Turtle Breakout 55 20 (Breakout)

The Turtle program's slower System 2: buys a breakout above the 55-bar high and exits on a drop below the 20-bar low or a stop 2 average true ranges below entry.

Example

Real Data — Score 51 / 100

Metrics Per Trade

Final Metrics

Scores

Resampled Data — Score 44 / 100

Metrics Per Trade

Final Metrics

Scores