Strategies / Breakout / Pivot Level Breakout

Pivot Level Breakout

The strategy buys when price closes above the latest confirmed swing high and sells short below the latest swing low, using each pivot once. Stops sit beyond the signal bar and targets match the stop distance.

BreakoutLong & shortIntradayDow Jones5 min

n/aProfit factor

4,831Net profit EUR

51.44%Win rate

418Trades

-2,477Max drawdown

11.56Avg trade

Best run of 20. Dow Jones, 5 min, spread 3, from run sweeps:2026-10-07-DOW30-5m-opt.tsv:10.

Entry rules, long

A pivot high is the highest high of 180 bars on each side of it, confirmed 180 bars after it forms.

Entry rules, short

The close is below the last confirmed pivot low, and that pivot has not already triggered a trade.

Exit rules

Short trades mirror this: the stop is the signal bar high plus 0.111 percent of the close, and the target is the same distance below.

Test conditions

Period	Up to 2026-10-07
Instrument	Dow Jones, 5 minutes
Spread	3 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-07

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Dow JonesBest run	5 min	n/a	418	51.44	4,831 EUR	-2,477
Silver	1 hour	n/a	190	53.16	7,965 USD	-2,472
Silver	2 min	n/a	347	53.89	6,023 USD	-2,590
Dow Jones	30 min	n/a	141	53.90	3,256 EUR	-1,241
Dow Jones	4 hours	n/a	17	58.82	1,908 EUR	-1,110
US Crude Oil	15 min	n/a	340	57.06	1,864 EUR	-1,649
DAX 40	4 hours	n/a	53	56.60	1,638 EUR	-931
DAX 40	30 min	n/a	355	52.11	1,630 EUR	-1,163
Brent Crude	10 min	n/a	338	51.18	1,479 EUR	-996
US Crude Oil	Daily	n/a	16	56.25	1,394 EUR	-454
Brent Crude	30 min	n/a	197	52.79	1,370 EUR	-1,167
Brent Crude	1 hour	n/a	91	52.75	853 EUR	-641
Gold	1 hour	n/a	180	55.56	513 EUR	-134
S&P 500	30 min	n/a	356	50.56	438 EUR	-198
Gold	30 min	n/a	324	56.17	386 EUR	-206
Gold	4 hours	n/a	49	65.31	345 EUR	-66.30
Gold	10 min	n/a	337	54.01	297 EUR	-201
Gold	15 min	n/a	335	54.33	293 EUR	-207
Gold	3 min	n/a	328	48.48	290 EUR	-283
Gold	5 min	n/a	346	50.00	240 EUR	-163

Charts

Results by run

Top 10 of 20 runs. The full list is in the table above.

Net profitMax drawdown

The code

ProBuilder code, as tested

// ==============================================================
// Pivot Level Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long & short
// Timeframe tested: 5 minutes
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE lasttop = 0
ONCE lastbot = 0
ONCE havetop = 0
ONCE havebot = 0
ONCE topcrossed = 0
ONCE botcrossed = 0

len = 180
bufpct = 0.111
rr = 1.0

34 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Read this firstKnown weaknesses2 points

No profit factor is available, because only sweep results exist for this strategy.
The maximum drawdown of 2,477 EUR is large next to the net profit of 4,831 EUR.

Questions

About this strategy

Can I run Pivot Level Breakout in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 20 market and timeframe combinations. The best run by trade count was Dow Jones, 5 minutes, with 418 trades.

How large was the drawdown?

The best run had a maximum drawdown of 2,477 EUR at the tested position size, against a net result of 4,831 EUR.

Does it trade long, short or both?

It trades both long and short.

Turtle Trade

Best run on the same market, Dow Jones.

2.42 PF · 6,324 trades

Big Candle Breakout

Also a breakout strategy.

n/a PF · 4,636 trades

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Copy trading on US indices is available to ProRealAlgos members as spots open.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs