Updated 2026-10-01 · refreshed monthly
ATR Volatility Breakout vs EMA Crossover
Both strategies backtested with default parameters on the same 50 coins, daily bars since 2021, $10,000 and standard fees — then compared per coin and on unseen data. No cherry-picking: every shared coin counts.
EMA Crossover wins this matchup 46–3 across 50 shared coins. That's a description of one past period with default parameters — regimes move this scoreboard, which is why it refreshes monthly.
ATR Volatility Breakout
- Coins won (full-period return)
- 3
- Median out-of-sample Sharpe
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
EMA Crossover🏆
- Coins won (full-period return)
- 46
- Median out-of-sample Sharpe
- 0.14
- Coins where OOS Sharpe stayed positive
- 27
- Median return
- +19.7%
- Median max drawdown
- -17.0%
1 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | ATR Volatility Breakout | EMA Crossover | Winner |
|---|---|---|---|
| AAVE | -6.2% | +67.6% | EMA Crossover |
| ADA | -1.4% | +8.0% | EMA Crossover |
| ALGO | -60.3% | +48.1% | EMA Crossover |
| APT | -29.4% | +6.1% | EMA Crossover |
| ARB | -38.0% | +26.9% | EMA Crossover |
| ATOM | -63.6% | +3.3% | EMA Crossover |
| AVAX | -20.9% | +19.4% | EMA Crossover |
| AXS | +137.7% | +70.4% | ATR Volatility Breakout |
| BNB | -47.5% | -2.7% | EMA Crossover |
| BTC | -57.1% | +3.3% | EMA Crossover |
| DOGE | -52.3% | +72.2% | EMA Crossover |
| DOT | -42.0% | -14.7% | EMA Crossover |
| EGLD | -3.0% | +7.2% | EMA Crossover |
| ETC | -60.4% | +28.9% | EMA Crossover |
| ETH | -36.3% | -25.1% | EMA Crossover |
| FET | -21.1% | +203.8% | EMA Crossover |
| FIL | -77.0% | +12.6% | EMA Crossover |
| FLOW | -33.5% | -29.6% | EMA Crossover |
| GRT | -54.1% | +33.0% | EMA Crossover |
| HBAR | -44.1% | +52.9% | EMA Crossover |
| ICP | -13.1% | +38.3% | EMA Crossover |
| IMX | +34.1% | +42.4% | EMA Crossover |
| INJ | -47.5% | +20.3% | EMA Crossover |
| JUP | -8.6% | -1.3% | EMA Crossover |
| LDO | -5.0% | +3.6% | EMA Crossover |
| LINK | -56.1% | +34.8% | EMA Crossover |
| LTC | -31.4% | +0.1% | EMA Crossover |
| MANA | -26.3% | +20.6% | EMA Crossover |
| MATIC | +18.4% | -26.5% | ATR Volatility Breakout |
| MKR | -21.6% | +20.1% | EMA Crossover |
| NEAR | +54.0% | +54.3% | — |
| OP | -20.4% | +5.8% | EMA Crossover |
| PEPE | +14.0% | +30.7% | EMA Crossover |
| RENDER | -12.8% | +28.5% | EMA Crossover |
| RUNE | +28.9% | +27.7% | ATR Volatility Breakout |
| SAND | -71.2% | -9.9% | EMA Crossover |
| SEI | -52.5% | -1.7% | EMA Crossover |
| SHIB | -51.6% | +1.4% | EMA Crossover |
| SOL | -39.8% | +42.7% | EMA Crossover |
| SUI | -9.7% | +64.9% | EMA Crossover |
| THETA | -54.5% | +5.1% | EMA Crossover |
| TIA | -54.1% | +6.3% | EMA Crossover |
| TON | -15.5% | -4.4% | EMA Crossover |
| TRX | -25.7% | +27.2% | EMA Crossover |
| UNI | -64.3% | -7.3% | EMA Crossover |
| VET | -45.9% | +42.7% | EMA Crossover |
| WIF | +19.7% | +67.3% | EMA Crossover |
| XLM | -37.0% | +37.4% | EMA Crossover |
| XRP | -14.6% | -9.6% | EMA Crossover |
| XTZ | -64.0% | -11.1% | EMA Crossover |
Returns are full-period (since 2021), default parameters, $10,000 starting balance. Click a ticker for the full per-coin breakdown.
Settle it on your own terms
Default parameters on daily bars is one arena. Test either strategy on your coin, your timeframe and your risk rules — free, with the same out-of-sample honesty check.
Auto-generated from real backtests of the stated past period with default parameters. Hypothetical results, not financial advice; past performance does not guarantee future results.