Drift VWAP Pullback

Superseded by v3.6.2

The live version is now Drift VWAP Pullback v3.6.2: the same script and settings, except that London stops taking entries at 5:05 AM ET and is flat by 7:00 AM, with London re-tuned for that shorter window. It makes less than this version and draws down about a third less — see against the v3.6.1 defaults. The figures below are v3.6.1’s and are kept as the record.

Jump to: which configuration · what changed · results · 365-day chart · 103-day chart · against v3.4.1 · holdouts · updating from v3.4.1 · every setting · known limits

Which configuration to run

There is one today, the Default: the script’s own input defaults, so a fresh chart runs it with nothing to load. It trades two sessions on Micro Nasdaq — Asia (9:45 PM – 2:00 AM ET, flat by 3:25 AM) and London (3:00 – 10:00 AM ET, flat by 10:35 AM). New York ships off.

Two more configurations follow this release as Load Parameters tabs on this page: an Asia full session, and an Asia-only prop-safe configuration built for a higher win rate. They run on this same script; only the input values differ.

What changed since v3.4.1

v3.4.1 is the last version published on TradingView, so this release carries everything since: the v3.6.0 rebuild — the same panels as Tokyo Drift, points / ATR / percent on every distance, a MAE / MFE stop and a VWAP re-cross exit per session, all described in the v3.6.0 note — two fixes in v3.6.1, and a new set of defaults.

The new defaults

Sixty defaults moved, in five groups. No input was added, renamed or removed in v3.6.1 itself.

Targets and stops are a percent of price. A fixed number of points gets relatively wider or tighter as the index moves — 85 points was 0.35% of the Nasdaq a year ago and is 0.29% now.

Breakeven and trail are re-tuned per leg, in percent. Each leg was tuned on its own at 0.01% steps. Points in brackets are at an index level of about 29,500.

The Asia long “breakeven” deliberately moves the stop to below entry: once a long has shown it can move, the worst case is cut from the full 0.33% stop to 0.04%, rather than turning every small pullback into a scratch. London’s trails arm early and sit wide — they cut losers before the full stop more than they lock in winners.

Max Extension is on in both sessions — Asia 3.275 standard deviations, London 2.15. It skips entries when price is already stretched far from VWAP, and it did more for the older periods than any other single change tested.

Exit if IN PROFIT is on in both sessions — Asia takes a trade that is at least 0.20% ahead after 12 bars but has stopped progressing; London takes any profit after 8 bars. London’s many small wins from this exit are not leakage: switching it off costs about $650 a year and adds about $590 of drawdown, because those trades would otherwise have gone on to the stop.

Asia MACD slow length 14 → 18.

Two fixes in v3.6.1

• An entry decided on the last bar of a trading window fills on the next bar, outside the window, and was being labelled CLOSED — which put it on New York’s bracket and end-of-day clock and flattened it one bar later. It now belongs to the session whose bar decided it.
• The stop-exit label now says what moved the stop. Exit Breakeven when only the breakeven did, Exit Trail Stop only when the trail did — v3.6.0 called both Exit Trail Stop. Labels only; orders and webhooks are unchanged.

Results

Micro Nasdaq, 5-minute, 1 contract, a $50,000 account, $0.62 per contract per side and 1 tick of slippage. The rows are a TradingView trade-list export taken on 25 September 2026. The last 103 days (14 June 2026 onward) is the window the defaults were chosen on, so read it as the best case, not as what to expect.

Eleven of the last thirteen months were positive; the worst was December 2025 at −$944. Both equity curves, with a month-by-month table, are in the configuration tab below.

Drawdown here is measured trade to trade. TradingView’s own figure also counts the swing inside an open trade, so the chart reads $1,911 for the year. Its date-range readout for the last 103 days also includes the position still open on a live chart, which is why it shows +$11,064 at profit factor 4.94 for the same 200 trades.

If you open the script on TradingView today these will not match to the dollar, and they are not meant to. The export is a snapshot; your chart keeps trading past it, and your date range, broker costs and data feed are your own.

Against the v3.4.1 defaults

The same engine, the same data and the same costs, over the full test period of 1 January 2024 to 22 September 2026. These are Python engine figures — TradingView will not serve that much 5-minute history — run with the engine’s TradingView-style intrabar ordering (see Verification).

The trade-off, stated plainly: win rate falls about five points. The old breakevens turned many reversing trades into small scratches, which count as wins; the new ones let more trades run to target and cut the losers earlier instead. Profit, profit factor, drawdown and quarterly consistency all improve — win rate is the price.

Read the holdouts

The last 365 and 103 days are what the defaults were chosen on. These two windows are the periods before that:

Both are better than the defaults they replace, and neither is strong: the year before the export is a modest profit, and early 2024 still loses money. Most of this configuration’s return is recent. Size by the holdout figures, not by the last 103 days.

Verification

The results are a paired export: the TradingView trade list and the Save Parameters file it was generated under. Those parameters were checked input-for-input against the new Pine defaults — 405 of 405 identical — so the export is the published configuration. The script compiles on TradingView’s own compiler with no errors or warnings.

The Python engine reproduces that export at 94.5% entry-by-entry recall and 97.6% precision. On the trades both take, its profit matches TradingView’s to within a dollar in total, and its full-year net is within 0.9%. That agreement depends on one engine change made for this release: when a single 5-minute bar touches both the stop and the target, the engine now resolves it the way TradingView’s broker emulator does — from which extreme the bar opened nearer — instead of always assuming the stop was hit first. Across five independent chart exports that change brought every one of them closer to TradingView. The remaining gap is mostly the September contract roll, when TradingView’s continuous contract and the engine’s data sit about 300 points apart.

If you are on v3.4.1

TradingView keeps the values you saved. None of the new defaults reach your chart until you press Defaults in the settings dialog, or add the script fresh.

v3.6.0 also changed several labels — the unit moved out of the label and into a dropdown beside the value — and TradingView matches saved values by label. So when you update, your old target, stop, breakeven offset and trail values do not carry over; they reset to the defaults. If you have tuned any of these, use Save Parameters or write them down before updating. The full list is in the v3.6.0 note.

Known limits

• The defaults were chosen on the last 103 days and year. The holdout table is the honest statement of what to expect beyond them, and early 2024 still loses.
• The breakevens lean toward the current market. Earlier breakevens lift recent profit factor and cost the older periods; this configuration sits deliberately toward the recent end of that trade-off.
• The long-period comparison is engine-only. Verified at 94.5% entry-by-entry, but only the 365-day and 103-day rows are TradingView runs.
• The results chart was loaded, not fresh. The export came from a chart with these exact values loaded through Load Parameters; a fresh-chart export of the published defaults follows publishing.
• Micro Nasdaq only. Nothing here was run on a CFD such as US100. Percent brackets and breakevens would scale, but VWAP is volume-weighted and a CFD feed’s volume is not CME volume, so the entries would differ.