Brad Cromer and David Herzog
Kairos VWAP Strategy
Kairos VWAP Strategy
Backtest Performance
May 01, 2025, 02:40 — May 01, 2026, 15:55
Net Profit
$95485
Total Trades
628
Win Rate
28.2%
Profit Factor
1.31
Max Drawdown
$16600
Sharpe Ratio
-0.98
Equity Curve
Trades/Week
12.0
Avg Win
$2301.27
Avg Loss
$705.52
Sortino
-0.71