Backtest the Turtle Trading System on BTCUSDT
On the daily chart of BTCUSDT, it buys when close breaks above the 20-candle range. It gets out if price moves 2× the average candle range (ATR 20) against the trade, and lets the exit rule close the trade. Each trade risks 1% of the account.
Market
Timeframe
Account
History
45.0%win rate · 40 trades
RECOMMENDEDWeak evidence- Trades
- 40
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 44.0%
large winners · 40 trades
What the data supports
Best month
+60.6%
2021-03 · 1 of 40 trades · best of 37 months
Made money after costs
profit factor 4.86
all 40 trades
Net return
+134.0%
all 40 trades
Average trade
+2.508R
all 40 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
B
Grade
RECOMMENDED
Verdict
Net return
134.0%
-962.6 pts vs buy & hold
Win rate
45.0%
40 trades
Profit factor
4.86
18 wins · 22 losses
Max drawdown
-5.8%
from peak
Strategy replay
Entry
65,057.00
Buy · 15 Jul 2026 · 64 bars
Stop loss
60,867.17
6.44% away
Take profit
None
Exits on its rule
Result
+2.51R
Exit rule at 75,629.35
Monthly returns
Best month
60.6%
Worst month
-1.7%
Typical month
-0.21%
Months in profit
46%
Account curve
$10,000
Starting balance
$23,405
Final balance
$119,668
Buy & hold
Wins and losses
- Wins18
- Losses22
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 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2019 | — | — | — | — | — | 15.4% | 0.8% | -1.0% | — | — | -0.5% | — |
| 2020 | — | 2.6% | — | — | 1.2% | -1.0% | — | 3.8% | — | — | — | — |
| 2021 | — | — | 60.6% | -1.0% | — | — | — | — | 1.9% | 1.3% | -1.0% | — |
| 2022 | — | -0.8% | — | -0.2% | — | — | — | -0.9% | -1.0% | — | -1.0% | -1.0% |
| 2023 | — | 5.6% | — | 1.2% | — | — | 0.4% | — | — | -1.0% | — | — |
| 2024 | 4.2% | — | 6.0% | — | — | 0.0% | — | -1.7% | — | -0.2% | — | — |
| 2025 | — | 6.9% | — | — | 1.5% | — | — | -0.7% | -0.8% | -1.0% | — | — |
| 2026 | -0.6% | — | -0.7% | — | 0.7% | — | — | — | 2.5% | — | — | — |
Latest trades
40 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 15 Jul 2026 | long | 65056.9988 | 75629.3511 | Win |
| 14 Apr 2026 | long | 74432.8836 | 78132.4204 | Win |
| 5 Mar 2026 | long | 72681.3034 | 67845.4282 | Loss |
| 5 Jan 2026 | long | 91548.0459 | 88409.9745 | Loss |
| 2 Oct 2025 | long | 118618.7090 | 113518.9193 | Loss |
| 17 Sept 2025 | long | 116812.3178 | 112628.4598 | Loss |
| 14 Aug 2025 | long | 123331.1013 | 117701.3096 | Loss |
| 10 Jul 2025 | long | 111256.2468 | 113275.2604 | Win |
| 23 Apr 2025 | long | 93461.6786 | 103964.6729 | Win |
| 16 Oct 2024 | long | 67087.5548 | 97681.0499 | Win |
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