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VWAP Trend Momentum v2

Script from: TradingViewIntraday

Coinbase Global, Inc. (COIN)

+ VWAP Trend Momentum v2

@ 1 h

2.45

Risk Reward

16.22 %

Total ROI

22

Total Trades

Zcash / TetherUS (ZECUSDT)

+ VWAP Trend Momentum v2

@ 4 h

2.25

Risk Reward

13.55 %

Total ROI

22

Total Trades

Stellantis NV (STLAP)

+ VWAP Trend Momentum v2

@ 4 h

2.03

Risk Reward

134.17 %

Total ROI

60

Total Trades

AST SpaceMobile, Inc. (ASTS)

+ VWAP Trend Momentum v2

@ 1 h

2.02

Risk Reward

10.86 %

Total ROI

19

Total Trades

Stellantis NV (STLAP)

+ VWAP Trend Momentum v2

@ 2 h

1.86

Risk Reward

115.70 %

Total ROI

85

Total Trades

Stellantis NV (STLAP)

+ VWAP Trend Momentum v2

@ 5 min

1.76

Risk Reward

17.85 %

Total ROI

64

Total Trades

Dogecoin / TetherUS (DOGEUSDT)

+ VWAP Trend Momentum v2

@ 1 h

1.73

Risk Reward

16.53 %

Total ROI

56

Total Trades

Oklo Inc. (OKLO)

+ VWAP Trend Momentum v2

@ 5 min

1.68

Risk Reward

26.13 %

Total ROI

56

Total Trades

SHIB / TetherUS (SHIBUSDT)

+ VWAP Trend Momentum v2

@ 4 h

1.67

Risk Reward

10.89 %

Total ROI

20

Total Trades

BITCOIN FUTURES (CONTINUOUS: CURRENT CONTRACT IN FRO...)

+ VWAP Trend Momentum v2

@ 5 min

1.60

Risk Reward

2.72 %

Total ROI

26

Total Trades

SUI / TetherUS (SUIUSDT)

+ VWAP Trend Momentum v2

@ 1 h

1.39

Risk Reward

8.29 %

Total ROI

35

Total Trades

Ethereum / TetherUS (ETHUSDT)

+ VWAP Trend Momentum v2

@ 1 h

1.37

Risk Reward

7.18 %

Total ROI

68

Total Trades
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Active Trades

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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
1.7
Avg profit factor
+28%
Avg net profit
+7%
Avg annualized return
9%
Avg max drawdown
0.13
Avg Sharpe ratio

On average, backtests of this strategy lagged a buy-and-hold baseline by 82% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto401.6+10%6%0.05
Stocks3501.8+44%11%0.16

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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