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Price: 3520

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: -16.37%
Win Rate: 26.92%
Drawdown: -53.36%

Summary:

The strategy achieved an ROI of -16.37% over the backtesting period, with a win rate of 26.92% and a max drawdown of -53.36 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-12-28 BUY 6800
2016-04-06 SELL 6950
2016-05-03 BUY 7300
2016-08-16 SELL 10000
2017-01-06 BUY 9350
2017-02-09 SELL 9100
2017-03-29 BUY 9300
2017-05-17 SELL 9100
2017-06-01 BUY 9350
2017-07-07 SELL 9150
2017-07-20 BUY 9500
2017-08-21 SELL 9100
2018-06-28 BUY 6600
2018-07-31 SELL 6100
2018-12-18 BUY 6975
2019-01-15 SELL 4360
2019-04-30 BUY 4160
2019-05-30 SELL 3980
2019-11-01 BUY 3100
2019-12-10 SELL 2930
2020-04-29 BUY 2100
2020-09-01 SELL 3190
2020-10-09 BUY 3190
2021-01-29 SELL 2940
2021-03-03 BUY 3350
2021-04-12 SELL 3180
2021-04-19 BUY 3320
2021-06-03 SELL 3370
2021-06-16 BUY 3420
2021-07-19 SELL 3400
2021-09-03 BUY 3420
2021-10-08 SELL 3500
2021-10-12 BUY 3490
2022-02-07 SELL 3780
2022-02-22 BUY 3940
2022-04-27 SELL 3780
2022-07-12 BUY 4130
2022-10-11 SELL 5025
2022-10-31 BUY 5325
2022-12-05 SELL 4860
2023-02-07 BUY 4900
2023-03-20 SELL 4760
2023-04-27 BUY 4930
2023-06-14 SELL 4710
2023-07-17 BUY 4840
2023-08-30 SELL 4800
2024-04-29 BUY 4080
2024-06-24 SELL 3880
2024-07-12 BUY 4030
2024-08-15 SELL 3830
2024-12-17 BUY 3590
2025-02-03 SELL 3530
2025-04-23 BUY 3560