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Turtle Trading Strategy@lihexie

Script from: TradingViewLongTermPrice actionMarket structureBreakoutTrend followingMomentumBotVolatility

The Turtle strategy is a classic trend-following system. You enter on breakouts of either 20-day or 55-day highs/lows. A key rule for the 20-day system is to skip the next signal after a winning trade. Your exit is a 10-day low for long positions. Position size is determined by market volatility (ATR). As the trade moves in your favor, you can add to your position at specific ATR intervals.

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

7.77

Risk Reward

141.87 %

Total ROI

25

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

7.58

Risk Reward

552.28 %

Total ROI

45

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

6.88

Risk Reward

2,208.45 %

Total ROI

109

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

6.18

Risk Reward

2,751.34 %

Total ROI

95

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

6.09

Risk Reward

274.77 %

Total ROI

53

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

5.46

Risk Reward

191.63 %

Total ROI

25

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

5.10

Risk Reward

1,693.37 %

Total ROI

110

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

5.09

Risk Reward

294.26 %

Total ROI

42

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

4.89

Risk Reward

459.90 %

Total ROI

78

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

4.69

Risk Reward

215.00 %

Total ROI

54

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

4.60

Risk Reward

318.67 %

Total ROI

71

Total Trades

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ Daily

4.31

Risk Reward

196.41 %

Total ROI

61

Total Trades
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Active Trades

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Turtle Trading Strategy@lihexie backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as long-term by holding period.

71
Backtests run
2.5
Avg profit factor
>1,000%
Avg net profit
+60%
Avg annualized return
56%
Avg max drawdown
0.18
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 148% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto842.8>1,000%37%0.20
Stocks5321.5+981%73%0.13
Forex671.1+249%0.13

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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