Research status — Not yet OOS-validated. Do not use for live trading.
41.36%
break-even 39.5% at its realized average win/loss
re-measured (top 10 coins · 1H · 2026-10-06): 41.9%
Percentage of trades that were profitable
1.08
re-measured (top 10 coins · 1H · 2026-10-06): 1.13
Gross profit / gross loss ratio
+46.5% (top-10, fixed nominal sizing)
Net profit after all fees and losses
36.5%
Largest peak-to-trough decline
as published (10 coins · 1H · 2026-08-14)
Marks next to a metric: ~ = borderline (PF between break-even and 1.5; win rate ≤5 pts above break-even, or 50–55% if none shown) · ! = below the bar, or the strategy is already retired or shelved — a closed verdict outranks its number. No mark = clears it and is still standing.
No live tracking — measured, not guaranteed
Card re-measured: 2026-10-06 · 716 trades analyzed
Status: TESTING. This is the only preset in the 2026-08-14 measurement batch with a profit factor above 1 (1.08) and a positive whole-window return (+46.5%). It has not passed the OOS + walk-forward bar this repo requires before calling anything verified — so the badge says testing, and the honest reading of this page is “survived one whole-window measurement”, nothing more.
Overview
ATR Breakout LONG is the long direction of the ATR band-breakout engine: when the previous close escapes above a volatility-scaled band while the EMA structure confirms an uptrend, it buys the expansion. The SHORT direction of the same engine is documented on its own page with its own (separate, shelved) verdict — direction verdicts do not transfer.
How It Works
- ATR — ATR(14) with Wilder’s smoothing, shifted one bar so only the previous candle’s ATR is ever used
- Bands — the close from 2 bars back ± 2.0 × ATR
- Breakout — the previous close breaks above the upper band
- Trend filter — EMA(20) above EMA(50) on the previous bar confirms upward bias
- Entry — next bar’s open after the signal
- Exit — TP 7% / SL 3% (preset defaults; asymmetric — risk 3% to make 7%)
Every input is a completed candle (shift-based construction), so the signal has no look-ahead.
Results (live engine re-measure, 2026-08-14)
Scope: top-10 coins, 1H candles, leverage 5x, fee 0.05% per side, window 2023-12-10 → 2026-08-14, fixed nominal sizing.
| Metric | Value |
|---|---|
| Profit factor | 1.08 |
| Total return | +46.5% |
| Win rate | 41.36% |
| Max drawdown | 36.5% (account equity) |
| Sharpe | 0.43 |
| Trades | 648 |
The low win rate is by design: with TP 7% against SL 3%, winners are allowed to be more than twice the size of losers, so the strategy can be profitable while losing most of its trades.
Verdict: Testing, Not Verified
- What the measurement supports: at the preset defaults, over this specific window and scope, the configuration ended positive. That is the entire claim.
- What it does not support: durability. A PF of 1.08 is a thin margin over breakeven, and the whole-window number can be carried by one favorable sub-regime — exactly the failure mode that shelved this engine’s SHORT direction after finer-grained walk-forward analysis. Until this preset passes the OOS + walk-forward gate, “profitable” here means “profitable in one measured window”.
- Risk is not small. A 36.5% max drawdown on the account, amplified by 5x leverage, is the observed cost of holding through this strategy’s losing streaks — and a 41.36% win rate guarantees such streaks.
Caveats
- All figures are from the 2026-08-14 live re-measurement at the stated scope; no claim is made about other timeframes, coin sets, parameter values, or future windows.
- Sharpe 0.43 is weak on a risk-adjusted basis — positive, but far from the kind of number that survives scrutiny on its own.
- Testing status means the promotion decision is pending evidence, not that the strategy is endorsed.