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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

1.41

Profit Factor

17.12 %

Total ROI

190

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.30

Profit Factor

12.29 %

Total ROI

205

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.22

Profit Factor

12.15 %

Total ROI

269

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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.

3
Backtests run
1.3
Avg profit factor
+14%
Avg net profit
+4%
Avg annualized return
6%
Avg max drawdown
0.15
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 93% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto391.3+14%—0.15
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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