Noon Barbari

Updated 2026-07-09 · refreshed monthly

ATR Volatility Breakout on TON — backtest results

Default-parameter ATR Volatility Breakout replayed on TON/USDT daily bars from 2024-08-08 to 2026-06-30, starting from $10,000 with standard fees. Enter on a volatility expansion past an ATR band.

Strategy return
-15.51%
Buy & hold
-74.27%
Sharpe ratio
-0.50
Max drawdown
34.7%
Trades
33
Win rate
36%

Equity curve, 2024-08-08 → 2026-06-30

Does it hold up on unseen data?

In-sample Sharpe (first 70%)
-1.64
Out-of-sample Sharpe (last 30%)
1.15

We split the history chronologically — first 70% vs last 30% — and score both windows separately. A strategy that only works on the window it was designed around is memorizing the past, not finding an edge. This configuration stayed profitable on the unseen window — a good sign, not a guarantee.

Run it yourself — change anything

Open this exact strategy in the studio with every parameter editable, or replay it with your own balance and dates in the free backtester.

ATR Volatility Breakout on other coins

Other strategies on TON

Auto-generated from public exchange data with default strategy parameters. Backtests are hypothetical; results describe the stated past period only and are not predictions or financial advice. Past performance does not guarantee future results.