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Turtle Breakout 55 20

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

  1. Track the previous 55-bar high, the previous 20-bar low, and the 20-bar average range.
  2. Buy when the close breaks above the 55-bar high — the Turtle program's slower System 2, which fires rarely and only on major moves.
  3. Exit on whichever comes first: the close falling below the 20-bar low, or a safety stop 2 average ranges below the entry price.
Score
Total Score Mean Of Real And Resampled 56 / 100
Real Data 53 / 100
Resampled Data 58 / 100
Overall Rank Top 20% 10 of 52
Rank In Breakout Top 20% 1 of 5
Score By Metric
Beats Hold Real 43 · Resampled 63 53 / 100
Risk Adjusted Real 53 · Resampled 51 52 / 100
Profitability Real 63 · Resampled 64 64 / 100
Win Rate Real 38 · Resampled 38 38 / 100
Fee Efficiency Real 75 · Resampled 75 75 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.