VWAP Reclaim all day · SPY 5m backtest · Mar 29, 2023 – Oct 23, 2026
A backtest of VWAP Reclaim all day on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | VWAP Reclaim all day |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 23, 2026 |
| Trades | 2918 |
| Total return | -1.79% |
| Max drawdown | -11.24% |
| Profit factor | 0.99 |