Price Action Pro 5M | Daniel strategy: backtest results after fees, and how the rule works

Price Action Pro 5M | Daniel at a glance

Kind of rule	Many small trades (scalping)
Buys or sells	It can buy, and it can bet on falling prices.
Built on	ATR, EMA, Pivot points, RSI, SMA, VWAP, pivot low
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	65 cells: 13 coins on 5 chart speeds (15m, 30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−6.3%
Cells above zero	15 of 65
Cells that cleared the quality check	5 of 65
Middle drawdown, every cell	10.4%
Page updated	2026-11-08

Price Action Pro 5M | Daniel backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

Each bar is the middle result for that chart speed. The number in parentheses is how many cells. The black line is zero.

Across is the deepest fall along the way. Up is the result. Dots above the black line finished above zero. The middle result is −6.3.

How Price Action Pro 5M | Daniel works

Rules in this group usually work like this. It takes a lot of small trades on fast charts and needs a tiny gain on each one. The trading cost is the whole story. With no fee, almost every rule of this kind looks fine. With a real fee, many do not. A test on one-minute bars also assumes every order was filled, which is generous. The next paragraph is this particular rule, which can be narrower than the group.

It can buy, and it can bet on falling prices. It acts only when several checks agree at once. It leans on ATR, EMA, pivot high, pivot low; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. When it enters, it also sets a stop or a target, so a trade can close without a new signal.

Each trade uses a fixed 100 of the quote coin. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

Enters long when long pattern and EMA ok long and RSI ok long and (not (VWAP Filter aktivieren (on)) or the close is above VWAP value) and volume ok long and strength ok long and no position is open.
Enters short when short pattern and EMA ok short and RSI ok short and (not (VWAP Filter aktivieren (on)) or not (the close is above VWAP value)) and volume ok short and strength ok short and no position is open.
On entry, places a target at (ph1 when Pivot SL/TP aktiv (on) and ph1 is above the close, else (the close + (the 14-period ATR × ATR TP1 Multiplikator (2)))), a stop at ((pl1 × (1 − (SL Puffer % (0.1) / 100))) when Pivot SL/TP aktiv (on) and pl1 is below the close, else (the close − (the 14-period ATR × ATR SL ….
On entry, places a target at (ph2 when Pivot SL/TP aktiv (on) and ph2 is above tp1 l, else (the close + (the 14-period ATR × ATR TP2 Multiplikator (4)))), a stop at ((pl1 × (1 − (SL Puffer % (0.1) / 100))) when Pivot SL/TP aktiv (on) and pl1 is below the close, else (the close − (the 14-period ATR × ATR SL ….
On entry, places a target at (pl1 when Pivot SL/TP aktiv (on) and pl1 is below the close, else (the close − (the 14-period ATR × ATR TP1 Multiplikator (2)))), a stop at ((ph1 × (1 + (SL Puffer % (0.1) / 100))) when Pivot SL/TP aktiv (on) and ph1 is above the close, else (the close + (the 14-period ATR × ATR SL ….
On entry, places a target at (pl2 when Pivot SL/TP aktiv (on) and pl2 is below tp1 s, else (the close − (the 14-period ATR × ATR TP2 Multiplikator (4)))), a stop at ((ph1 × (1 + (SL Puffer % (0.1) / 100))) when Pivot SL/TP aktiv (on) and ph1 is above the close, else (the close + (the 14-period ATR × ATR SL ….

Buys or sells	It can buy, and it can bet on falling prices.
Tools it calculates	ATR, EMA, Pivot points, RSI, SMA, VWAP, pivot low
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	Each trade uses a fixed 100 of the quote coin.
Cost the author assumed	The author assumed a trading cost of 0.05 percent per side.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
Pivot Lookback Links	4
Pivot Bestätigung	1
Zone Toleranz %	0.3
EMA Trendfilter aktiv	on
EMA Fast	21
EMA Slow	50
Min. EMA Abstand %	0.03
RSI Filter aktiv	off
RSI Periode	14
RSI Überkauft	75
RSI Überverkauft	25
Engulfing aktivieren	on
Pin Bar aktivieren	on
Breakout aktivieren	on
Pin Bar Docht-Ratio	1.8
Engulfing Mindest %	90
VWAP Filter aktivieren	on
Volumen Filter aktivieren	on
Volumen MA Periode	10
Mindest-Volumen (x MA)	1.3
Stärke-Filter aktivieren	on
Mindest-Bewegung (x ATR)	0.5
Volumen Spike (x MA)	1.5
Mindest Kerzenkörper %	30

and 8 more settings, left at the author's defaults.

