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Free viewBacktest the Turtle Trading System on BTCUSDT
On the daily chart of Bitcoin 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.
- 44 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 markets119 trades · 43.7% win · +1.68R avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| BTCUSDT | 44 | 43.2% | +2.23R |
| ETHUSDT | 42 | 47.6% | +1.22R |
| SOLUSDT | 33 | 39.4% | +1.53R |
| All · 1d | 119 | 43.7% | +1.68R |
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 · 44 trades
- Ended above the starting budget+128.7% · 2.228R
- Win rate 50% or above43.2%
- More than 50 trades44 trades
- Verdict rules v9
- Trades
- 44
- Timeframe
- 1D
- Tested over
- 3194 days
- Time in market
- 42.3%
Win rate 43.2%, 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
+60.6%
2021-03 · 1 of 44 trades · best of 41 months
Made money after costs
profit factor 4.38
all 44 trades
Net return
+128.7%
all 44 trades
Average trade
+2.228R
all 44 trades
Proof
TradingView twin
BINANCE:BTCUSDT1DSlippage
- Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
Account balance
$10,000
Starting balance
$71,016
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
86,637.33
Buy · 22 Sept 2026 · 17 bars
Stop loss
81,839.41
5.54% away
Take profit
None
Exits on its rule
Result
-1.02R
Stop loss at 81,823.04 · 8 Oct 2026
Trace4 steps
Signal
candle close
86,620.00
21 Sept 2026
Filled
next open
86,637.33
22 Sept 2026
Stop
ATR distance
81,839.41
22 Sept 2026
Exit · Stop loss · -1.02R
81,839.41
8 Oct 2026
Monthly returns
Wins and losses
- Wins19
- 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
44 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 22 Sept 2026 | long | 86637.3340 | 81823.0440 | Loss |
| 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 | 117725.9660 | Loss |
| 10 Jul 2025 | long | 111256.2468 | 113275.2604 | Win |
| 23 Apr 2025 | long | 93461.6786 | 103964.6729 | Win |
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | open | -0.4% | — | open | 0.1% | -1.0% | — | — | — |
| 2019 | — | open | open | open | open | 15.4% | 0.8% | -1.0% | — | open | -0.5% | — |
| 2020 | open | 2.6% | — | open | 1.2% | -1.0% | open | 3.8% | — | open | open | open |
| 2021 | open | open | 60.6% | -1.0% | — | — | open | open | 1.9% | 1.3% | -1.0% | — |
| 2022 | — | -0.8% | open | -0.2% | — | — | open | -0.9% | -1.0% | open | -1.0% | -1.0% |
| 2023 | open | 5.5% | open | 1.2% | — | open | 0.4% | — | — | -1.0% | open | open |
| 2024 | 4.2% | open | 6.0% | — | open | 0.0% | open | -1.7% | open | -0.2% | open | open |
| 2025 | open | 6.9% | — | open | 1.5% | — | open | -0.7% | -0.8% | -1.0% | — | — |
| 2026 | -0.6% | — | -0.7% | open | 0.7% | — | open | open | 2.5% | -1.0% | — | — |
Advanced Analysis