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Price: 2780

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: 86.28%
Win Rate: 52%
Drawdown: -42.03%

Summary:

The strategy achieved an ROI of 86.28% over the backtesting period, with a win rate of 52% and a max drawdown of -42.03 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-13 BUY 1255
2015-12-02 SELL 1110
2016-02-23 BUY 1040
2016-05-23 SELL 1285
2016-06-08 BUY 1530
2016-09-09 SELL 2025
2016-10-07 BUY 2170
2016-12-07 SELL 2555
2017-03-27 BUY 2350
2017-05-16 SELL 2170
2017-06-20 BUY 2370
2017-09-08 SELL 2475
2017-11-01 BUY 2335
2017-12-11 SELL 2185
2017-12-19 BUY 2460
2018-03-09 SELL 2890
2018-04-06 BUY 3180
2018-07-11 SELL 4070
2018-07-19 BUY 4400
2018-09-06 SELL 3810
2018-09-28 BUY 4320
2018-11-12 SELL 4420
2019-01-18 BUY 4470
2019-02-20 SELL 4160
2019-09-11 BUY 2690
2019-10-14 SELL 2250
2019-11-08 BUY 2580
2020-02-04 SELL 2230
2020-06-04 BUY 2180
2020-07-16 SELL 2120
2020-11-20 BUY 2190
2021-02-01 SELL 2610
2021-03-23 BUY 2800
2021-04-20 SELL 2420
2021-07-22 BUY 2250
2021-09-08 SELL 2300
2021-09-15 BUY 2410
2021-11-15 SELL 2510
2022-01-11 BUY 2830
2022-06-23 SELL 4090
2022-07-27 BUY 4270
2022-10-03 SELL 4160
2023-02-24 BUY 3660
2023-05-11 SELL 3440
2023-06-19 BUY 3790
2023-07-24 SELL 2880
2024-01-11 BUY 2620
2024-05-14 SELL 2920
2024-07-18 BUY 2620
2024-11-05 SELL 2890
2025-04-16 BUY 2710