This paper conducts a comprehensive comparative analysis of powerful statistical methods and advanced machine learning techniques for outlier detection in cryptocurrency order books (LOBs). Within an integrated test environment called AITA Order Book Signal (AITA-OBS), we evaluate the effectiveness of 13 different models to identify the best method for detecting potential manipulative trading behavior. Through backtesting on a dataset of 26,204 records from major exchanges, we empirically evaluate the best performing model, Empirical Covariance (EC), which achieves a return of 6.70% higher than the standard buy-and-hold strategy. These results highlight the effectiveness of outlier-based strategies and provide insight into the trade-offs between model complexity, trading frequency, and performance. This study extends the research on cryptocurrency market microstructure, provides a rigorous benchmark of outlier detection models, and highlights their potential for improving algorithmic trading and risk management.