VWAP Squeeze Reclaim (LONG ONLY) strategy: backtest results after fees, and how the rule works

VWAP Squeeze Reclaim (LONG ONLY) at a glance

Kind of rule	Trading activity (volume-based)
Buys or sells	It only buys. It does not bet on falling prices.
Built on	ADX / DMI, MACD, RSI, SMA, Standard deviation, Supertrend, VWAP, bars since
Where it was published	TradingView, by its author, as a Pine Script strategy
Tested on	28 cells: 7 coins on 5 chart speeds (15m, 30m, 1h, 4h, 1D), October 2021 to June 2026
Fee in the test	0.12 percent per side, buys only
Middle result after fees, every cell	−0.1%
Cells above zero	5 of 28
Cells that cleared the quality check	0 of 28
Middle drawdown, every cell	0.1%
Page updated	2026-11-08

VWAP Squeeze Reclaim (LONG ONLY) backtest results, every cell

Every cell is in the picture, not only the strongest. To the right of the black line is above zero. The orange line, when you see one, is the middle.

Each dot is one cell, lined up by chart speed. Dots to the right of the black line finished above zero. The orange line is the middle.

Each bar is a group of cells with a similar result. The number on a bar is how many cells landed there. Bars to the right of the black line finished above zero.

How VWAP Squeeze Reclaim (LONG ONLY) works

Rules in this group usually work like this. It acts when a lot of the coin is changing hands, or when price is on one side of the average price paid (often called VWAP). The idea is that a move with heavy trading behind it is more likely to continue. Crypto volume differs by exchange, so the filter inherits that. The next paragraph is this particular rule, which can be narrower than the group.

It only buys. It does not bet on falling prices. It acts only when several checks agree at once. It leans on DMI, MACD, RSI, SMA; those names are explained on their own pages, further down. The exact line is in the list below, in the author's names, and you can skip that list. It gets out when another set of checks agrees. That line is in the list below too.

The author did not set a size, so each trade uses whatever amount the code assumes. It holds one trade at a time.

The exact condition, from the code

Same rule, translated from the code, in the author's names. You can skip this list if the paragraph above was enough.

Enters long when the Supertrend direction is below 0 and the close is above VWAP and the MACD line is above the MACD signal and not ((hour is above 15 or hour equals 15 and minute is at or above 0)) and the MACD line is above 0 and the 14-period RSI of the close is below 60 and +DI is above −DI and the Supertrend direction is below 0 and no position is open.
Closes the position when (the close crosses below VWAP or the close is below VWAP or the MACD line is below the MACD signal or the Supertrend direction is above 0) and a long position is open.

Buys or sells	It only buys. It does not bet on falling prices.
Tools it calculates	ADX / DMI, MACD, RSI, SMA, Standard deviation, Supertrend, VWAP, bars since
A second chart speed	No. It uses one chart speed only.
Only at certain hours	No.
Adding to a trade	It holds one trade at a time.
How much it trades	The author did not set a size, so each trade uses whatever amount the code assumes.
Cost the author assumed	The author assumed no trading cost.

Default settings

The test used the defaults in the middle column. Nothing was turned to help a coin.

Setting	Default	Group
BB Length	20
BB Multiplier	2
RSI Length	14

How the backtest was run

Every strategy was tried the same way, on the settings the author published.

The years are October 2021 to June 2026. The prices are from Bybit, for 13 widely traded coins, mostly on hourly, 4-hour and daily charts, with some faster charts. That was 47,242 tries. The window stored in the files is 2021-09..2026-06.

599 rules produced a finished try. A rule that finished above zero on at least 12 cells, before any fee, was tried again with a fee of 0.12 percent per side. Only buys are counted in that second try. 273 rules got it.

The method, the aggregate results and a downloadable table are on the study page. What the desk does with the results beyond these pages is its own.

This is the second pass. A fee of 0.12 percent per side is taken on the buy and again on the sell. Only buys are counted. If the rule also bets on falling prices, those trades are not in these numbers.

After fees, 5 of 28 cells finished above zero (17.9%). The median of every cell was −0.1%.

0 of the cells cleared a quality check: at least 50 trades, gains that are not one lucky trade, and a drawdown that is real without taking the whole account.

Finished above zero by chart speed: 15-minute chart, 15m 0 of 4; daily chart, 1D 4 of 7; hourly chart, 1h 0 of 5; 30-minute chart, 30m 0 of 6; 4-hour chart, 4h 1 of 6.

Before fees, it sat 19th on a list sorted by average Sharpe. That list charges no fee.

