logo
Developers

VWAP Suite | Trend & Mean Reversion with Adaptive Filters

Script from: TradingViewIntraday

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.52

Risk Reward

20.03 %

Total ROI

186

SEI / TetherUS (SEIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.29

Risk Reward

11.23 %

Total ROI

195

BONK / TetherUS (BONKUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 2 h

1.22

Risk Reward

12.13 %

Total ROI

260

DOT / TetherUS (DOTUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.19

Risk Reward

13.13 %

Total ROI

393

SUI / TetherUS (SUIUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 4 h

1.18

Risk Reward

8.19 %

Total ROI

230

CAKE / TetherUS (CAKEUSDT)

+ VWAP Suite | Trend & Mean Reversion with Adaptive Filters

@ 1 h

1.17

Risk Reward

6.61 %

Total ROI

341

View all strategies in the app

Access filters, details, best timeframes, explore 100K+ backtests and more

Active Trades

Create your account to see on which symbols VWAP Suite | Trend & Mean Reversion with Adaptive Filters is currently trading on.

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
1.3
Avg profit factor
+12%
Avg net profit
+4%
Avg annualized return
7%
Avg max drawdown
0.09
Avg Sharpe ratio

On average, backtests of this strategy beat a buy-and-hold baseline by 65% over the same window.

Performance by asset class

MarketBacktestsAvg profit factorAvg net profitAvg max drawdownAvg Sharpe
Crypto421.3+12%—0.09
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.

Explore the best Trading & TradingView strategies

Stop trading blindly. Explore quality-gated backtests and improve your trading skills with data.

Start for free