Updated 2026-07-09 · 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
- -35.3%
- Median max drawdown
- -55.6%
SuperTrend🏆
- Coins won (full-period return)
- 48
- Median out-of-sample Sharpe
- 0.48
- Coins where OOS Sharpe stayed positive
- 40
- Median return
- +67.3%
- Median max drawdown
- -19.2%
Coin by coin
| Coin | ATR Volatility Breakout | SuperTrend | Winner |
|---|---|---|---|
| AAVE | -10.5% | +224.3% | SuperTrend |
| ADA | -5.8% | +86.3% | SuperTrend |
| ALGO | -63.9% | +99.4% | SuperTrend |
| APT | -34.2% | +54.6% | SuperTrend |
| ARB | -39.1% | +26.7% | SuperTrend |
| ATOM | -63.2% | -23.4% | SuperTrend |
| AVAX | -12.0% | +63.0% | SuperTrend |
| AXS | +145.4% | +34.3% | ATR Volatility Breakout |
| BNB | -46.1% | -0.8% | SuperTrend |
| BTC | -57.8% | +6.7% | SuperTrend |
| DOGE | -51.9% | +511.2% | SuperTrend |
| DOT | -45.3% | +15.3% | SuperTrend |
| EGLD | -4.9% | +45.4% | SuperTrend |
| ETC | -60.9% | +35.0% | SuperTrend |
| ETH | -37.4% | -1.3% | SuperTrend |
| FET | -34.7% | +82.9% | SuperTrend |
| FIL | -78.4% | +870.2% | SuperTrend |
| FLOW | -40.8% | +91.0% | SuperTrend |
| GRT | -58.6% | +233.7% | SuperTrend |
| HBAR | -47.6% | +290.8% | SuperTrend |
| ICP | -11.2% | +157.4% | SuperTrend |
| IMX | +32.6% | +81.1% | SuperTrend |
| INJ | -52.3% | +50.7% | SuperTrend |
| JUP | -17.0% | +48.2% | SuperTrend |
| LDO | -17.0% | +142.5% | SuperTrend |
| LINK | -52.8% | -35.0% | SuperTrend |
| LTC | -33.2% | -16.1% | SuperTrend |
| MANA | -25.6% | +144.8% | SuperTrend |
| MATIC | +18.4% | -11.5% | ATR Volatility Breakout |
| MKR | -21.6% | +253.8% | SuperTrend |
| NEAR | +55.3% | +71.6% | SuperTrend |
| OP | -20.6% | +80.8% | SuperTrend |
| PEPE | +13.0% | +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 | -56.8% | +141.2% | SuperTrend |
| SOL | -44.8% | +228.0% | SuperTrend |
| SUI | -11.3% | +29.4% | SuperTrend |
| THETA | -55.5% | +56.6% | SuperTrend |
| TIA | -54.9% | +44.1% | SuperTrend |
| TON | -15.5% | +19.6% | SuperTrend |
| TRX | -25.3% | +32.9% | SuperTrend |
| UNI | -64.3% | +133.4% | SuperTrend |
| VET | -45.4% | +84.0% | SuperTrend |
| WIF | +14.1% | +38.0% | SuperTrend |
| XLM | -35.8% | +177.5% | SuperTrend |
| XRP | -20.3% | +97.7% | SuperTrend |
| XTZ | -71.1% | +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.