Dashboard / Pivot-level breakout
s18-C Textbook stop at H3
NAS100 · 5m chart · a variation of Pivot-level breakout · paper account since 2026-10-19
The stop sits at the reference level H3 itself, as the Camarilla method describes, instead of a quarter of the way there. A wider stop means fewer losers but each 10R winner needs a far bigger move.
753 trades, 46% wins, +137.9R 2019-today, but it has faded: 2019-23 +122.7R vs 2024-26 +15.2R (2025 −8.1R). Shows why the tight stop is used.
The rules it shares with every variation are on the strategy page.
| Setting | Strategy default | s18-C (this) | s18-F (main) |
|---|---|---|---|
| Stop fraction Stop distance as a fraction of the way back to the reference level: 0.25 = a quarter, 1 = right at the reference level. | 0.25 | 1 | 0.25 |
| Target (R) Take profit at this many times the risk; empty means no target (the trailing stop manages the exit). | 10 | 10 | off |
| Trailing stop starts at (R) Once the trade is this many R in profit, the stop starts following price. | off | off | 3 |
| Trailing distance (R) How far, in R, the trailing stop stays behind the best price reached. | 1 | 1 | 3 |
All 22 settings of s18-C
Level type = camarillaDirection = buyStop fraction = 1min risk atr = 0.15Target (R) = 10Trailing stop starts at (R) = offTrailing distance (R) = 1be at r = offuse trend = notrend len = 50Structure trend timeframe = offSwing definition = pivottp r = 2use be = nobe trigger r = 1.5sl atr mult = 0stop steps = []trail start r = offtrail dist r = 1use tp = nopartial r = offpartial frac = 0.5Balance (R)
Calendar
Closed trades
| Side | Signal (UTC) | Exit (UTC) | Entry | Stop | Exit | Outcome | Result |
|---|---|---|---|---|---|---|---|
| ▲ Buy | 2026-10-27 15:20 | 2026-10-27 20:55 | 29,611.80 | 29,453.49 | 29,642.10 | win | +0.20R |
| ▲ Buy | 2026-10-26 14:15 | 2026-10-26 20:55 | 29,215.90 | 29,090.40 | 29,302.90 | win | +0.71R |
| ▲ Buy | 2026-10-19 15:20 | 2026-10-19 20:55 | 29,758.80 | 29,455.11 | 29,558.50 | loss | −0.66R |
Last event: close at 2026-10-27 22:06 UTC · all events
| Year | Trades | Win % | Result |
|---|---|---|---|
| 2019 | 96 | 49% | +36.5R |
| 2020 | 104 | 49% | +33.7R |
| 2021 | 89 | 53% | +37.5R |
| 2022 | 83 | 52% | +12.2R |
| 2023 | 109 | 43% | +2.8R |
| 2024 | 98 | 43% | +15.4R |
| 2025 | 98 | 42% | −8.1R |
| 2026 | 76 | 39% | +7.9R |
Dukascopy data until 2026-10-05, in R at zero cost (R = the amount risked on a trade). Your own spread, commission, account and risk go in the Money calculator tab. Settings were partly chosen by looking at this history, so the live account is the real test.
Turn the backtest's R into money for your own account: starting balance, risk per trade (fixed or compounding) and your broker's costs. Nothing else on the site uses money.
Balance after each trade
| Year | Trades | R before costs | R after costs | Profit | Return |
|---|---|---|---|---|---|
| 2019 | 96 | +36.5R | +32.7R | +$3,271 | +32.7% |
| 2020 | 104 | +33.7R | +31.7R | +$3,170 | +23.9% |
| 2021 | 89 | +37.5R | +35.7R | +$3,572 | +21.7% |
| 2022 | 83 | +12.2R | +11.3R | +$1,131 | +5.7% |
| 2023 | 109 | +2.8R | +1.0R | +$103 | +0.5% |
| 2024 | 98 | +15.5R | +13.9R | +$1,392 | +6.6% |
| 2025 | 98 | −8.1R | −9.3R | −$931 | −4.1% |
| 2026 | 76 | +7.9R | +7.3R | +$725 | +3.3% |
Replays the backtest trades with raw costs: 1.00 spread. A trade's cost in R = cost ÷ its stop distance, so tight stops pay more R. Risk is set when a trade opens; trades can overlap, like the backtest. Year = the year the trade opened (UTC); return = profit ÷ the balance at the year's first trade. Not included: swap / overnight financing, taxes. Past results, not a forecast.
This variation's backtest trades on a prop firm account: pick a firm, an account size, a period and your risk per trade. Costs come from the Money calculator tab (now: raw costs: 1.00 spread).
FTMO · 2-Step Challenge: Target 10% then 5% · max loss 10% fixed · daily loss 5% · min 4 trading days · 80% split · first payout after 14 days · $96 fee · fee refunded with payout #1.
Not simulated: Fees are EUR (€89-€1,080) at ~1.08 USD. Funded Standard account: no orders 2 min around major news, no holding over weekends (Swing account exempt).
Rules checked against the firm's site on 2026-10-28; firms change them often.
Net cash over time (payouts − fees)
Every account (2)
| # | Bought | Ended | Result | Trades | Time to pass | Payouts | Received | Fees |
|---|---|---|---|---|---|---|---|---|
| 2 | 2026-02-18 | – | Still in evaluation · passed phase 1 | 61 | – | 0 | $0 | −$96 |
| 1 | 2019-01-04 | 2026-02-18 | Blown when funded | 692 | 11.7 months · 96 tr | 44 | +$3,910 | −$96 |
Replays this variation's backtest trades (raw costs: 1.00 spread) from 2019-01-04 to 2026-10-05, risking a fixed 0.5% of the account size per trade. A blown account is replaced at once; payouts are taken as soon as the rules allow. Floating losses use each trade's worst point on its own (open trades are not added together); the trading day runs 17:00 to 17:00 New York. Futures firms are simulated with the CFD backtest in R. Past results, not a forecast.