Turtle Trading Simulator

Experience the legendary Turtle breakout system with real historical data.
Fine-tune parameters, run powerful backtests, and evaluate performance — completely risk-free.

Turtle System Presets

Symbol / Ticker

Breakout Period (days) 20d = System 1, 55d = System 2

Data Timeframe (days/bar) All timeframes are daily; bars processed ≈ days × factor

Starting Capital ($) Initial equity; sizing uses equity × risk % each bar

Risk per Trade (%) % of account equity: Shares = (Equity × Risk %) ÷ (ATR × Multiplier)

ATR Multiplier (N) Typical Turtle: 2

Stop Loss (× ATR) Typical Turtle value: 2× ATR

Add Unit Step (× ATR) 0.5 = aggressive pyramiding, 1–2 = conservative

Max Units (Pyramiding Limit)

Backtest Results

Final PnL —

Max Drawdown —

Price & Trades

Green ▲ = entry. Red ▼ = exit. Hover or click a marker for reason, price, and PnL.

📋 Raw Data from Server (full JSON)

Adjust parameters and launch the backtest to view performance metrics.

Turtle Trading Simulator

Turtle System Presets

Backtest Results

Price & Trades

Trade log – entries & exits