{ "schema_version": "1.3.0", "id": "atr-breakout", "name": "ATR Breakout SHORT", "name_ko": "ATR 돌파 숏", "url": "https://pruviq.com/strategies/atr-breakout/", "url_ko": "https://pruviq.com/ko/strategies/atr-breakout/", "settings_url": "https://pruviq.com/strategies/atr-breakout/settings/", "description": "Short when an ATR spike signals a downside volatility expansion. The one conditional survivor of the 2026-06-28 fresh out-of-sample re-test — a genuine altcoin-short timing edge — but a fine-grained walk-forward shows −321% / 62% MDD in 2024-H1, so it is unsuitable for unsupervised real-money trading. 2,839 trades, PF 1.42.", "status": "shelved", "direction": "short", "timeframe": "1H", "category": "breakout", "date_added": "2026-01-18", "date_killed": "2026-06-28", "last_modified": "2026-09-15", "headline_metrics": { "source": "frontmatter", "win_rate_pct": 35.9, "profit_factor": 1.42, "total_return": null, "trades": null, "coin_scope": 50, "coin_universe": null, "measured_with": null, "measured_at": "2026-05-04", "note": "Numbers the strategy page shows as its headline; scope and measurement date apply to all of them. Absent fields are unknown, not zero." }, "preset": { "verdict": null, "killed": false, "shelved": true, "kill_reason": null, "live_tracked": false, "defaults": { "sl_pct": 3, "tp_pct": 7, "coin": "BTC" }, "metrics": { "scope": { "topN": 10, "timeframe": "1H", "marketType": "futures", "feePct": 0.0005, "leverage": 5 }, "profit_factor": 1.08, "sharpe": 0.32, "total_return_pct": 49.5, "win_rate_pct": 38.62, "max_drawdown_pct": 44.3, "trades": 681, "measured_at": "2026-10-06", "profit_factor_ci": { "lo": 0.93, "hi": 1.25, "ciPct": 90, "unit": "trades", "n": 681 }, "sharpe_ci": { "lo": -0.83, "hi": 1.18, "ciPct": 90, "unit": "daily_returns", "n": 1031 } } }, "verification": null, "reproduce": { "how": "POST the strategy id and your risk settings to the public API; no key or account. The request schema is in the OpenAPI document.", "api": "https://api.pruviq.com/simulate", "openapi": "https://api.pruviq.com/openapi.json", "docs": "https://pruviq.com/api/", "preset_id": "atr-breakout", "builder_url": "https://pruviq.com/simulate/builder/?strategy=atr-breakout&dir=short&sl=3&tp=7" }, "generated_at": "2026-10-05T23:34:15.051Z", "citation_contract": { "contract": "pruviq.citation.v1", "canonical_url": "https://pruviq.com/data/strategies/atr-breakout.json", "cite_as": "PRUVIQ, “ATR Breakout SHORT strategy record”, https://pruviq.com/data/strategies/atr-breakout.json (as of 2026-10-06).", "as_of": "2026-10-06", "as_of_field": "preset.metrics.measured_at", "method_version": { "url": "https://pruviq.com/methodology/", "url_ko": "https://pruviq.com/ko/methodology/", "version": "2026-10-01T01:12:23+09:00", "version_kind": "date the methodology page source last changed (git); null = not known at build", "criteria_version": null, "criteria_url": null }, "data_scope": { "market": "OKX USDT perpetual futures (USDT-SWAP) instruments only, no spot markets; part of the historical candles come from another exchange (see data_source)", "describes": "`preset.metrics` only — the live engine re-measurement (the record's as_of). `headline_metrics` have their own scope in `headline_metrics_scope`.", "headline_metrics_scope": "Not stated on the strategy page: the headline numbers are the page's own measurement; their market, data source and costs are not stated there.", "headline_metrics_costs": "Not stated on the strategy page. The engine default fee applies to `preset.metrics` only, not to these numbers.", "headline_metrics_scope_ko": "전략 페이지에 명시되지 않음: 대표 수치는 페이지 자체의 측정이며, 시장·데이터 출처·비용은 페이지에 적혀 있지 않다.", "headline_metrics_costs_ko": "전략 페이지에 명시되지 않음. 엔진 기본 수수료는 `preset.metrics` 에만 적용되며 이 수치에는 적용되지 않는다.", "data_source": "Binance and OKX historical candles, with current updates from OKX USDT-SWAP; historical source boundaries vary by symbol and timestamp", "coin_roster": { "crypto_coins": 282, "note": "The crypto coins in the analyzed roster at build time. It is the roster, not the population of any one verdict — see `population`." }, "population": "Preset verdict: `preset.metrics.scope` (top-N coins, timeframe, market, fee_pct, leverage). Headline numbers: `headline_metrics.coin_scope` and `coin_universe` (null = the page makes no scope claim).", "generator": [ "src/lib/strategy-machine.ts", "src/content/strategies", "scripts/gen-preset-metrics.py" ], "costs": { "applies_to_this_file": true, "fees_included": true, "slippage_included": true, "funding": "Funding-rate proxy — funding is charged at real settlement events using actual historical rates (Binance funding history as a proxy for the OKX universe; the sign flips with the market, so shorts can pay too).", "default_taker_fee_pct_per_side": 0.05, "default_fee_applied_to_this_file": true, "default_fee_basis": "Applies to `preset.metrics` only. This is the OKX USDT-SWAP default for VIP 0 tier", "default_fee_scope": "`preset.metrics`", "preset_fee_is_undiscounted_default": true, "rate_used": "The fee rate stated in this file where it states one (e.g. `preset.metrics.scope.feePct`, `inputs`, `scope.fee_pct_per_side`); otherwise the default above." } }, "referral": "none", "neutrality": { "statement": "No exchange is ranked, compared or recommended in this file, and it carries no referral or sign-up link. The exchanges covered (`exchanges_covered`; `exchanges_detail` separates instrument venues from candle sources) are a fact about the data, not an endorsement; a verdict describes a strategy on these markets, not where to trade it.", "referral_links_in_this_file": 0, "paid_placement": false, "exchanges_covered": [ "OKX", "Binance" ], "exchanges_detail": { "instruments": [ "OKX USDT-SWAP" ], "historical_candles": [ "OKX", "Binance" ] }, "revenue_disclosure_url": "https://pruviq.com/fees", "not_investment_advice": true }, "how_to_reverify": { "url": "https://pruviq.com/api/", "how": "POST the strategy id and your risk settings to the public API; no key or account. The request schema is in the OpenAPI document. POST https://api.pruviq.com/simulate." } } }