Updated 2026-08-01 · refreshed monthly
ATR Volatility Breakout vs SuperTrend
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.
SuperTrend wins this matchup 48–2 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)
- 2
- Median out-of-sample Sharpe
- -0.60
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -35.8%
- Median max drawdown
- -56.8%
SuperTrend🏆
- Coins won (full-period return)
- 48
- Median out-of-sample Sharpe
- 0.40
- Coins where OOS Sharpe stayed positive
- 35
- Median return
- +67.3%
- Median max drawdown
- -19.5%
Coin by coin
| Coin | ATR Volatility Breakout | SuperTrend | Winner |
|---|---|---|---|
| AAVE | -11.2% | +224.3% | SuperTrend |
| ADA | -7.8% | +86.3% | SuperTrend |
| ALGO | -64.4% | +99.4% | SuperTrend |
| APT | -35.8% | +54.6% | SuperTrend |
| ARB | -39.1% | +26.1% | SuperTrend |
| ATOM | -63.2% | -23.4% | SuperTrend |
| AVAX | -21.5% | +63.0% | SuperTrend |
| AXS | +145.4% | +36.0% | ATR Volatility Breakout |
| BNB | -47.5% | -0.8% | SuperTrend |
| BTC | -59.6% | +2.9% | SuperTrend |
| DOGE | -53.5% | +511.2% | SuperTrend |
| DOT | -45.3% | +15.3% | SuperTrend |
| EGLD | -4.9% | +45.8% | SuperTrend |
| ETC | -62.9% | +35.0% | SuperTrend |
| ETH | -37.4% | -3.3% | SuperTrend |
| FET | -34.7% | +82.9% | SuperTrend |
| FIL | -78.5% | +870.2% | SuperTrend |
| FLOW | -35.7% | +92.7% | SuperTrend |
| GRT | -58.6% | +233.7% | SuperTrend |
| HBAR | -46.5% | +290.8% | SuperTrend |
| ICP | -15.8% | +157.4% | SuperTrend |
| IMX | +32.6% | +87.4% | SuperTrend |
| INJ | -52.8% | +50.7% | SuperTrend |
| JUP | -18.4% | +44.2% | SuperTrend |
| LDO | -17.0% | +146.3% | SuperTrend |
| LINK | -53.8% | -35.5% | SuperTrend |
| LTC | -34.4% | -17.6% | SuperTrend |
| MANA | -29.4% | +144.8% | SuperTrend |
| MATIC | +18.4% | -11.5% | ATR Volatility Breakout |
| MKR | -21.6% | +253.8% | SuperTrend |
| NEAR | +56.0% | +71.6% | SuperTrend |
| OP | -20.1% | +80.8% | SuperTrend |
| PEPE | +6.1% | +119.8% | SuperTrend |
| RENDER | -15.0% | +55.4% | SuperTrend |
| RUNE | +31.0% | +112.2% | SuperTrend |
| SAND | -72.0% | +157.7% | SuperTrend |
| SEI | -54.8% | +11.1% | SuperTrend |
| SHIB | -50.7% | +175.2% | SuperTrend |
| SOL | -47.8% | +228.0% | SuperTrend |
| SUI | -12.6% | +29.4% | SuperTrend |
| THETA | -55.3% | +56.6% | SuperTrend |
| TIA | -54.9% | +43.4% | SuperTrend |
| TON | -15.5% | +19.6% | SuperTrend |
| TRX | -26.8% | +30.4% | SuperTrend |
| UNI | -64.3% | +133.4% | SuperTrend |
| VET | -47.3% | +84.0% | SuperTrend |
| WIF | +14.1% | +38.0% | SuperTrend |
| XLM | -37.1% | +177.5% | SuperTrend |
| XRP | -25.2% | +97.7% | SuperTrend |
| XTZ | -71.8% | +42.2% | SuperTrend |
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.