Backtest the Turtle Trading System on BNBUSDT
On the daily chart of BNBUSDT, 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
38.6%win rate · 44 trades
RECOMMENDEDWeak evidence- Trades
- 44
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 42.7%
large winners · 44 trades
What the data supports
Best month
+59.1%
2021-03 · 1 of 44 trades · best of 38 months
Made money after costs
profit factor 4.30
all 44 trades
Net return
+119.8%
all 44 trades
Average trade
+2.138R
all 44 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
B
Grade
RECOMMENDED
Verdict
Net return
119.8%
-7044.7 pts vs buy & hold
Win rate
38.6%
44 trades
Profit factor
4.30
17 wins · 27 losses
Max drawdown
-4.3%
from peak
Strategy replay
Entry
635.90
Buy · 17 Apr 2026 · 49 bars
Stop loss
595.02
6.43% away
Take profit
None
Exits on its rule
Result
-0.39R
Exit rule at 620.51
Monthly returns
Best month
59.1%
Worst month
-2.0%
Typical month
-0.37%
Months in profit
42%
Account curve
$10,000
Starting balance
$21,975
Final balance
$726,441
Buy & hold
Wins and losses
- Wins17
- Losses27
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 | -2.0% | — | — | — | 13.2% | -0.9% | — | — | — | — | -0.4% | — |
| 2020 | — | 3.9% | — | — | 0.5% | -1.0% | — | — | 1.7% | -0.6% | -1.0% | — |
| 2021 | — | — | 59.1% | — | 4.4% | — | — | — | 1.4% | 0.1% | 0.0% | — |
| 2022 | — | — | — | -0.5% | — | — | — | 1.9% | — | -1.0% | -1.0% | — |
| 2023 | — | 1.7% | -0.7% | -1.0% | — | — | -1.0% | — | — | — | -0.3% | -1.0% |
| 2024 | — | — | — | — | 16.3% | -0.6% | — | -2.0% | — | -0.5% | — | — |
| 2025 | 1.0% | — | — | — | -0.8% | 0.1% | — | 1.4% | — | -1.0% | — | — |
| 2026 | -0.2% | — | -0.4% | — | — | -0.4% | — | — | 5.7% | — | — | — |
Latest trades
44 closed trades
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 31 Jul 2026 | long | 592.1084 | 761.1577 | 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 |
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