StormRider

Overview

StormRider is a trend-following strategy built on the Supertrend indicator, recommended on 4h candles. It rides strong trends in both directions: when the trend changes it closes the open position and reverses into the new direction. It sits out choppy moves that run against the bigger trend, banks short profits early while longs ride the trend, and keeps a stop-loss on every position. Optional trailing and entry filters are off by default.

• Rides strong trends both long and short
• Stops and reverses when the trend changes
• Sits out choppy moves against the bigger trend
• Banks short profits early; longs ride the trend
• Stop-loss on every position

What's new in 1.03

Released 2026-10-12.

Rides strong trends in both directions

StormRider now follows the trend both ways. When the trend changes, the bot closes the open position and opens one in the new direction. In 1.02 a trend change only closed the position, so a bot could stay stuck on the side of its first trade. If the new side cannot be opened straight away (for example, while the exchange is still closing the old position), the bot keeps trying for as long as the trend still points that way.

Sits out choppy counter-trend moves

Short-lived turns against a strong bigger-picture trend tend to reverse quickly and were a large share of losses in testing. 1.03 recognises these. On such a turn the bot still closes the open position but stays flat instead of opening the other side, and waits for the next trend change. You can switch this off, or choose to wait for the new direction to hold (see CHOP_MODE below).

Banks short profits early, lets longs ride

In testing, large up-moves were much bigger than large down-moves, so holding shorts until the trend turned gave back much of their gains. In 1.03, shorts take profit early at a fixed target. Longs still ride until the trend changes. Set SHORT_TP_PCT to 0 to make shorts ride like longs.

Trailing stops stay optional

The ATR trailing stop (USE_TRAILING) and the new option to trail the stop along the trend line (TRAIL_ST_SL) are both off by default. In testing, short-lived wicks stopped trends out early.

Recommended timeframe: 4h

1.03 is designed and tested for 4h candles. In backtests on six Bybit perpetual pairs at 10x leverage and 10% size (in-sample, not live results), the same rules on 1h traded more than four times as often, paid about four times the fees, and lost money on average. The timeframe comparison under Methodology & evidence shows the full setup. Backtested results do not indicate future results and are not financial advice.

New settings in 1.03

Presets

All three presets sit out choppy counter-trend moves and bank short profits early. Aggressive also allows entries closer to support and resistance zones. Position size is the share of your balance used for each position's value. Margin is that value divided by leverage.

Requirements

Required Indicators

Configuration Parameters

Version Info

Current Version: v1.04

Latest Changes

StormRider 1.04: a new bot no longer waits for the next trend change. It joins the uptrend it starts in when prices are up over the last 7, 14 and 28 days, or any trend that began within the last 2 days; tested on 10 coins never used to design it, the median wait for a first trade fell from 6 days to 2. Running bots trade exactly as before. Adds the optional settings behind the Wide Trend preset (short take-profit scaled to volatility, longer trend history).

Changelog

Methodology & evidence

Backtested, hypothetical results, not live trading. Every figure below comes from simulations on historical data. They are in-sample: the 1.03 rules and defaults were chosen while looking at this same data, so expect live results to be worse. Past or simulated performance does not indicate future results. Leveraged futures can lose more than the margin on a position. Nothing on this page is financial advice.

How the tests were run

Unless a table says otherwise, every test used the same setup:

• Exchange and market: Bybit USDT perpetual futures, using historical 4h candles.
• Pairs: BTC, ETH, HYPE, ZEC, ADA and SUI. Each pair ran separately on its own $10,000 account in cross margin. "Avg net" is the average return of those six accounts.
• Size: each position's value was 10% of the account balance at 10x leverage, so each position used about 1% of the balance as margin.
• Costs: 0.05% commission plus 0.05% slippage on every fill. Funding payments were not modelled.
• Settings: strategy defaults, with no preset applied, except where a table says otherwise. Any position still open at the end of a window was closed at the last price.
• Version tested: 1.03 rows used the exact code now live, or a pre-release build that produced identical trades on the two-year test.

"Worst max DD" is the deepest peak-to-trough fall of any single pair's account. "Positions that lost more than their margin" counts trades whose loss was larger than the margin they posted. Cross margin allows this; with isolated margin those positions would have been liquidated.

1.03 against 1.02

Experiment ST-2026-10-12-v103-ladder. Two years (2024-10-15 to 2026-10-01), 4h, 10x leverage, 10% position size.

Even in 1.03, 37 positions lost more than their margin (the worst lost 2.4 times its margin, about 2.4% of that account's balance at the time). Use lower leverage, such as the presets below, if that is more risk than you want.

By pair, same two years, compared with buying and holding the coin:

At this size the strategy made far less than holding BTC, HYPE or ZEC through their rallies. It was positive on all six pairs, including the two that fell.

Four 6-month windows

Experiment ST-2026-10-12-windows. Same setup as above, 4h, 10x, 10% size. Windows C and D overlap from 2026-04-08 to 2026-06-15.

1.03 beat 1.02 in all four windows.

Presets

Experiment ST-2026-10-12-presets. Two years (2024-10-15 to 2026-10-01), 4h, the same six pairs, with each preset's leverage, position size and settings. All three presets made the same 464 trades; only size and leverage differ. These runs used a pre-release build that produced identical trades to 1.03 on the two-year test.

The presets' default symbol lists (BTC, ETH and others) are not the same as the six test pairs. Results on other pairs will differ.

Why 4h and not 1h

Experiment ST-2026-10-12-timeframe. Same pairs, 10x, 10% size. The 1h runs cover a shorter window, starting 2024-12-15 instead of 2024-10-15.

On 1h, trend changes are much more frequent and much less reliable. 1.03 lost money on five of the six pairs there.

Results last recomputed on 2026-10-12 from the raw backtest output. Backtested and hypothetical: past or simulated performance is not indicative of future results. Not financial advice.