ORB + VWAP Strategy Backtester

Data source

Instrument

Period

Timeframe

① INDEX FILE (OHLC + VWAP)

② FUTURES FILE (Volume only)

Date suffix:

⚠ Browser cannot read files by path — navigate to your historical_data\ folder in the picker.

Strategy settings

Market / Instrument

ORB Start

ORB End

Entry window end

Force exit

Filters

Min ORB range (pts)

Max gap % (skip if gap > this)

Volume filter (breakout candle > prev)

VWAP filter (long above / short below)

VWAP cross exit (optional)

Risk & targets

Risk per trade (%)

Starting capital (₹)

Target mode

Target (RR or %)

SL option %

Backtest period

From date

To date

Max trades per day

📊

No backtest run yet

Upload your 3-min OHLCV CSV file, configure the strategy settings, then click Run Backtest.

Net P&L

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Win Rate

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Profit Factor

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Max Drawdown

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Total Trades

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Win / Loss

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Avg Win

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Avg Loss

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Best Trade

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Worst Trade

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Equity Curve

Drawdown (%)

Monthly P&L

Win / Loss distribution

Trade exit reasons

Performance metrics

Filter statistics

Trade log

#	Date	Dir	Entry time	Entry ₹	SL ₹	Target ₹	Exit time	Exit ₹	Exit reason	ORB range	VWAP	P&L ₹	P&L %	Result