Across multi-year historical backtesting on Indian equity heavyweights, standard default Supertrend (10/3 or 12/1.8) produces heavy whipsaws during sideways consolidations. The 3 setups above were statistically identified as top performers:
3-Hour ST (18 / 3.3): Achieved 66.7% Win Rate and 3.70 Profit Factor, filtering morning opening volatility spikes while capturing clean multi-day legs.
4-Hour ST (18 / 2.9): Achieved 56.7% Win Rate, providing the most reliable medium-term swing momentum signal.
1-Day ST (24 / 4.4): Achieved the highest Daily Profit Factor (1.43), acting as the institutional baseline that prevents premature shakeouts on minor pullbacks.
-
RELIANCE₹0.00
O:-
H:-
L:-
C:-
Vol:-
ST1:-
ST2:-
Quantitative Simulation Engine
RELIANCE ₹1,287.00
Simulating trades across 3H, 4H & Daily Upstox candles...
Historical Trade Execution Log
Every buy trigger & exit signal simulated on real historical bars