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Price: 2600

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: -66.32%
Win Rate: 38.46%
Drawdown: -77.39%

Summary:

The strategy achieved an ROI of -66.32% over the backtesting period, with a win rate of 38.46% and a max drawdown of -77.39 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-09-11 BUY 10271
2015-11-18 SELL 11468
2015-11-20 BUY 11368
2015-12-30 SELL 11368
2016-07-12 BUY 9798
2016-09-19 SELL 10097
2017-02-09 BUY 9598
2017-03-23 SELL 9050
2017-05-22 BUY 9374
2017-09-18 SELL 9972
2017-10-13 BUY 10820
2017-11-21 SELL 9947
2017-12-28 BUY 10172
2018-02-20 SELL 11269
2018-08-01 BUY 8601
2018-10-23 SELL 9075
2018-11-06 BUY 9723
2019-01-08 SELL 11269
2019-01-17 BUY 12391
2019-03-01 SELL 12839
2019-03-19 BUY 13188
2019-05-06 SELL 11119
2019-07-01 BUY 12440
2019-10-01 SELL 11169
2019-10-28 BUY 12914
2019-12-03 SELL 11692
2020-01-22 BUY 12939
2020-02-25 SELL 11169
2020-05-14 BUY 8551
2020-08-03 SELL 9100
2020-08-25 BUY 10271
2020-10-02 SELL 9424
2020-11-10 BUY 10571
2021-02-01 SELL 11493
2021-03-19 BUY 11767
2021-04-19 SELL 10396
2021-08-23 BUY 9524
2021-09-27 SELL 8177
2021-10-29 BUY 9075
2021-12-10 SELL 7853
2022-05-30 BUY 7155
2022-07-26 SELL 6557
2022-08-09 BUY 6931
2022-09-15 SELL 6607
2022-10-05 BUY 7305
2022-12-09 SELL 6931
2023-02-10 BUY 7750
2023-03-20 SELL 6075
2023-06-23 BUY 6125
2023-09-06 SELL 6875
2024-02-15 BUY 6500
2024-03-18 SELL 5700
2024-10-15 BUY 4220
2024-11-20 SELL 3620