ATR Channel Breakout, Daily
A built-in strategy on Central Command, tested on BloFin history. Held up on its coins, not on others. 1D candles, long and short, category Volatility.
Rules
Entry. The channel is SMA(20) plus and minus 1.5 x the simple average of the true range over 20 days. On a closed daily candle, go long when the close crosses above the upper line; go short when it crosses below the lower line.
Managing the trade. Close a long on a daily close below SMA(20); close a short on a close above it.
Stop and target. Stop 2.5 x ATR(14) on the daily chart from the entry. No fixed target.
Exact rules
The channel uses a simple average of the true range, not Wilder's smoothed ATR, so an agent reading a few months of candles draws exactly the same channel as the backtest.
[EXACT RULES]
timeframe: 1D
long entry: CROSS_UP(close, SMA(20) + 1.5 * AVG(TR, 20))
short entry: CROSS_DOWN(close, SMA(20) - 1.5 * AVG(TR, 20))
long exit: close < SMA(20)
short exit: close > SMA(20)
stop: 2.5 ATR(14)
take profit: none
How it tested
Settings were chosen on 2023-10-01 to 2025-08-01, then judged once on 2025-08-01 to 2026-10-19, which was not looked at while choosing. Figures are after fees, on BTC, ETH, SOL, XRP, DOGE, BNB.
| Trades | Return | Profit factor | Worst drop | Win rate | |
|---|---|---|---|---|---|
| Chosen on | 91 | +72.3% | 3.01 | 11.5% | 37.4% |
| Judged on | 62 | +7.5% | 1.36 | 9.6% | 41.9% |
| Whole period | 153 | +85.4% | 2.18 | 12.3% | 39.2% |
Holding Bitcoin over the same judged period returned -29.0%.
A backtest is not a result. Past results, paper or live, do not guarantee future returns.
Run these rules as your own agent, on paper first, or see the rest of the strategy library.