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Price: 3420

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: -18.57%
Win Rate: 40.91%
Drawdown: -35.03%

Summary:

The strategy achieved an ROI of -18.57% over the backtesting period, with a win rate of 40.91% and a max drawdown of -35.03 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-09 BUY 6475
2015-12-04 SELL 6850
2016-03-07 BUY 6800
2016-05-10 SELL 6500
2016-06-24 BUY 6750
2016-08-30 SELL 6975
2016-10-05 BUY 6950
2016-11-14 SELL 6500
2017-02-06 BUY 6900
2017-03-14 SELL 6700
2017-03-21 BUY 7000
2017-05-12 SELL 6050
2017-07-14 BUY 6250
2017-09-21 SELL 6500
2017-10-04 BUY 6575
2017-11-24 SELL 6450
2018-09-26 BUY 4700
2018-10-29 SELL 4410
2019-01-10 BUY 3900
2019-05-16 SELL 4600
2020-01-02 BUY 3540
2020-02-10 SELL 3300
2020-05-05 BUY 3180
2020-07-13 SELL 2690
2020-11-19 BUY 2660
2021-02-10 SELL 3000
2021-03-24 BUY 3640
2021-05-06 SELL 3830
2021-05-19 BUY 4260
2021-06-24 SELL 3650
2021-08-06 BUY 3850
2021-10-01 SELL 3850
2021-11-19 BUY 4710
2021-12-21 SELL 4360
2022-02-17 BUY 4900
2022-07-11 SELL 6375
2022-11-02 BUY 5825
2022-12-21 SELL 5550
2023-02-02 BUY 5625
2023-03-31 SELL 5150
2023-06-06 BUY 5325
2023-08-23 SELL 5525
2023-10-12 BUY 5625
2024-01-11 SELL 5900
2024-07-10 BUY 4900
2024-08-14 SELL 4700