Fractiz
Preset
Looser Stop Short Fade
Same 0.60% entry threshold but a 1.00% stop, giving the fade more room to work. NQ-favorable trade-off; RTY drops slightly below break-even.
Family: VWAP Mean Reversion
Parameters
- Entry distance from VWAP (%)
- 0.6
- Stop distance from entry (%)
- 1
- Maximum bars in trade
- 30
- Direction
- Short only
- Contracts per trade
- 1
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →