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Price: 1725

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: 57.37%
Win Rate: 40.91%
Drawdown: -29.9%

Summary:

The strategy achieved an ROI of 57.37% over the backtesting period, with a win rate of 40.91% and a max drawdown of -29.9 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-12 BUY 3130
2015-11-23 SELL 2970
2016-03-08 BUY 2680
2016-05-11 SELL 2390
2016-07-21 BUY 2890
2016-09-07 SELL 2800
2016-12-02 BUY 2710
2017-01-13 SELL 2760
2017-10-30 BUY 1865
2017-12-12 SELL 1690
2018-01-08 BUY 1840
2018-03-20 SELL 2250
2018-08-08 BUY 1870
2018-11-08 SELL 2090
2019-01-02 BUY 2210
2019-03-28 SELL 2350
2019-06-26 BUY 2140
2019-08-01 SELL 2000
2019-09-17 BUY 2180
2019-11-13 SELL 1995
2019-12-20 BUY 2190
2020-01-29 SELL 1795
2020-06-03 BUY 970
2020-09-28 SELL 970
2020-10-26 BUY 1105
2021-02-01 SELL 1455
2021-09-06 BUY 1095
2021-11-23 SELL 1545
2022-02-16 BUY 1450
2022-04-07 SELL 1390
2022-05-13 BUY 1495
2022-07-11 SELL 1585
2022-08-23 BUY 1795
2022-10-10 SELL 1825
2022-10-24 BUY 1920
2022-12-01 SELL 1900
2023-07-21 BUY 1380
2023-09-21 SELL 1375
2024-01-16 BUY 1165
2024-03-13 SELL 1165
2024-04-19 BUY 1350
2024-07-03 SELL 1600
2024-07-08 BUY 1625
2024-08-21 SELL 1615
2024-08-26 BUY 1680
2024-09-23 SELL 1490
2024-12-06 BUY 1625
2025-02-10 SELL 1595
2025-04-14 BUY 1640