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Price: 4860

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: 87.77%
Win Rate: 61.9%
Drawdown: -24.87%

Summary:

The strategy achieved an ROI of 87.77% over the backtesting period, with a win rate of 61.9% and a max drawdown of -24.87 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2016-02-01 BUY 6350
2016-04-22 SELL 7350
2016-06-22 BUY 6975
2016-10-26 SELL 8200
2017-03-02 BUY 8475
2017-06-06 SELL 8875
2017-10-12 BUY 8200
2017-12-15 SELL 8300
2018-01-23 BUY 8525
2018-03-02 SELL 8150
2018-07-27 BUY 6975
2018-09-21 SELL 7250
2018-11-13 BUY 8000
2018-12-28 SELL 8225
2019-04-05 BUY 7650
2019-05-21 SELL 7000
2019-06-10 BUY 7675
2019-07-16 SELL 7450
2019-10-28 BUY 6900
2019-12-02 SELL 6650
2019-12-17 BUY 6950
2020-02-17 SELL 6100
2020-05-26 BUY 4330
2020-09-16 SELL 4780
2020-10-21 BUY 5250
2020-12-18 SELL 6200
2020-12-21 BUY 6150
2021-02-19 SELL 5775
2021-08-18 BUY 5225
2021-11-15 SELL 6125
2021-11-23 BUY 6250
2021-12-20 SELL 5675
2022-02-25 BUY 5800
2022-06-30 SELL 6625
2022-08-04 BUY 6600
2022-10-11 SELL 6525
2023-01-31 BUY 6000
2023-03-03 SELL 6050
2023-04-12 BUY 6250
2023-07-14 SELL 6750
2024-08-14 BUY 4890
2024-10-28 SELL 5250
2025-03-07 BUY 4930