Pivot Point Reversal + RSI Strategy by QuantNomad
By QuantNomad
Performance Metrics
- Author: QuantNomad
- Symbol: KRAKEN:ETHUSD
- Timeframe: 1 hour
- Net P&L: +1,770.08 USD (+1.77%)
- Win Rate: 38.4%
- Profit Factor: 1.509
- Max Drawdown: 325.68 USD (0.33%)
- Total Trades: 764
- Sharpe Ratio: −0.625
Description
This strategy joins the Pivot Reversal strategy with the RSI indicator.We check RSI level at the pivot point level and only if RSI condition is satisfied we update levels for stop orders.The strategy works pretty good for crypto, 30m, 1h, 2h timeframes.