The present invention provides a method (201) for making composite materials used in making flexible supercapacitor prototype (106). The method (201) comprises the steps of rolling the exfoliated graphite (101) using rolling instrument (103) to form an EG sheet (104). In-situ coating is done on EG sheet (104) to form flexible EG or polymer electrode which is used to make supercapacitors (106). A graphite powder (101) is added with the mixture of HNO3 and H2SO4 in the ratio of 1:3 resulting in oxidized graphite. Oxidized graphite undergoes thermal shock in an isothermal furnace at a temperature of 900 degree Celsius for time duration of 2 minutes resulting in EG worms (102). These EG worms are rolled using a rolling instrument (103) to form an EG sheet (104).