Does a Keltner Channel breakout beat a Bollinger Band breakout?

We want to trade volatility-adjusted breakouts using Keltner Channels, which use average true range instead of standard deviation for the channel width. Compute a 20 period exponential moving average of the close as the channel centerline, and a 10 period ATR. The upper channel is the centerline plus 2 times the ATR. Enter long when the close crosses above the upper channel. On the entry bar, measure the 14 period ATR and place a protective stop 2 ATR below the entry price. Size the position so that hitting that stop loses exactly 1 percent of account equity. Round down to a whole number of shares. Take profit at 2R, that is two times the distance between entry and stop, placed above the entry. Also exit at the next open if the close goes back below the centerline (the 20 period EMA) before either level is hit. If the position has been held for 30 trading days without resolving, exit at the next open. Long only. One open position per ticker at a time. No leverage and no pyramiding.