STRATEGY CHECK
Turtle Trading System 1
Breakout · Richard Dennis & William Eckhardt Turtle rules (1983)
Backtest result
BTCUSDT spot daily · 2020–2025
This strategy+1,243.7%Buy & hold+1,114.5%
- Trades
- 32
- Win rate
- 43.8%
- Max drawdown
- −48.2%
- Profit factor
- 2.38
- Annualized return
- +54.1%
- Time in market
- 44.5%
What the result shows
- Buying and holding over the same period returned +1,114.5%. This strategy returned +1,243.7%, more than that.
- It held a position 44.5% of the time and sat in cash for the rest.
- Along the way equity fell as much as −48.2% from its previous peak.
Rules
- Entry
- Close above the prior 20-day high
- Exit
- Close below the prior 10-day low · 2N stop (2× ATR)
- What changed when written as rules
- Intraday breakouts become close-confirmed entries at the next open; N uses ATR(14) instead of ATR(20); pyramiding and the skip-after-win rule are omitted
- Test conditions
- BTCUSDT spot daily · 2020–2025 · 0.10% fee per side · 0.05% slippage · entry at the next open after a signal on a closed candle
This is a calculation of the rules on historical prices. It is not a recommendation to buy or sell any asset and does not promise returns. A different symbol, timeframe or period gives a different result. Results claimed by the original sources have not been verified by this service.
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