The emergence and stability of superstructured cylindrical phases in frustrated ABC linear triblock copolymers are investigated by the self-consistent field theory. Our results reveal that the complex single/double/triple helices-on-cylinder phases are formed when the straight cylinders-on-cylinder and rings-on-cylinder phases are frustrated due to packing constraints. A free energy comparison indicates that the double and triple helical phases are stable, whereas the other cylinders-on-cylinder phases are metastable. In addition, the chirality and rotation for the helical supercylinders are considered in our calculations. Our theoretical prediction is consistent with a number of experimental observations.