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Turtle Breakout

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

48/ 100
Total Score
30of 53
Overall Rank
4of 5
In Breakout
31,928
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (91 / 100) and lowest on BTCUSDT · 30m (7 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 48 / 100
Real Data 50 / 100
Resampled Data 46 / 100
Overall Rank Top 57% 30 of 53
Rank In Breakout Top 80% 4 of 5
By Metric
Beats Hold Real 44 · Resampled 56 50 / 100
Risk Adjusted Real 47 · Resampled 39 43 / 100
Profitability Real 62 · Resampled 48 55 / 100
Win Rate Real 44 · Resampled 41 43 / 100
Fee Efficiency Real 52 · Resampled 52 52 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.