logo
Developers

VWAP Trend Momentum v2

Script from: TradingViewIntraday

Premium users only

Premium users can access all backtests with a profit factor above 3

@ 5 minTradeSearcher backtest

3.01

Profit Factor

3.50 %

Total ROI

21

Coinbase Global, Inc. (COIN)

+ VWAP Trend Momentum v2

@ 1 h

2.45

Profit Factor

16.22 %

Total ROI

22

Zcash / TetherUS (ZECUSDT)

+ VWAP Trend Momentum v2

@ 4 h

2.25

Profit Factor

13.55 %

Total ROI

22

Stellantis NV (STLAP)

+ VWAP Trend Momentum v2

@ 4 h

2.03

Profit Factor

134.17 %

Total ROI

60

AST SpaceMobile, Inc. (ASTS)

+ VWAP Trend Momentum v2

@ 1 h

2.02

Profit Factor

10.86 %

Total ROI

19

Stellantis NV (STLAP)

+ VWAP Trend Momentum v2

@ 2 h

1.86

Profit Factor

115.70 %

Total ROI

85

Stellantis NV (STLAP)

+ VWAP Trend Momentum v2

@ 5 min

1.82

Profit Factor

21.08 %

Total ROI

58

SHIB / TetherUS (SHIBUSDT)

+ VWAP Trend Momentum v2

@ 4 h

1.67

Profit Factor

10.89 %

Total ROI

20

SUI / TetherUS (SUIUSDT)

+ VWAP Trend Momentum v2

@ 1 h

1.57

Profit Factor

14.24 %

Total ROI

43

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

+ VWAP Trend Momentum v2

@ 15 minTradeSearcher backtest

1.50

Profit Factor

10.67 %

Total ROI

92

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

+ VWAP Trend Momentum v2

@ 5 minTradeSearcher backtest

1.46

Profit Factor

3.91 %

Total ROI

40

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

+ VWAP Trend Momentum v2

@ 15 minTradeSearcher backtest

1.42

Profit Factor

16.10 %

Total ROI

65

Create your account for free to see all 15+ backtests

Access filters, details, best timeframes, explore 100K+ backtests and more

Active Trades

Create your account to see on which symbols VWAP Trend Momentum v2 is currently trading on.

VWAP Trend Momentum v2 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 intraday by holding period.

15
Backtests run
1.8
Avg profit factor
+27%
Avg net profit
+10%
Avg annualized return
7%
Avg max drawdown
0.34
Avg Sharpe ratio

On average, backtests of this strategy lagged a buy-and-hold baseline by 210% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto391.8+13%6%0.05
Stocks3541.8+46%9%0.17

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.

Explore the best Trading & TradingView strategies

Stop trading blindly. Explore quality-gated backtests and improve your trading skills with data.

Start for free