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Price: 1880

Last update: Fri Apr 25 2025

Algo Trading

Algorithmic Trading Strategy

This strategy utilizes multiple technical indicators to identify potential trade opportunities:

  • Buy Conditions: Based on trend direction, momentum strength, and volatility levels.
  • Sell Conditions: Triggered by sustained trend reversals.

Play around and adjust your parameters below to get maximum profit!

Algo Trading
Backtesting Result

Return on Investment: -22.78%
Win Rate: 45.45%
Drawdown: -72.41%

Summary:

The strategy achieved an ROI of -22.78% over the backtesting period, with a win rate of 45.45% and a max drawdown of -72.41 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-20 BUY 670
2015-11-23 SELL 570
2016-02-09 BUY 590
2016-04-15 SELL 695
2016-04-21 BUY 750
2016-05-30 SELL 695
2016-06-10 BUY 890
2016-11-29 SELL 1630
2017-04-03 BUY 1805
2017-05-17 SELL 1410
2017-06-14 BUY 1660
2017-09-25 SELL 1755
2017-12-21 BUY 1870
2018-03-08 SELL 2190
2018-04-23 BUY 2260
2018-05-16 SELL 1800
2018-06-05 BUY 2030
2018-07-12 SELL 1870
2018-07-30 BUY 2090
2018-09-04 SELL 1805
2019-01-10 BUY 1405
2019-02-20 SELL 1345
2019-03-11 BUY 1450
2019-04-17 SELL 1305
2019-06-28 BUY 1360
2019-08-06 SELL 1085
2019-09-05 BUY 1260
2019-10-18 SELL 1310
2019-11-08 BUY 1415
2020-01-15 SELL 1475
2020-05-29 BUY 1100
2020-07-09 SELL 1095
2020-07-14 BUY 1155
2020-08-26 SELL 1110
2020-09-02 BUY 1215
2020-10-12 SELL 1110
2020-11-24 BUY 1300
2021-01-22 SELL 1350
2021-03-19 BUY 1300
2021-04-26 SELL 1210
2021-05-04 BUY 1250
2021-06-09 SELL 1215
2021-06-15 BUY 1310
2021-07-21 SELL 1240
2021-07-30 BUY 1335
2021-09-09 SELL 1365
2021-09-23 BUY 1415
2021-11-15 SELL 1610
2021-12-03 BUY 1815
2022-02-11 SELL 2170
2022-03-10 BUY 2980
2022-05-25 SELL 3100
2022-06-06 BUY 3460
2022-07-08 SELL 2830
2022-07-26 BUY 3160
2022-11-02 SELL 3740
2022-12-19 BUY 3970
2023-01-18 SELL 3170
2023-04-11 BUY 3050
2023-05-25 SELL 2120
2023-07-06 BUY 2450
2023-10-19 SELL 2820
2024-03-04 BUY 2540
2024-06-26 SELL 2750
2024-07-10 BUY 2900
2024-11-08 SELL 3830