Updated 2026-08-01 · 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 43–7 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)
- 7
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.8%
- Median max drawdown
- -56.8%
Order Block (SMC)🏆
- Coins won (full-period return)
- 43
- Median out-of-sample Sharpe
- -0.12
- Coins where OOS Sharpe stayed positive
- 19
- Median return
- +16.0%
- Median max drawdown
- -20.1%
Coin by coin
| Coin | ATR Volatility Breakout | Order Block (SMC) | Winner |
|---|---|---|---|
| AAVE | -11.2% | +90.2% | Order Block (SMC) |
| ADA | -7.8% | -6.2% | Order Block (SMC) |
| ALGO | -64.4% | +8.0% | Order Block (SMC) |
| APT | -35.8% | +16.7% | Order Block (SMC) |
| ARB | -39.1% | +17.4% | Order Block (SMC) |
| ATOM | -63.2% | +27.6% | Order Block (SMC) |
| AVAX | -21.5% | +21.2% | Order Block (SMC) |
| AXS | +145.4% | +190.3% | Order Block (SMC) |
| BNB | -47.5% | -20.4% | Order Block (SMC) |
| BTC | -59.6% | -1.6% | Order Block (SMC) |
| DOGE | -53.5% | +83.4% | Order Block (SMC) |
| DOT | -45.3% | +10.4% | Order Block (SMC) |
| EGLD | -4.9% | -7.6% | ATR Volatility Breakout |
| ETC | -62.9% | +31.5% | Order Block (SMC) |
| ETH | -37.4% | +63.4% | Order Block (SMC) |
| FET | -34.7% | -39.6% | ATR Volatility Breakout |
| FIL | -78.5% | -7.9% | Order Block (SMC) |
| FLOW | -35.7% | +57.3% | Order Block (SMC) |
| GRT | -58.6% | +55.2% | Order Block (SMC) |
| HBAR | -46.5% | +52.5% | Order Block (SMC) |
| ICP | -15.8% | +24.8% | Order Block (SMC) |
| IMX | +32.6% | +15.4% | ATR Volatility Breakout |
| INJ | -52.8% | +75.4% | Order Block (SMC) |
| JUP | -18.4% | +62.1% | Order Block (SMC) |
| LDO | -17.0% | -4.5% | Order Block (SMC) |
| LINK | -53.8% | +63.5% | Order Block (SMC) |
| LTC | -34.4% | -8.8% | Order Block (SMC) |
| MANA | -29.4% | -3.6% | Order Block (SMC) |
| MATIC | +18.4% | -13.5% | ATR Volatility Breakout |
| MKR | -21.6% | +7.3% | Order Block (SMC) |
| NEAR | +56.0% | +31.1% | ATR Volatility Breakout |
| OP | -20.1% | -13.0% | Order Block (SMC) |
| PEPE | +6.1% | +28.0% | Order Block (SMC) |
| RENDER | -15.0% | +2.0% | Order Block (SMC) |
| RUNE | +31.0% | -43.1% | ATR Volatility Breakout |
| SAND | -72.0% | +75.3% | Order Block (SMC) |
| SEI | -54.8% | +13.7% | Order Block (SMC) |
| SHIB | -50.7% | +62.8% | Order Block (SMC) |
| SOL | -47.8% | +12.6% | Order Block (SMC) |
| SUI | -12.6% | +47.5% | Order Block (SMC) |
| THETA | -55.3% | +3.0% | Order Block (SMC) |
| TIA | -54.9% | -0.6% | Order Block (SMC) |
| TON | -15.5% | +15.4% | Order Block (SMC) |
| TRX | -26.8% | +24.6% | Order Block (SMC) |
| UNI | -64.3% | +12.0% | Order Block (SMC) |
| VET | -47.3% | -27.0% | Order Block (SMC) |
| WIF | +14.1% | -4.3% | ATR Volatility Breakout |
| XLM | -37.1% | +16.6% | Order Block (SMC) |
| XRP | -25.2% | +39.0% | Order Block (SMC) |
| XTZ | -71.8% | +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.