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Price: 5400

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: -72.23%
Win Rate: 25%
Drawdown: -71.2%

Summary:

The strategy achieved an ROI of -72.23% over the backtesting period, with a win rate of 25% and a max drawdown of -71.2 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-07-23 BUY 22450
2015-08-18 SELL 18100
2015-09-14 BUY 19975
2015-10-12 SELL 19400
2015-10-21 BUY 20375
2015-12-18 SELL 21000
2015-12-23 BUY 22450
2016-02-02 SELL 18950
2016-03-16 BUY 20725
2016-04-15 SELL 20100
2016-08-01 BUY 17900
2016-09-16 SELL 17250
2016-12-13 BUY 16800
2017-01-16 SELL 14900
2017-02-09 BUY 15975
2017-03-17 SELL 15900
2017-03-22 BUY 16500
2017-05-15 SELL 17800
2017-05-18 BUY 18100
2017-07-17 SELL 17900
2017-08-09 BUY 19200
2017-09-26 SELL 19375
2017-10-26 BUY 20825
2017-12-06 SELL 18950
2017-12-28 BUY 21550
2018-02-12 SELL 20975
2018-08-21 BUY 15800
2018-10-04 SELL 15700
2018-11-06 BUY 17875
2018-12-31 SELL 18450
2019-01-28 BUY 19800
2019-03-01 SELL 19175
2019-03-21 BUY 20925
2019-05-09 SELL 19525
2019-06-06 BUY 21200
2019-08-15 SELL 21875
2019-10-30 BUY 20850
2019-12-04 SELL 20275
2020-06-02 BUY 13500
2020-07-10 SELL 11600
2020-10-20 BUY 12000
2021-01-11 SELL 14650
2021-01-19 BUY 15650
2021-02-22 SELL 13425
2021-08-23 BUY 11400
2021-09-29 SELL 10700
2021-10-21 BUY 11400
2021-12-10 SELL 12000
2022-08-04 BUY 9625
2022-09-14 SELL 9675
2022-09-16 BUY 9925
2022-10-24 SELL 9275
2022-11-03 BUY 10100
2022-12-13 SELL 10000
2023-01-12 BUY 10300
2023-03-27 SELL 9950
2023-07-11 BUY 10275
2023-09-20 SELL 10125
2024-06-11 BUY 7875
2024-08-05 SELL 7200
2024-10-11 BUY 7225
2024-11-22 SELL 7000
2024-12-12 BUY 7300
2025-01-24 SELL 6050
2025-04-15 BUY 5600