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VWAP Suite | Trend & Mean Reversion with Adaptive Filters

Script from: TradingViewIntraday

CoreWeave, Inc. (CRWV)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 5 min

1.65

Risk Reward

5.31 %

Total ROI

97

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.53

Risk Reward

18.99 %

Total ROI

177

Oklo Inc. (OKLO)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 5 min

1.33

Risk Reward

3.24 %

Total ROI

94

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.26

Risk Reward

9.84 %

Total ROI

187

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

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 15 min

1.21

Risk Reward

1.84 %

Total ROI

58

SUI / TetherUS (SUIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.20

Risk Reward

9.00 %

Total ROI

222

DOT / TetherUS (DOTUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.19

Risk Reward

13.27 %

Total ROI

389

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.19

Risk Reward

8.35 %

Total ROI

272

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.18

Risk Reward

8.90 %

Total ROI

244

CAKE / TetherUS (CAKEUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 1 h

1.15

Risk Reward

5.82 %

Total ROI

324

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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.

10
Backtests run
1.3
Avg profit factor
+8%
Avg net profit
+3%
Avg annualized return
5%
Avg max drawdown
0.10
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
Crypto431.2+11%0.08
Stocks3501.5+4%2%0.19

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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