Backtest engine · Turtle breakout

Run the breakout, on your terms.

The same channel breakout the AlphaTrading bot runs, against real historical data. Set the channel, the stop, the sizing and the pyramiding, then read what it would have done: every trade, every scale-in, every exit.

Engine
The live bot’s
Data
Real daily OHLC
Instruments
Any ticker
Cost
Free, no account
Free · no signup Daily data Any ticker Same code as the live bot
01

Start from a preset

The configurations the sweep tested, including the two the live bot runs. Pick one, then change anything you like.

Turtle System Presets

02

Set the parameters

Every field here is a real input to the engine: change one and the whole backtest is recomputed against it.

Any stock, ETF, or commodity - e.g. QQQ, USO, SLV
20d = System 1, 55d = System 2
Backtest runs from this date through today
Initial equity; sizing uses equity × risk % each bar
% of account equity: Shares = (Equity × Risk %) ÷ (ATR × Multiplier)
Typical Turtle: 2
Typical Turtle value: 2× ATR
0.5 = aggressive pyramiding, 1-2 = conservative
Classic Turtle: 4 units max · each add multiplies exposure as the trend extends
0 = off · 200 = 200-day MA (longs only above MA, shorts only below)
When at max units, a new breakout signal still tightens the stop
03

Read the report

The same figures the strategy page publishes, computed on whatever you just asked for.

Nothing run yet

Your report will appear here.

Press Run backtest and the engine replays every session in the window, one bar at a time, exactly as the live bot reads them.

  • Net result profit or loss on your starting capital, and the return it represents
  • Max drawdown the deepest peak-to-trough fall along the way
  • Win rate & profit factor how often it was right, and what it earned per dollar lost
  • Price & trades every entry, scale-in and exit marked on the chart
  • Trade log each position with its reason, size and result