Updated 2026-10-01 · refreshed monthly
ATR Volatility Breakout vs Order Block (SMC)
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.
Order Block (SMC) wins this matchup 44–6 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)
- 6
- Median out-of-sample Sharpe
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
Order Block (SMC)🏆
- Coins won (full-period return)
- 44
- Median out-of-sample Sharpe
- -0.15
- Coins where OOS Sharpe stayed positive
- 21
- Median return
- +15.7%
- Median max drawdown
- -21.3%
Coin by coin
| Coin | ATR Volatility Breakout | Order Block (SMC) | Winner |
|---|---|---|---|
| AAVE | -6.2% | +97.1% | Order Block (SMC) |
| ADA | -1.4% | -0.7% | Order Block (SMC) |
| ALGO | -60.3% | +8.0% | Order Block (SMC) |
| APT | -29.4% | +15.5% | Order Block (SMC) |
| ARB | -38.0% | +9.2% | Order Block (SMC) |
| ATOM | -63.6% | +24.5% | Order Block (SMC) |
| AVAX | -20.9% | +24.1% | Order Block (SMC) |
| AXS | +137.7% | +190.3% | Order Block (SMC) |
| BNB | -47.5% | -19.6% | Order Block (SMC) |
| BTC | -57.1% | -8.9% | Order Block (SMC) |
| DOGE | -52.3% | +53.8% | Order Block (SMC) |
| DOT | -42.0% | +18.5% | Order Block (SMC) |
| EGLD | -3.0% | +8.5% | Order Block (SMC) |
| ETC | -60.4% | +20.2% | Order Block (SMC) |
| ETH | -36.3% | +63.4% | Order Block (SMC) |
| FET | -21.1% | -38.4% | ATR Volatility Breakout |
| FIL | -77.0% | -9.1% | Order Block (SMC) |
| FLOW | -33.5% | +53.7% | Order Block (SMC) |
| GRT | -54.1% | +83.8% | Order Block (SMC) |
| HBAR | -44.1% | +52.8% | Order Block (SMC) |
| ICP | -13.1% | +35.2% | Order Block (SMC) |
| IMX | +34.1% | +15.8% | ATR Volatility Breakout |
| INJ | -47.5% | +88.3% | Order Block (SMC) |
| JUP | -8.6% | +55.9% | Order Block (SMC) |
| LDO | -5.0% | -4.2% | Order Block (SMC) |
| LINK | -56.1% | +57.7% | Order Block (SMC) |
| LTC | -31.4% | -8.9% | Order Block (SMC) |
| MANA | -26.3% | -9.7% | Order Block (SMC) |
| MATIC | +18.4% | -13.5% | ATR Volatility Breakout |
| MKR | -21.6% | +7.3% | Order Block (SMC) |
| NEAR | +54.0% | +31.1% | ATR Volatility Breakout |
| OP | -20.4% | -10.8% | Order Block (SMC) |
| PEPE | +14.0% | +25.8% | Order Block (SMC) |
| RENDER | -12.8% | -1.5% | Order Block (SMC) |
| RUNE | +28.9% | -43.1% | ATR Volatility Breakout |
| SAND | -71.2% | +76.6% | Order Block (SMC) |
| SEI | -52.5% | +13.7% | Order Block (SMC) |
| SHIB | -51.6% | +62.8% | Order Block (SMC) |
| SOL | -39.8% | +10.1% | Order Block (SMC) |
| SUI | -9.7% | +48.8% | Order Block (SMC) |
| THETA | -54.5% | +3.0% | Order Block (SMC) |
| TIA | -54.1% | +0.9% | Order Block (SMC) |
| TON | -15.5% | +15.4% | Order Block (SMC) |
| TRX | -25.7% | +26.4% | Order Block (SMC) |
| UNI | -64.3% | +17.2% | Order Block (SMC) |
| VET | -45.9% | -27.9% | Order Block (SMC) |
| WIF | +19.7% | -5.4% | ATR Volatility Breakout |
| XLM | -37.0% | +8.7% | Order Block (SMC) |
| XRP | -14.6% | +37.5% | Order Block (SMC) |
| XTZ | -64.0% | +99.7% | Order Block (SMC) |
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.