Camarilla Pivot Points Backtest — Strategy by HPotter
By HPotter
Performance Metrics
- Author: HPotter
- Symbol: CME_MINI:ES1!
- Timeframe: 5 minutes
- Net P&L: +28,437.50 USD (+28.46%)
- Win Rate: 42.4%
- Profit Factor: 1.266
- Max Drawdown: 23,225.00 USD (21.41%)
- Total Trades: 276
- Sharpe Ratio: 0.166
Description
Pivot point studies highlight prices considered to be a likely turning point when looking at values from a previous period, whether it be daily, weekly, quarterly or annual. Each pivot point study has its own characteristics on how these points are calculated. Red color = Sell Green color = Buy WARNING: - For purpose educate only - This script to change bars colors.