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Price: 3560

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: -39.83%
Win Rate: 28%
Drawdown: -48.5%

Summary:

The strategy achieved an ROI of -39.83% over the backtesting period, with a win rate of 28% and a max drawdown of -48.5 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-30 BUY 4700
2015-12-15 SELL 4000
2016-05-13 BUY 3600
2016-06-20 SELL 3240
2016-07-21 BUY 3610
2016-09-22 SELL 4250
2016-10-21 BUY 4470
2016-12-27 SELL 4400
2017-04-07 BUY 4390
2017-05-15 SELL 4000
2017-09-26 BUY 4150
2017-10-25 SELL 3900
2018-01-23 BUY 3700
2018-03-01 SELL 3570
2018-04-04 BUY 4100
2018-05-07 SELL 3900
2018-06-06 BUY 4000
2018-08-20 SELL 3900
2018-09-04 BUY 4300
2018-10-04 SELL 3900
2019-04-30 BUY 4120
2019-05-24 SELL 4110
2019-12-18 BUY 4010
2020-02-14 SELL 3610
2020-07-01 BUY 3130
2020-09-11 SELL 2910
2020-11-02 BUY 3000
2021-02-02 SELL 3700
2021-02-26 BUY 3900
2021-06-15 SELL 4570
2021-09-16 BUY 4250
2021-12-09 SELL 4490
2022-01-21 BUY 4660
2022-05-13 SELL 4870
2022-05-20 BUY 5000
2022-07-04 SELL 4390
2022-08-11 BUY 4870
2022-09-14 SELL 4710
2022-11-10 BUY 5375
2022-12-15 SELL 5050
2023-02-01 BUY 5200
2023-04-04 SELL 5500
2023-04-12 BUY 5500
2023-05-23 SELL 4780
2024-04-05 BUY 3920
2024-05-17 SELL 3650
2024-08-21 BUY 3510
2024-10-17 SELL 3930
2024-10-25 BUY 4010
2024-12-11 SELL 3840