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Blueprint Vol

Script from: TradingViewSwing

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ 4 h

3.46

Risk Reward

18.16 %

Total ROI

19

Premium users only

Premium users can access all backtests with a Risk/Reward Ratio > 3

@ 4 h

3.08

Risk Reward

16.67 %

Total ROI

22

Rocket Lab Corporation (RKLB)

+ Blueprint Vol

@ 4 h

2.64

Risk Reward

20.47 %

Total ROI

26

Constellation Energy Corporation (CEG)

+ Blueprint Vol

@ 4 h

2.19

Risk Reward

9.89 %

Total ROI

19

Gold (XAUUSD)

+ Blueprint Vol

@ 15 min

1.71

Risk Reward

17.05 %

Total ROI

44

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

+ Blueprint Vol

@ 2 h

1.68

Risk Reward

22.63 %

Total ROI

65

iPath Series B S&P 500 VIX Short-Term Futures ETN (VXX)

+ Blueprint Vol

@ 15 min

1.65

Risk Reward

43.57 %

Total ROI

98

Palantir Technologies Inc. (PLTR)

+ Blueprint Vol

@ 5 min

1.62

Risk Reward

28.67 %

Total ROI

72

Coinbase Global, Inc. (COIN)

+ Blueprint Vol

@ 5 min

1.57

Risk Reward

31.48 %

Total ROI

83

MNTUSDT SPOT (MNTUSDT)

+ Blueprint Vol

@ 15 min

1.56

Risk Reward

27.44 %

Total ROI

73

ONDO / TetherUS (ONDOUSDT)

+ Blueprint Vol

@ 2 h

1.48

Risk Reward

7.38 %

Total ROI

25

MicroStrategy Incorporated (MSTR)

+ Blueprint Vol

@ 5 min

1.41

Risk Reward

19.37 %

Total ROI

79

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Active Trades

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Blueprint Vol 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.

33
Backtests run
1.5
Avg profit factor
+17%
Avg net profit
+10%
Avg annualized return
9%
Avg max drawdown
0.19
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 4% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto471.3+16%8%0.16
Stocks3541.6+18%8%0.19
Forex671.7+17%0.40

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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