Pivot VWAP Strategy by Runnemeade
By Runnemeade
Performance Metrics
- Author: Runnemeade
- Symbol: AMEX:SPY
- Timeframe: 5 minutes
- Net P&L: +21,542.91 USD (+2.15%)
- Win Rate: 36.3%
- Profit Factor: 1.091
- Max Drawdown: 39,586.60 USD (3.76%)
- Total Trades: 300
Description
First sample of the strategy we are trying to use.Dreaming of buying my own "pool" and calling it the pivot vwap pool LOL>