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VWAP Suite | Trend & Mean Reversion with Adaptive Filters

Script from: TradingViewIntraday

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.48

Risk Reward

18.93 %

Total ROI

187

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.27

Risk Reward

11.12 %

Total ROI

200

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.19

Risk Reward

10.58 %

Total ROI

263

DOT / TetherUS (DOTUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.18

Risk Reward

12.84 %

Total ROI

395

CAKE / TetherUS (CAKEUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 1 h

1.17

Risk Reward

6.69 %

Total ROI

346

SUI / TetherUS (SUIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.15

Risk Reward

7.18 %

Total ROI

232

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Active Trades

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VWAP Suite | Trend & Mean Reversion with Adaptive Filters 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.

6
Backtests run
1.2
Avg profit factor
+11%
Avg net profit
+3%
Avg annualized return
7%
Avg max drawdown
0.08
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 70% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto421.2+11%—0.08
Stocks354——2%—

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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