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Price: 2110

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: 4.09%
Win Rate: 42.11%
Drawdown: -21.03%

Summary:

The strategy achieved an ROI of 4.09% over the backtesting period, with a win rate of 42.11% and a max drawdown of -21.03 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-11-06 BUY 6000
2015-12-10 SELL 5300
2016-05-10 BUY 5600
2016-06-24 SELL 5700
2017-03-23 BUY 4560
2017-06-05 SELL 4790
2018-01-03 BUY 4650
2018-06-26 SELL 5550
2018-10-01 BUY 5800
2018-10-30 SELL 5200
2018-12-25 BUY 5500
2019-04-24 SELL 7050
2019-05-31 BUY 7175
2019-07-25 SELL 7300
2020-06-11 BUY 5000
2020-07-24 SELL 4810
2020-11-16 BUY 4190
2021-01-13 SELL 4180
2021-03-19 BUY 3910
2021-04-27 SELL 3780
2021-05-06 BUY 3890
2021-07-05 SELL 3800
2021-08-24 BUY 3860
2021-09-28 SELL 3710
2021-10-08 BUY 3810
2021-11-23 SELL 3870
2022-03-01 BUY 3770
2022-05-23 SELL 3830
2022-05-27 BUY 3920
2022-07-13 SELL 3880
2022-11-04 BUY 3890
2022-12-08 SELL 3820
2023-02-16 BUY 3840
2023-05-09 SELL 3900
2023-05-19 BUY 4040
2023-06-21 SELL 3780
2023-07-20 BUY 3890
2023-08-24 SELL 3700