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Price: 2510

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: -38.76%
Win Rate: 32.14%
Drawdown: -56.55%

Summary:

The strategy achieved an ROI of -38.76% over the backtesting period, with a win rate of 32.14% and a max drawdown of -56.55 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-07-29 BUY 2603
2015-11-05 SELL 2630
2016-03-08 BUY 2320
2016-08-02 SELL 2750
2016-09-07 BUY 2890
2016-10-13 SELL 2750
2017-03-08 BUY 2560
2017-04-27 SELL 2510
2017-08-07 BUY 2260
2017-09-22 SELL 2240
2018-01-23 BUY 1900
2018-04-12 SELL 2070
2018-07-11 BUY 1980
2018-08-23 SELL 1915
2018-11-30 BUY 1590
2019-02-05 SELL 1530
2019-02-20 BUY 1870
2019-06-06 SELL 1840
2019-07-25 BUY 2060
2019-10-31 SELL 2600
2020-01-02 BUY 2740
2020-01-28 SELL 2570
2020-05-13 BUY 2200
2020-07-10 SELL 2370
2020-08-06 BUY 2450
2020-09-15 SELL 2270
2020-10-02 BUY 2550
2020-11-24 SELL 2500
2020-12-03 BUY 2800
2021-01-20 SELL 2620
2021-02-03 BUY 3150
2021-03-17 SELL 2890
2021-06-30 BUY 2800
2021-08-05 SELL 2460
2021-11-22 BUY 2370
2022-01-10 SELL 2210
2022-02-02 BUY 2450
2022-03-11 SELL 2200
2022-04-06 BUY 2330
2022-06-29 SELL 2680
2022-09-20 BUY 2750
2022-11-24 SELL 2730
2022-12-12 BUY 3050
2023-01-20 SELL 3130
2023-07-20 BUY 2880
2023-08-30 SELL 2960
2023-10-27 BUY 2900
2023-11-21 SELL 2720
2023-12-29 BUY 2850
2024-01-17 SELL 2540
2024-04-05 BUY 2820
2024-06-26 SELL 3030
2024-09-26 BUY 3270
2024-11-04 SELL 2750
2025-03-06 BUY 2570
2025-03-24 SELL 2140