Fractiz
Preset
Standard 5m Short Fade
Short 0.60%+ extensions above session VWAP, exit at VWAP or on a tight 0.40% stop. Tight stop kills bad trades early; works consistently across the four equity-index futures.
Family: VWAP Mean Reversion
Parameters
- Entry distance from VWAP (%)
- 0.6
- Stop distance from entry (%)
- 0.4
- 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 →