VWAP/Volume Profile Strategy on AMD

2025-03-13 to 2026-03-13 · Initial Capital: $10,000 · Shared 2026-03-15

This VWAP/Volume Profile Strategy was backtested on AMD from 2025-03-13 to 2026-03-13 with an initial capital of $10,000. It achieved a 25.0% compound annual growth rate (CAGR) with a Sharpe ratio of 4.91 and a maximum drawdown of 12.7%. The strategy executed 12 trades with a 66.7% win rate.

Performance Metrics

Total Return
19.2%
CAGR
25.0%
Sharpe Ratio
4.91
Max Drawdown
12.7%
Win Rate
66.7%
Total Trades
12
Profit Factor
1.65
Volatility
N/A%

Strategy Parameters

band_multiplier 2
reset_on_close True
use_anchored_vwap False
use_vwap_bands True
vwap_period day
signal_mode vwap_cross
filter_sideways True
sideways_threshold 0.5
volume_confirmation True
volume_factor 1.2
profile_lookback 20
use_volume_profile True
vpc_threshold 1.5
num_profile_bins 12
rsi_overbought 70
rsi_oversold 30
rsi_period 14
use_rsi_filter False

Test This Strategy Yourself

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Related
Configuration
Strategy VWAP/Volume Profile Strategy
Ticker AMD
Period 2025-03-13 to 2026-03-13
Capital $10,000
Interval 1d