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.

At A Glance

57/ 100
Total Score
11of 53
Overall Rank
1of 5
In Breakout
13,771
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (85 / 100) and lowest on SOLUSDT · 30m (20 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 57 / 100
Real Data 59 / 100
Resampled Data 55 / 100
Overall Rank Top 21% 11 of 53
Rank In Breakout Top 20% 1 of 5
By Metric
Beats Hold Real 55 · Resampled 65 60 / 100
Risk Adjusted Real 55 · Resampled 45 50 / 100
Profitability Real 75 · Resampled 58 67 / 100
Win Rate Real 40 · Resampled 41 41 / 100
Fee Efficiency Real 70 · Resampled 70 70 / 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.