Strategy Research
Silver Futures Strategy Suite
Three distinct Supertrend-based systematic strategies, each with different risk-reward profiles, entry logic, and trade frequency characteristics.
Research data only. All performance metrics shown are derived from historical backtesting. Past backtest results do not predict future performance. No live trading is conducted. This is not investment advice.
Base Supertrend System
Silver Futures (SI)
Total Return
+45.2%
1-hour timeframe, primary Supertrend. Long when Supertrend flips bullish, short when Supertrend flips bearish, exit on opposite signal.
Profit Factor
1.35
Sharpe Ratio
0.85
Max Drawdown
-18.4%
Win Rate
42.5%
Avg W/L Ratio
1.80
Total Trades
245
Avg Duration
4.5 days
Last Updated
2026-06-26
Research-stage backtest data only. Not live.
View backtest →Multiple Confirmation System
Silver Futures (SI)
Total Return
+62.8%
Primary Supertrend plus two confirmation Supertrends. ATR Length 15 / Factor 3, ATR Length 7 / Factor 2. All three must align before entry.
Profit Factor
1.68
Sharpe Ratio
1.25
Max Drawdown
-12.1%
Win Rate
48.2%
Avg W/L Ratio
1.90
Total Trades
168
Avg Duration
6.2 days
Last Updated
2026-06-26
Research-stage backtest data only. Not live.
View backtest →Target/Stop-loss Integration
Silver Futures (SI)
Total Return
+55.4%
Strategy 2 plus risk management. 2% target, 1% stop-loss, 1:2 risk-reward ratio.
Profit Factor
2.10
Sharpe Ratio
1.65
Max Drawdown
-8.5%
Win Rate
52.4%
Avg W/L Ratio
2.00
Total Trades
185
Avg Duration
2.1 days
Last Updated
2026-06-26
Research-stage backtest data only. Not live.
View backtest →Indicator Primer
Understanding Supertrend
The core indicator used across all three research strategies.
ATR (Average True Range)
A volatility measure that captures the average range of price movement including gaps. Used by Supertrend to set dynamic band widths that adapt to market conditions.
Supertrend Indicator
A trend-following indicator that uses ATR-based bands to generate directional signals. A signal fires when price crosses above or below the adaptive band. Widely used in systematic futures research.
Multiplier
Scales the ATR to determine band width. A higher multiplier creates wider bands, fewer signals, and lower false-positive rate — but slower reaction to trend changes.
Confirmation Logic
Requiring multiple independent signals to align before entering a trade. In ST-Multi, both fast and slow Supertrend indicators must agree before a position is taken.
Comparison
Strategy Performance Summary
| Strategy | Return | Profit Factor | Sharpe | Max DD | Win Rate | Trades | Avg Duration |
|---|---|---|---|---|---|---|---|
ST-Base Base Supertrend System | +45.2% | 1.35 | 0.85 | -18.4% | 42.5% | 245 | 4.5 days |
ST-Multi Multiple Confirmation System | +62.8% | 1.68 | 1.25 | -12.1% | 48.2% | 168 | 6.2 days |
ST-TSL Target/Stop-loss Integration | +55.4% | 2.10 | 1.65 | -8.5% | 52.4% | 185 | 2.1 days |
Backtest period: Jan 2021 – Dec 2025 · Silver Futures (SI) · 1H bars
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