Backtest 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.
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
3 fixes 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.
- This report was produced before open positions were separated from closed trades; its stored win count includes a position still open at the end of the data (+5.7% of equity, marked at the last close). This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
- This report was produced before win rate and trade counts cover closed trades only; its stored figures counted a position still open at the end of the data as closed (17 wins of 44, 38.6%); over closed trades it is 16 wins of 43, 37.2%. This page now shows the corrected reading; the stored original is unchanged. Re-run to get a report produced with the fix.
37.2%win rate · 43 trades
RECOMMENDEDWeak evidence- Trades
- 43
- Timeframe
- 1D
- Tested over
- 2920 days
- Time in market
- 42.7%
large winners · 44 trades
- Verdict rules v1
What the data supports
Best month
+59.1%
2021-03 · 1 of 43 trades · best of 37 months
Made money after costs
profit factor 3.98
all 43 trades
Net return
+108.0%
all 43 trades
Average trade
+2.056R
all 43 trades
Trust scoreThe fixed factors behind the trust score, each with its own measurement.
B
Grade
RECOMMENDED
Verdict
Net return · closed trades
108.0%
-7056.4 pts vs buy & holdClosed trades +108.0% · open position +11.8% unrealized · +119.8% with it marked
Win rate
37.2%
43 trades
Profit factor
3.98
16 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 · 4 Jun 2026
Monthly returns
Best month
59.1%
Worst month
-2.0%
Typical month
-0.39%
Months in profit
41%
Account curve
$10,000
Starting balance
$20,797
Final · closed trades
$21,975
With the open position marked
$726,441
Buy & hold
Wins and losses
- Wins16
- 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% | 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 | — | — | — |
Latest trades
43 closed · 1 open at the end of the data, marked at the last close
| Date | Direction | Entry price | Exit price | Result |
|---|---|---|---|---|
| 31 Jul 2026 | long | 592.1084 | 761.1577 | Open |
| 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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