Updated 2026-10-01 · 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
- -0.47
- Coins where OOS Sharpe stayed positive
- 9
- Median return
- -32.5%
- Median max drawdown
- -56.8%
SuperTrend🏆
- Coins won (full-period return)
- 48
- Median out-of-sample Sharpe
- 0.37
- Coins where OOS Sharpe stayed positive
- 36
- Median return
- +74.4%
- Median max drawdown
- -19.5%
Coin by coin
| Coin | ATR Volatility Breakout | SuperTrend | Winner |
|---|---|---|---|
| AAVE | -6.2% | +224.3% | SuperTrend |
| ADA | -1.4% | +86.3% | SuperTrend |
| ALGO | -60.3% | +97.3% | SuperTrend |
| APT | -29.4% | +61.4% | SuperTrend |
| ARB | -38.0% | +18.5% | SuperTrend |
| ATOM | -63.6% | -27.1% | SuperTrend |
| AVAX | -20.9% | +69.2% | SuperTrend |
| AXS | +137.7% | +33.5% | ATR Volatility Breakout |
| BNB | -47.5% | -1.9% | SuperTrend |
| BTC | -57.1% | +2.9% | SuperTrend |
| DOGE | -52.3% | +589.8% | SuperTrend |
| DOT | -42.0% | +24.3% | SuperTrend |
| EGLD | -3.0% | +42.2% | SuperTrend |
| ETC | -60.4% | +55.7% | SuperTrend |
| ETH | -36.3% | -3.3% | SuperTrend |
| FET | -21.1% | +115.5% | SuperTrend |
| FIL | -77.0% | +887.4% | SuperTrend |
| FLOW | -33.5% | +85.7% | SuperTrend |
| GRT | -54.1% | +269.7% | SuperTrend |
| HBAR | -44.1% | +295.1% | SuperTrend |
| ICP | -13.1% | +158.6% | SuperTrend |
| IMX | +34.1% | +94.2% | SuperTrend |
| INJ | -47.5% | +55.2% | SuperTrend |
| JUP | -8.6% | +57.0% | SuperTrend |
| LDO | -5.0% | +151.2% | SuperTrend |
| LINK | -56.1% | -38.6% | SuperTrend |
| LTC | -31.4% | -17.6% | SuperTrend |
| MANA | -26.3% | +157.7% | SuperTrend |
| MATIC | +18.4% | -11.5% | ATR Volatility Breakout |
| MKR | -21.6% | +253.8% | SuperTrend |
| NEAR | +54.0% | +79.6% | SuperTrend |
| OP | -20.4% | +91.3% | SuperTrend |
| PEPE | +14.0% | +119.8% | SuperTrend |
| RENDER | -12.8% | +63.1% | SuperTrend |
| RUNE | +28.9% | +108.9% | SuperTrend |
| SAND | -71.2% | +167.4% | SuperTrend |
| SEI | -52.5% | +18.0% | SuperTrend |
| SHIB | -51.6% | +169.9% | SuperTrend |
| SOL | -39.8% | +228.0% | SuperTrend |
| SUI | -9.7% | +47.1% | SuperTrend |
| THETA | -54.5% | +59.4% | SuperTrend |
| TIA | -54.1% | +53.0% | SuperTrend |
| TON | -15.5% | +19.6% | SuperTrend |
| TRX | -25.7% | +27.1% | SuperTrend |
| UNI | -64.3% | +139.1% | SuperTrend |
| VET | -45.9% | +97.2% | SuperTrend |
| WIF | +19.7% | +64.4% | SuperTrend |
| XLM | -37.0% | +199.7% | SuperTrend |
| XRP | -14.6% | +130.5% | SuperTrend |
| XTZ | -64.0% | +52.0% | 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.