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Price: 6600

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: -11.39%
Win Rate: 14.29%
Drawdown: -30.55%

Summary:

The strategy achieved an ROI of -11.39% over the backtesting period, with a win rate of 14.29% and a max drawdown of -30.55 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2019-09-06 BUY 6138
2019-10-22 SELL 5875
2019-12-09 BUY 6050
2020-01-31 SELL 5800
2020-02-25 BUY 6125
2020-03-19 SELL 5500
2020-06-17 BUY 5600
2020-08-06 SELL 5450
2020-12-17 BUY 5200
2021-01-18 SELL 4960
2021-04-22 BUY 4690
2021-08-05 SELL 5800
2021-12-27 BUY 6175
2022-01-28 SELL 6100
2022-02-10 BUY 6200
2022-03-25 SELL 5500
2022-04-26 BUY 5900
2022-07-13 SELL 5800
2022-08-01 BUY 6300
2022-09-01 SELL 6075
2022-10-24 BUY 6200
2022-11-28 SELL 6100
2022-12-01 BUY 6100
2022-12-26 SELL 5525
2024-05-22 BUY 6050
2024-06-13 SELL 6000
2024-08-30 BUY 5800
2024-10-29 SELL 7400