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, 15 of 65 cells finished above zero (23.1%). The median of every cell was −6.3%.

5 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: 15-minute chart, 15m 0 of 13; daily chart, 1D 6 of 13; hourly chart, 1h 3 of 13; 30-minute chart, 30m 0 of 13; 4-hour chart, 4h 6 of 13.

Cells tried after the fee	65
Finished above zero	15 (23.1%)
Middle result, the median of every cell	−6.3%
Middle drawdown, every cell	10.4%
Cells that cleared the quality check	5
Middle result, over the cells that cleared the quality check	+5.2%
Extra, Calmar on the checked rows. Result divided by the deepest fall	0.69
Extra, Sharpe on the checked rows. Result divided by how bumpy the path was	0.05
Middle drawdown, the checked rows	4.1%
Deepest fall, the checked rows	7.7%
Middle number of trades, the checked rows	124

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

The table also shows +5.2%, taken only over the cells that cleared the quality check. Cells that finished down are left out of that figure, which is why it stands away from the median of every cell. It describes those rows only.

5 of 65 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

What this does not show

The useful question is the result after a real fee. With no fee, almost every fast rule looks fine.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about Price Action Pro 5M | Daniel

What is Price Action Pro 5M | Daniel?

Price Action Pro 5M | Daniel is a scalping trading strategy published on TradingView as a Pine Script. In plain terms it is a rule of the kind this site calls many small trades. It can buy, and it can bet on falling prices. It is built on ATR, EMA, Pivot points, RSI, SMA, VWAP, pivot low. This page reads the rules from the code and reports what they did on old crypto prices.

How does Price Action Pro 5M | Daniel work?

Is Price Action Pro 5M | Daniel profitable in a backtest?

In this backtest, more cells lost than gained. After a fee of 0.12 percent per side, 15 of 65 cells finished above zero and the median of every cell was −6.3%. A backtest is a replay on old prices, so it describes these coins and these years, not a future result.

What was the drawdown of Price Action Pro 5M | Daniel?

The median drawdown across every cell was 10.4%, and the deepest fall in any cell was 76.4%. Drawdown is the deepest fall from a high point along the way, as a percent of the account at that high.

Which timeframe suited Price Action Pro 5M | Daniel?

Counted by cells above zero: 15-minute (15m) 0 of 13; 30-minute (30m) 0 of 13; hourly (1h) 3 of 13; 4-hour (4h) 6 of 13; daily (1D) 6 of 13. The daily chart had the largest share above zero in these years. A chart speed that did better here is one slice of the same rule, not a separate strategy.

Where can I find the Price Action Pro 5M | Daniel script?

It is published on TradingView by its author. Search TradingView for the title to find the original script. This page is an independent reading and is not affiliated with the author.

What does backtest mean on this page?

Backtest means the rule was replayed on old prices from Bybit. No real money moved. Every number on this page carries that label, and old prices do not promise anything about new ones.

Words used on this page

Backtest: The rule was tried on old prices. No real money moved.
Cell: One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.
Chart speed: How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.
Fee, per side: A cost taken each time the rule trades. Per side means once on the way in and once on the way out.
Median: Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.
Drawdown: The deepest fall from a high point along the way, as a percent of the account at that high.
Above zero: The account finished with more than it started.

The indicators Price Action Pro 5M | Daniel uses

Each has its own page: what it measures, how it is read, where it misleads.

"Price Action Pro 5M | Daniel" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.

Price Action Pro 5M | Daniel