VWAP Reclaim skip first 15 min · SPY 5m backtest · Mar 29, 2023 – Oct 23, 2026
A backtest of VWAP Reclaim skip first 15 min on SPY, shared from TraderPier. Open it for the return curve, the drawdown and the trades.
| Strategy | VWAP Reclaim skip first 15 min |
|---|---|
| Symbol | SPY |
| Period | Mar 29, 2023 – Oct 23, 2026 |
| Trades | 2758 |
| Total return | -3.03% |
| Max drawdown | -10.50% |
| Profit factor | 0.98 |