Alphabet Volume-Weighted Trend
TrendFollows price against a 120-period volume-weighted moving average.
Strategy
Backtest
GOOGL
Execution costs: 0.010% fee · 0.020% slippage
Total Return(2y 11mo)
+104.47%
Realized +104.19% / Unrealized +0.28%
Sharpe Ratio
1.09
Max Drawdown
16.17%
Win Rate
30.95%
Profit Factor
2.26
Condition Status
Entry1/1 met
price > VWMA357.21 vs 355.66
Exit0/1 met
price < VWMA357.21 vs 355.66
Recent Trades
| DIRECTION | ENTRY | EXIT | QTY | PNL | PNL % | FEES | ORDER | EXIT REASON | DURATION | BARS HELD | MAE % | MFE % | ENTRY REASON | OVERLAY |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
buy | $122.575 | $129.274 | 775.2571 | +$5174.41 | +5.45% | $19.52 | Market | compare | 23d 1h | 120 | 1.27% | 9.11% | Signal | 100% |
buy | $130.746 | $129.984 | 764.2320 | $-602.38 | -0.60% | $19.93 | Market | compare | 4h | 4 | 1.09% | 0.95% | Signal | 100% |
buy | $130.116 | $129.484 | 763.5928 | $-502.35 | -0.51% | $19.82 | Market | compare | 1h | 1 | 0.96% | 0.12% | Signal | 100% |
buy | $132.476 | $129.514 | 746.4416 | $-2230.81 | -2.26% | $19.56 | Market | compare | 1d 23h | 13 | 2.84% | 1.34% | Signal | 100% |
buy | $130.151 | $135.263 | 743.4636 | +$3780.79 | +3.91% | $19.73 | Market | compare | 25d 20h | 115 | 0.47% | 6.92% | Signal | 100% |
buy | $135.852 | $135.333 | 738.7512 | $-403.62 | -0.40% | $20.03 | Market | compare | 1h | 1 | 1.14% | 0.10% | Signal | 100% |
buy | $134.307 | $133.183 | 744.4900 | $-856.35 | -0.86% | $19.91 | Market | compare | 1h | 1 | 1.34% | 0.01% | Signal | 100% |
buy | $133.967 | $132.628 | 738.8985 | $-1008.58 | -1.02% | $19.70 | Market | compare | 1h | 1 | 1.44% | 0.22% | Signal | 100% |
buy | $134.607 | $135.303 | 729.5011 | +$488.06 | +0.50% | $19.69 | Market | compare | 16d | 84 | 0.86% | 4.91% | Signal | 100% |
buy | $136.667 | $135.993 | 722.0289 | $-506.72 | -0.51% | $19.69 | Market | compare | 1h | 1 | 0.59% | 0.23% | Signal | 100% |
Showing 1–10 of 85 trades
Past performance does not guarantee future results. Hypothetical.