diff --git a/config/pivotshort-GMTBUSD.yaml b/config/pivotshort-GMTBUSD.yaml
index e99dab685..d2d62021e 100644
--- a/config/pivotshort-GMTBUSD.yaml
+++ b/config/pivotshort-GMTBUSD.yaml
@@ -32,7 +32,7 @@ exchangeStrategies:
     - roiTakeProfit:
         percentage: 30%
 
-    - protectionStopLoss:
+    - protectiveStopLoss:
         activationRatio: 1%
         stopLossRatio: 0.2%
         placeStopOrder: true
diff --git a/config/pivotshort.yaml b/config/pivotshort.yaml
index b9c9aa35e..75fcc8535 100644
--- a/config/pivotshort.yaml
+++ b/config/pivotshort.yaml
@@ -71,13 +71,13 @@ exchangeStrategies:
         percentage: 35%
 
     # (2) protective stop loss -- short term
-    - protectionStopLoss:
+    - protectiveStopLoss:
         activationRatio: 0.6%
         stopLossRatio: 0.1%
         placeStopOrder: false
 
     # (3) protective stop loss -- long term
-    - protectionStopLoss:
+    - protectiveStopLoss:
         activationRatio: 5%
         stopLossRatio: 1%
         placeStopOrder: false
diff --git a/config/pivotshort_optimizer.yaml b/config/pivotshort_optimizer.yaml
index 74f31ce55..207c8f5a2 100644
--- a/config/pivotshort_optimizer.yaml
+++ b/config/pivotshort_optimizer.yaml
@@ -44,8 +44,8 @@ matrix:
   step: 5%
 
 - type: range
-  path: '/exchangeStrategies/0/pivotshort/exits/2/protectionStopLoss/activationRatio'
-  label: protectionStopLoss_activationRatio
+  path: '/exchangeStrategies/0/pivotshort/exits/2/protectiveStopLoss/activationRatio'
+  label: protectiveStopLoss_activationRatio
   min: 0.5%
   max: 3%
   step: 0.1%
@@ -60,6 +60,6 @@ matrix:
 - type: range
   path: '/exchangeStrategies/0/pivotshort/exits/5/cumulatedVolumeTakeProfit/minQuoteVolume'
   label: cumulatedVolumeTakeProfit_minQuoteVolume
-  min: 30_000_000
-  max: 200_000_000
-  step: 10_000_000
+  min: 3_000_000
+  max: 20_000_000
+  step: 100_000
diff --git a/pkg/strategy/pivotshort/exit.go b/pkg/strategy/pivotshort/exit.go
index 7fe7fdc9c..fd78a6603 100644
--- a/pkg/strategy/pivotshort/exit.go
+++ b/pkg/strategy/pivotshort/exit.go
@@ -4,15 +4,15 @@ import "github.com/c9s/bbgo/pkg/bbgo"
 
 type ExitMethod struct {
 	RoiStopLoss               *RoiStopLoss               `json:"roiStopLoss"`
-	ProtectionStopLoss        *ProtectionStopLoss        `json:"protectionStopLoss"`
+	ProtectiveStopLoss        *ProtectiveStopLoss        `json:"protectiveStopLoss"`
 	RoiTakeProfit             *RoiTakeProfit             `json:"roiTakeProfit"`
 	LowerShadowTakeProfit     *LowerShadowTakeProfit     `json:"lowerShadowTakeProfit"`
 	CumulatedVolumeTakeProfit *CumulatedVolumeTakeProfit `json:"cumulatedVolumeTakeProfit"`
 }
 
 func (m *ExitMethod) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
-	if m.ProtectionStopLoss != nil {
-		m.ProtectionStopLoss.Bind(session, orderExecutor)
+	if m.ProtectiveStopLoss != nil {
+		m.ProtectiveStopLoss.Bind(session, orderExecutor)
 	} else if m.RoiStopLoss != nil {
 		m.RoiStopLoss.Bind(session, orderExecutor)
 	} else if m.RoiTakeProfit != nil {
diff --git a/pkg/strategy/pivotshort/protection_stop.go b/pkg/strategy/pivotshort/protection_stop.go
index 8c7f5328f..5e9f0bce6 100644
--- a/pkg/strategy/pivotshort/protection_stop.go
+++ b/pkg/strategy/pivotshort/protection_stop.go
@@ -8,7 +8,7 @@ import (
 	"github.com/c9s/bbgo/pkg/types"
 )
 
-type ProtectionStopLoss struct {
+type ProtectiveStopLoss struct {
 	// ActivationRatio is the trigger condition of this ROI protection stop loss
 	// When the price goes lower (for short position) with the ratio, the protection stop will be activated.
 	// This number should be positive to protect the profit
@@ -27,7 +27,7 @@ type ProtectionStopLoss struct {
 	stopLossOrder *types.Order
 }
 
