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Free viewBacktest the Turtle Trading System on BNBUSDT
On the daily chart of BNB 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 8.5 years of 1d candles, short of the 100 a confident read wants.
Same rules on 3 markets130 trades · 42.3% win · +1.87R avg
| Market | Trades | Win | Avg |
|---|---|---|---|
| BNBUSDT | 47 | 36.2% | +1.92R |
| BTCUSDT | 41 | 43.9% | +2.49R |
| ETHUSDT | 42 | 47.6% | +1.22R |
| All · 1d | 130 | 42.3% | +1.87R |
Market
Timeframe
Account
History
Requested 1996-10-17 → 2026-10-18 · traded from 2018-04-10 (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+111.5% · 1.919R
- Win rate 50% or above36.2%
- More than 50 trades47 trades
- Verdict rules v9
- Trades
- 47
- Timeframe
- 1D
- Tested over
- 3113 days
- Time in market
- 41.8%
Win rate 36.2%, 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
+59.1%
2021-03 · 1 of 47 trades · best of 41 months
Made money after costs
profit factor 3.92
all 47 trades
Net return
+111.5%
all 47 trades
Average trade
+1.919R
all 47 trades
Proof
TradingView twin
BINANCE:BNBUSDT1DSlippage
- Slippage TradingView charges slippage as commission, so stop and market fills differ slightly.
Account balance
$10,000
Starting balance
$593,876
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
592.11
Buy · 31 Jul 2026 · 71 bars
Stop loss
562.41
5.02% away
Take profit
None
Exits on its rule
Result
+4.82R
Exit rule at 735.94 · 9 Oct 2026
Trace4 steps
Signal
candle close
591.99
30 Jul 2026
Filled
next open
592.11
31 Jul 2026
Stop
ATR distance
562.41
31 Jul 2026
Exit · Exit rule · 4.82R
736.09
9 Oct 2026
Monthly returns
Wins and losses
- Wins17
- Losses30
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 |
|---|---|---|---|---|
| 31 Jul 2026 | long | 592.1084 | 735.9428 | Win |
| 17 Apr 2026 | long | 635.8972 | 620.5059 | Loss |
| 5 Mar 2026 | long | 658.1316 | 630.5739 | Loss |
| 5 Jan 2026 | long | 895.6091 | 884.0132 | Loss |
| 13 Sept 2025 | long | 924.9950 | 873.7510 | Loss |
| 23 Aug 2025 | long | 900.3800 | 833.1896 | Loss |
| 10 Jul 2025 | long | 668.8237 | 736.2827 | Win |
| 9 May 2025 | long | 629.2958 | 633.2033 | Win |
| 23 Apr 2025 | long | 618.6237 | 585.9028 | Loss |
| 10 Nov 2024 | long | 624.7949 | 667.2265 | Win |
Monthly heatmap
| Year | Jan | Feb | Mar | Apr | May | Jun | Jul | Aug | Sep | Oct | Nov | Dec |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
| 2018 | — | — | — | open | -1.0% | -1.0% | open | -1.0% | — | — | — | — |
| 2019 | -2.0% | open | open | open | 13.1% | -0.9% | — | — | — | open | -0.4% | — |
| 2020 | open | 3.9% | — | open | 0.5% | -1.0% | open | open | 1.7% | -0.6% | -1.0% | open |
| 2021 | open | open | 59.1% | open | 4.4% | — | — | open | 1.4% | 0.1% | 0.0% | — |
| 2022 | — | — | open | -0.5% | — | — | open | 1.9% | — | -1.0% | -1.0% | — |
| 2023 | open | 1.7% | -0.7% | -1.0% | — | — | -1.0% | — | — | open | -0.3% | -1.0% |
| 2024 | open | open | open | open | 16.3% | -0.6% | open | -2.0% | open | -0.5% | open | open |
| 2025 | 1.0% | — | — | open | -0.8% | 0.1% | open | 1.4% | open | -1.0% | — | — |
| 2026 | -0.2% | — | -0.4% | open | open | -0.4% | open | open | open | 4.8% | — | — |
Advanced Analysis