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Free viewBacktest the Turtle Trading System on ETHUSDT
On the daily chart of Ethereum it buys when close breaks above the 20-candle range. Stop 2× ATR(20) against the trade, a close below the 10-candle low closes the trade at the next open, 1% of the account per trade.
6 notes about this test
- The Turtles traded futures both ways; a short breakout cannot be executed on Spot, so only the long side is tested.
- The published system adds up to 4 units at 1/2 N intervals and reduces size in correlated markets; this test trades a single unit, so returns are smaller and smoother than the original.
- Turtles risked 1% of equity per N of volatility; this test uses the app's fixed 1% risk-per-trade sizing, which is the same idea expressed through the stop distance.
- The original System 1 skips a breakout when the previous breakout would have been a winner; that filter needs trade history at signal time and is NOT applied.
- They traded liquid futures (bonds, metals, currencies); this test runs on the crypto pair you named.
- 47 trades: the most these rules produce in 8.8 years of 1d candles, short of the 100 a confident read wants.
Same rules on 3 markets121 trades · 43.8% win · +1.67R avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| ETHUSDT | 47 | 46.8% | +1.05R |
| BTCUSDT | 41 | 43.9% | +2.49R |
| SOLUSDT | 33 | 39.4% | +1.53R |
| All · 1d | 121 | 43.8% | +1.67R |
Market
Timeframe
Account
History
Requested 1996-10-17 → 2026-10-18 · traded from 2018-01-19 (warm-up 155 bars)
- This report was produced before RSI, ATR and ADX were warmed up for Wilder smoothing; its ATR rules started trading on a shorter warm-up, so the first signals and the tested window's start may differ. Re-run to get corrected results.
Verdict
NOT RECOMMENDEDwin rate · 47 trades
- Ended above the starting budget+56.3% · 1.051R
- Win rate 50% or above46.8%
- More than 50 trades47 trades
- Verdict rules v9
- Trades
- 47
- Timeframe
- 1D
- Tested over
- 3194 days
- Time in market
- 38.3%
Win rate 46.8%, below 50%
What to watch
- Could not be checked with doubled costs
- Could not be checked on unseen data (not run)
What the data supports
Best month
+30.9%
2021-03 · 1 of 47 trades · best of 44 months
Made money after costs
profit factor 2.82
all 47 trades
Net return
+56.3%
all 47 trades
Average trade
+1.051R
all 47 trades
Proof
TradingView twin
BINANCE:ETHUSDT1DSlippage
- Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
Account balance
$10,000
Starting balance
$23,272
Buy & hold
- Balance
- Buy & hold
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
D
Grade
NOT RECOMMENDED
Verdict
Strategy replay
- 20-candle high
- 20-candle low
- 10-candle low
Entry
2,776.76
Buy · 22 Sept 2026 · 16 bars
Stop loss
2,574.97
7.27% away
Take profit
None
Exits on its rule
Result
-1.02R
Stop loss at 2,574.46 · 7 Oct 2026
Trace4 steps
Signal
candle close
2,776.19
21 Sept 2026
Filled
next open
2,776.76
22 Sept 2026
Stop
ATR distance
2,574.97
22 Sept 2026
Exit · Stop loss · -1.02R
2,574.97
7 Oct 2026
Monthly returns
Wins and losses
- Wins22
- Losses25
Your rules
Buys when
close breaks above the 20-candle range
Stop
2 × ATR(20) from entry
Target / exit
Rule exit · a close below the 10-candle low closes the trade at the next open
Risk per trade
1% of equity risked to the stop
- After an exit
- The next entry signal is read from the candle after the exit, not on the exit candle
- Not modelled
- Margin calls, liquidation and CFD overnight financing; perpetual funding is charged when the data carries it
Latest trades
47 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 22 Sept 2026 | long | 2776.7552 | 2574.4551 | Loss |
| 20 Aug 2026 | long | 2253.2606 | 2397.7803 | Win |
| 15 Jul 2026 | long | 1892.2484 | 1844.5810 | Loss |
| 12 Apr 2026 | long | 2285.4570 | 2224.2051 | Loss |
| 17 Mar 2026 | long | 2353.4406 | 2095.6118 | Loss |
| 6 Jan 2026 | long | 3225.6350 | 2965.4246 | Loss |
| 10 Dec 2025 | long | 3318.7036 | 2923.0271 | Loss |
| 7 Oct 2025 | long | 4684.9568 | 4326.1993 | Loss |
| 9 Aug 2025 | long | 4010.3119 | 4198.2502 | Win |
| 10 Jul 2025 | long | 2769.2937 | 3487.5124 | Win |
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | open | 0.4% | — | -1.0% | — | — | — | -1.0% | open |
| 2019 | -0.2% | open | 0.0% | -2.0% | open | 2.0% | -1.0% | — | -1.0% | — | — | — |
| 2020 | open | 5.8% | — | open | 0.5% | 0.0% | open | open | 3.8% | open | open | open |
| 2021 | open | open | 30.9% | open | 5.2% | — | open | open | 1.5% | open | 0.9% | — |
| 2022 | — | — | open | -0.4% | — | — | open | 1.1% | -1.0% | open | -1.0% | -1.0% |
| 2023 | open | 2.7% | open | 1.0% | open | -1.0% | -1.0% | — | — | -1.0% | open | open |
| 2024 | 5.5% | open | 2.7% | -1.0% | open | 0.0% | — | — | open | -1.7% | open | 2.1% |
| 2025 | — | — | — | — | open | -0.1% | open | 2.8% | 0.5% | -1.0% | — | -1.0% |
| 2026 | -1.0% | — | -1.0% | open | -0.3% | — | open | -0.3% | 1.0% | -1.0% | — | — |
Advanced Analysis