Backtest 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.
5 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.
Market
Timeframe
Account
History
1 fix since this report
- 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.
47.7%win rate · 44 trades
RECOMMENDEDStrong evidence- Trades
- 44
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 39.6%
large winners · 44 trades
- Verdict rules v1
What the data supports
Best month
+30.9%
2021-03 · 1 of 44 trades · best of 41 months
Made money after costs
profit factor 3.07
all 44 trades
Net return
+58.7%
all 44 trades
Average trade
+1.159R
all 44 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
B
Grade
RECOMMENDED
Verdict
Net return
58.7%
-895.7 pts vs buy & hold
Win rate
47.7%
44 trades
Profit factor
3.07
21 wins · 23 losses
Max drawdown
-4.6%
from peak
Strategy replay
Entry
2,253.26
Buy · 20 Aug 2026 · 28 bars
Stop loss
2,112.72
6.24% away
Take profit
None
Exits on its rule
Result
+1.01R
Exit rule at 2,397.78 · 16 Sept 2026
Monthly returns
Best month
30.9%
Worst month
-2.0%
Typical month
-0.09%
Months in profit
49%
Account curve
$10,000
Starting balance
$15,875
Final balance
$105,443
Buy & hold
Wins and losses
- Wins21
- Losses23
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
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | — | — | — | — | — | — | — | -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% | — | — | — |
Latest trades
44 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 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 |
| 11 Jun 2025 | long | 2816.9733 | 2538.4667 | Loss |
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