Updated 2026-07-09 · 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 42–6 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
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.3%
- Median max drawdown
- -55.6%
Order Block (SMC)🏆
- Coins won (full-period return)
- 42
- Median out-of-sample Sharpe
- -0.06
- Coins where OOS Sharpe stayed positive
- 22
- Median return
- +16.0%
- Median max drawdown
- -19.8%
2 coins were ties (return gap under 0.5 points).
Coin by coin
| Coin | ATR Volatility Breakout | Order Block (SMC) | Winner |
|---|---|---|---|
| AAVE | -10.5% | +90.2% | Order Block (SMC) |
| ADA | -5.8% | -6.2% | — |
| ALGO | -63.9% | +8.0% | Order Block (SMC) |
| APT | -34.2% | +16.7% | Order Block (SMC) |
| ARB | -39.1% | +17.4% | Order Block (SMC) |
| ATOM | -63.2% | +27.6% | Order Block (SMC) |
| AVAX | -12.0% | +21.2% | Order Block (SMC) |
| AXS | +145.4% | +190.3% | Order Block (SMC) |
| BNB | -46.1% | -20.4% | Order Block (SMC) |
| BTC | -57.8% | -1.6% | Order Block (SMC) |
| DOGE | -51.9% | +84.1% | Order Block (SMC) |
| DOT | -45.3% | +10.4% | Order Block (SMC) |
| EGLD | -4.9% | -4.9% | — |
| ETC | -60.9% | +31.5% | Order Block (SMC) |
| ETH | -37.4% | +60.5% | Order Block (SMC) |
| FET | -34.7% | -40.0% | ATR Volatility Breakout |
| FIL | -78.4% | -7.9% | Order Block (SMC) |
| FLOW | -40.8% | +54.1% | Order Block (SMC) |
| GRT | -58.6% | +55.2% | Order Block (SMC) |
| HBAR | -47.6% | +52.5% | Order Block (SMC) |
| ICP | -11.2% | +24.8% | Order Block (SMC) |
| IMX | +32.6% | +15.4% | ATR Volatility Breakout |
| INJ | -52.3% | +71.1% | Order Block (SMC) |
| JUP | -17.0% | +62.1% | Order Block (SMC) |
| LDO | -17.0% | -2.9% | Order Block (SMC) |
| LINK | -52.8% | +60.9% | Order Block (SMC) |
| LTC | -33.2% | -6.2% | Order Block (SMC) |
| MANA | -25.6% | -3.6% | Order Block (SMC) |
| MATIC | +18.4% | -13.5% | ATR Volatility Breakout |
| MKR | -21.6% | +7.3% | Order Block (SMC) |
| NEAR | +55.3% | +31.1% | ATR Volatility Breakout |
| OP | -20.6% | -10.9% | Order Block (SMC) |
| PEPE | +13.0% | +28.0% | Order Block (SMC) |
| RENDER | -15.0% | +5.6% | Order Block (SMC) |
| RUNE | +31.0% | -42.4% | ATR Volatility Breakout |
| SAND | -72.0% | +75.3% | Order Block (SMC) |
| SEI | -54.8% | +13.7% | Order Block (SMC) |
| SHIB | -56.8% | +77.9% | Order Block (SMC) |
| SOL | -44.8% | +15.5% | Order Block (SMC) |
| SUI | -11.3% | +47.5% | Order Block (SMC) |
| THETA | -55.5% | +3.0% | Order Block (SMC) |
| TIA | -54.9% | -0.6% | Order Block (SMC) |
| TON | -15.5% | +15.4% | Order Block (SMC) |
| TRX | -25.3% | +24.6% | Order Block (SMC) |
| UNI | -64.3% | +9.8% | Order Block (SMC) |
| VET | -45.4% | -27.0% | Order Block (SMC) |
| WIF | +14.1% | -4.3% | ATR Volatility Breakout |
| XLM | -35.8% | +16.6% | Order Block (SMC) |
| XRP | -20.3% | +39.0% | Order Block (SMC) |
| XTZ | -71.1% | +120.2% | 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.