# 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

```text

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](/agents/new), on paper first, or see the rest of the [strategy library](/strategies/library).