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EVWMA VWAP MACD Strategy [QuantNomad]

Script from: TradingViewSwingVolumeMomentumTrend following

This strategy utilizes MACD generated from the Equally Weighted Moving Average (EVWMA) and the Volume Weighted Average Price (VWAP), capturing trends in crypto markets on 2 to 8-hour timeframes. Users can adjust the EVWMA and smoothing lengths for the MACD and signal, facilitating a tailored trading approach.

Gold Futures (GC1!)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 1 hTradeSearcher backtest

1.23

Profit Factor

255.07 %

Total ROI

843

Pfizer, Inc. (PFE)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 4 h

1.20

Profit Factor

178.37 %

Total ROI

508

E-MINI DOW (5$) FUTURES (YM1!)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 15 minTradeSearcher backtest

1.19

Profit Factor

45.45 %

Total ROI

584

Verizon Communications Inc. (VZ)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 4 h

1.14

Profit Factor

116.93 %

Total ROI

473

AT&T Inc. (T)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 1 h

1.14

Profit Factor

121.58 %

Total ROI

1072

U.S. Dollar/Swiss Franc (USDCHF)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 4 h

1.13

Profit Factor

70.65 %

Total ROI

1246

Euro Fx/U.S. Dollar (EURUSD)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 2 h

1.12

Profit Factor

28.74 %

Total ROI

998

British Pound/U.S. Dollar (GBPUSD)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 2 h

1.12

Profit Factor

32.91 %

Total ROI

1022

E-MINI NASDAQ-100 FUTURES (CONTINUOUS: CURRENT CONTR...)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 15 minTradeSearcher backtest

1.11

Profit Factor

91.37 %

Total ROI

601

E-MINI S&P 500 FUTURES (CONTINUOUS: CURRENT CONTRACT...)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 15 minTradeSearcher backtest

1.11

Profit Factor

38.45 %

Total ROI

583

Bank of America Corporation (BAC)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 2 h

1.10

Profit Factor

727.52 %

Total ROI

1232

Sirius XM Holdings Inc. (SIRI)

+ EVWMA VWAP MACD Strategy [QuantNomad]

@ 1 h

1.10

Profit Factor

251.81 %

Total ROI

1111

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Active Trades

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EVWMA VWAP MACD Strategy [QuantNomad] backtest statistics

Aggregated across every validated backtest TradeSearcher has run on this strategy. Figures update automatically as new backtests are added — they are not edited by hand. Classified as swing by holding period.

57
Backtests run
1.1
Avg profit factor
+187%
Avg net profit
+12%
Avg annualized return
51%
Avg max drawdown
0.11
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 204% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto9——79%—
Stocks3461.0+266%66%0.09
Forex721.1+17%16%0.06

Backtests use the validated-universe filter: non-repainting scripts, over 15 trades, non-excluded. Per-market rows appear only when at least one backtest exists for that asset class.

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