Cells tried after the fee	28
Finished above zero	5 (17.9%)
Middle result, the median of every cell	−0.1%
Middle drawdown, every cell	0.1%
Cells that cleared the quality check	0
Middle result, over the cells above zero	+0.0%
Extra, Calmar on the rows above zero. Result divided by the deepest fall	0.00
Extra, Sharpe on the rows above zero. Result divided by how bumpy the path was	0.30
Middle drawdown, the rows above zero	0.1%
Deepest fall, the rows above zero	1.0%
Middle number of trades, the rows above zero	31

Label: backtest · old prices, buys only, a fee of 0.12 percent per side, every cell · Oct 2021 – Jun 2026. Hypothetical results; see the risk disclosure.

How to read the result

How to read the number

The median of every cell is the result of the rule. The author's settings were not changed to help any coin. The weakest and the strongest cells are not a result on their own.

What the number leaves out

0 of 28 cells cleared a quality check: at least 50 trades, a profit factor that is not one lucky trade, and a drawdown that is real without taking the whole account. Profit factor means the gains divided by the losses. Clearing the check describes this sample. It says nothing about the next set of years.

The count above is also split by chart speed. A speed that finished higher, in these years, is one slice of the same rule. It is not a separate strategy.

A place on the no-fee list is not the result after fees. The middle number above is the one after fees.

What this does not show

The useful question is which exchange the volume came from. The amount traded is not the same number everywhere.

Nothing on this page was fit to the cell that finished highest. One coin, one chart speed, or one strong stretch is a single row. It is not the rule. Other years, another exchange, or another fee would be a different measurement.

Questions about VWAP Squeeze Reclaim (LONG ONLY)

What is VWAP Squeeze Reclaim (LONG ONLY)?

VWAP Squeeze Reclaim (LONG ONLY) is a volume-based trading strategy published on TradingView as a Pine Script. In plain terms it is a rule of the kind this site calls trading activity. It only buys. It does not bet on falling prices. It is built on ADX / DMI, MACD, RSI, SMA, Standard deviation, Supertrend, VWAP, bars since. This page reads the rules from the code and reports what they did on old crypto prices.

How does VWAP Squeeze Reclaim (LONG ONLY) work?

Is VWAP Squeeze Reclaim (LONG ONLY) profitable in a backtest?

In this backtest, more cells lost than gained. After a fee of 0.12 percent per side, 5 of 28 cells finished above zero and the median of every cell was −0.1%. A backtest is a replay on old prices, so it describes these coins and these years, not a future result.

What was the drawdown of VWAP Squeeze Reclaim (LONG ONLY)?

The median drawdown across every cell was 0.1%, and the deepest fall in any cell was 25.5%. Drawdown is the deepest fall from a high point along the way, as a percent of the account at that high.

Which timeframe suited VWAP Squeeze Reclaim (LONG ONLY)?

Counted by cells above zero: 15-minute (15m) 0 of 4; 30-minute (30m) 0 of 6; hourly (1h) 0 of 5; 4-hour (4h) 1 of 6; daily (1D) 4 of 7. The daily chart had the largest share above zero in these years. A chart speed that did better here is one slice of the same rule, not a separate strategy.

Where can I find the VWAP Squeeze Reclaim (LONG ONLY) script?

It is published on TradingView by its author. Search TradingView for the title to find the original script. This page is an independent reading and is not affiliated with the author.

What does backtest mean on this page?

Backtest means the rule was replayed on old prices from Bybit. No real money moved. Every number on this page carries that label, and old prices do not promise anything about new ones.

Words used on this page

Backtest: The rule was tried on old prices. No real money moved.
Cell: One coin on one chart speed. Bitcoin every 4 hours is one cell. Bitcoin once a day is another.
Chart speed: How often a new price bar is drawn. 15m means every 15 minutes, 1h means hourly, 4h means every 4 hours, 1D means once a day.
Fee, per side: A cost taken each time the rule trades. Per side means once on the way in and once on the way out.
Median: Line the cells up from the biggest loss to the biggest gain. The median is the middle one. Half the cells did better and half did worse.
Drawdown: The deepest fall from a high point along the way, as a percent of the account at that high.
Above zero: The account finished with more than it started.

The indicators VWAP Squeeze Reclaim (LONG ONLY) uses

Each has its own page: what it measures, how it is read, where it misleads.

"VWAP Squeeze Reclaim (LONG ONLY)" was published on TradingView by its author, under the author's own license. This page is an independent reading of those rules and of what they did on these old prices. It is not written with the author, and it is not a recommendation. Not every detail survives the translation onto this page, so read the original before you rely on it.

VWAP Squeeze Reclaim (LONG ONLY)