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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: -68.94%
Win Rate: 16.67%
Drawdown: -77.96%

Summary:

The strategy achieved an ROI of -68.94% over the backtesting period, with a win rate of 16.67% and a max drawdown of -77.96 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-06-29 BUY 3450
2015-09-17 SELL 3830
2016-03-08 BUY 4050
2016-04-01 SELL 3690
2016-05-19 BUY 4240
2016-06-30 SELL 3590
2017-08-25 BUY 4600
2017-10-02 SELL 3790
2018-01-03 BUY 3800
2018-02-08 SELL 3360
2019-01-18 BUY 3400
2019-05-02 SELL 3800
2019-06-17 BUY 4530
2019-07-11 SELL 2850
2019-11-04 BUY 3350
2020-01-07 SELL 3260
2020-02-26 BUY 3400
2020-03-26 SELL 2940
2020-07-02 BUY 2640
2020-09-09 SELL 2500
2020-09-24 BUY 2740
2020-11-09 SELL 2500
2022-05-30 BUY 2370
2022-07-12 SELL 2100
2022-08-10 BUY 2250
2022-09-06 SELL 2150
2022-09-13 BUY 2330
2022-10-19 SELL 2190
2022-12-09 BUY 2240
2023-01-02 SELL 2180
2023-04-03 BUY 2140
2023-06-20 SELL 2120
2023-07-20 BUY 2200
2023-11-02 SELL 2900
2024-05-28 BUY 2700
2024-06-21 SELL 2600