Risk Reward

178.04 %

Total ROI

381

Total Trades

Energy Transfer LP (ET)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 2 h

1.28

Risk Reward

138.35 %

Total ROI

268

Total Trades

Block, Inc. (SQ)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 2 h

1.28

Risk Reward

580.24 %

Total ROI

339

Total Trades

Pacific Gas & Electric Co. (PCG)

+ SUPERTREND ATR WITH TRAILING STOP LOSS

@ 1 h

1.26

Risk Reward

421.74 %

Total ROI

399

Total Trades
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SUPERTREND ATR WITH TRAILING STOP LOSS backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as swing by holding period.

108
Backtests run
1.1
Avg profit factor
+286%
Avg net profit
+12%
Avg annualized return
49%
Avg max drawdown
0.11
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 262% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto667%
Stocks4261.1+288%49%0.11
Forex661.1+10%0.04

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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