Helical carbon nanotube (HCNT) is regarded as one of the most promising nanomaterials due to its excellent tensile strength and superhigh stretchability. Here, a novel HCNT-woven film (HWF) is proposed, and its in-plane and out-of-plane mechanical properties are systematically investigated via molecular dynamics (MD) simulation. The MD results show that HWF possesses highly stretchable capability resulting from sliding and straightening of CNT segments, and the maximum tensile strain can reach 2113%. Furthermore, the HWF presents an obvious tensile mechanical anisotropy. The torsion failure is the main fracture mode when the HWF is stretched along the longitudinal direction. However, when the HWF is stretched along the transverse direction, the fracture is mainly caused by intertube compression. On the other hand, the HWF can dissipate large amount of kinetic energy of projectile via sliding and fracture of HCNTs, leading to high specific penetration energy. This work provides a theoretical guidance for designing and fabricating next-generation superstrong two-dimensional CNT-based nanomaterials.