-func (s *ProtectionStopLoss) shouldActivate(position *types.Position, closePrice fixedpoint.Value) bool {
+func (s *ProtectiveStopLoss) shouldActivate(position *types.Position, closePrice fixedpoint.Value) bool {
 	if position.IsLong() {
 		r := one.Add(s.ActivationRatio)
 		activationPrice := position.AverageCost.Mul(r)
@@ -42,7 +42,7 @@ func (s *ProtectionStopLoss) shouldActivate(position *types.Position, closePrice
 	return false
 }
 
-func (s *ProtectionStopLoss) placeStopOrder(ctx context.Context, position *types.Position, orderExecutor bbgo.OrderExecutor) error {
+func (s *ProtectiveStopLoss) placeStopOrder(ctx context.Context, position *types.Position, orderExecutor bbgo.OrderExecutor) error {
 	if s.stopLossOrder != nil {
 		if err := orderExecutor.CancelOrders(ctx, *s.stopLossOrder); err != nil {
 			log.WithError(err).Errorf("failed to cancel stop limit order: %+v", s.stopLossOrder)
@@ -58,7 +58,7 @@ func (s *ProtectionStopLoss) placeStopOrder(ctx context.Context, position *types
 		Price:     s.stopLossPrice.Mul(one.Add(fixedpoint.NewFromFloat(0.005))), // +0.5% from the trigger price, slippage protection
 		StopPrice: s.stopLossPrice,
 		Market:    position.Market,
-		Tag:       "protectionStopLoss",
+		Tag:       "protectiveStopLoss",
 	})
 
 	if len(createdOrders) > 0 {
@@ -67,7 +67,7 @@ func (s *ProtectionStopLoss) placeStopOrder(ctx context.Context, position *types
 	return err
 }
 
-func (s *ProtectionStopLoss) shouldStop(closePrice fixedpoint.Value) bool {
+func (s *ProtectiveStopLoss) shouldStop(closePrice fixedpoint.Value) bool {
 	if s.stopLossPrice.IsZero() {
 		return false
 	}
@@ -75,7 +75,7 @@ func (s *ProtectionStopLoss) shouldStop(closePrice fixedpoint.Value) bool {
 	return closePrice.Compare(s.stopLossPrice) >= 0
 }
 
-func (s *ProtectionStopLoss) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
+func (s *ProtectiveStopLoss) Bind(session *bbgo.ExchangeSession, orderExecutor *bbgo.GeneralOrderExecutor) {
 	s.session = session
 	s.orderExecutor = orderExecutor
 
@@ -127,7 +127,7 @@ func (s *ProtectionStopLoss) Bind(session *bbgo.ExchangeSession, orderExecutor *
 	}
 }
 
-func (s *ProtectionStopLoss) handleChange(ctx context.Context, position *types.Position, closePrice fixedpoint.Value, orderExecutor *bbgo.GeneralOrderExecutor) {
+func (s *ProtectiveStopLoss) handleChange(ctx context.Context, position *types.Position, closePrice fixedpoint.Value, orderExecutor *bbgo.GeneralOrderExecutor) {
 	if s.stopLossOrder != nil {
 		// use RESTful to query the order status
 		// orderQuery := orderExecutor.Session().Exchange.(types.ExchangeOrderQueryService)
@@ -149,7 +149,7 @@ func (s *ProtectionStopLoss) handleChange(ctx context.Context, position *types.P
 				s.stopLossPrice = position.AverageCost.Mul(one.Add(s.StopLossRatio))
 			}
 
-			log.Infof("[ProtectionStopLoss] %s protection stop loss activated, current price = %f, average cost = %f, stop loss price = %f",
+			log.Infof("[ProtectiveStopLoss] %s protection stop loss activated, current price = %f, average cost = %f, stop loss price = %f",
 				position.Symbol, closePrice.Float64(), position.AverageCost.Float64(), s.stopLossPrice.Float64())
 
 			if s.PlaceStopOrder {
@@ -168,14 +168,14 @@ func (s *ProtectionStopLoss) handleChange(ctx context.Context, position *types.P
 	s.checkStopPrice(closePrice, position)
 }
 
-func (s *ProtectionStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *types.Position) {
+func (s *ProtectiveStopLoss) checkStopPrice(closePrice fixedpoint.Value, position *types.Position) {
 	if s.stopLossPrice.IsZero() {
 		return
 	}
 
 	if s.shouldStop(closePrice) {
-		log.Infof("[ProtectionStopLoss] protection stop order is triggered at price %f, position = %+v", closePrice.Float64(), position)
-		if err := s.orderExecutor.ClosePosition(context.Background(), one, "protectionStopLoss"); err != nil {
+		log.Infof("[ProtectiveStopLoss] protection stop order is triggered at price %f, position = %+v", closePrice.Float64(), position)
+		if err := s.orderExecutor.ClosePosition(context.Background(), one, "protectiveStopLoss"); err != nil {
 			log.WithError(err).Errorf("failed to close position")
 		}
 	}