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Price: 1655

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: -33.92%
Win Rate: 45.83%
Drawdown: -56.58%

Summary:

The strategy achieved an ROI of -33.92% over the backtesting period, with a win rate of 45.83% and a max drawdown of -56.58 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-09 BUY 1845
2015-11-26 SELL 1625
2016-01-21 BUY 1850
2016-04-05 SELL 1935
2017-01-13 BUY 1475
2017-03-10 SELL 1480
2017-03-30 BUY 1645
2017-06-16 SELL 1570
2018-06-20 BUY 1290
2018-08-13 SELL 1275
2019-04-24 BUY 1090
2019-05-30 SELL 1025
2019-09-25 BUY 950
2019-10-29 SELL 860
2020-03-02 BUY 840
2020-05-05 SELL 900
2020-07-20 BUY 840
2020-09-01 SELL 850
2020-09-02 BUY 870
2020-10-07 SELL 800
2020-11-06 BUY 865
2020-12-14 SELL 870
2021-01-12 BUY 1230
2021-02-08 SELL 1060
2021-10-07 BUY 970
2021-12-22 SELL 965
2022-02-23 BUY 1075
2022-04-13 SELL 1135
2022-05-30 BUY 1240
2022-07-05 SELL 1180
2022-07-11 BUY 1290
2022-09-09 SELL 1320
2022-10-17 BUY 1440
2023-01-17 SELL 1595
2023-03-03 BUY 1705
2023-04-26 SELL 1720
2023-05-05 BUY 1775
2023-06-12 SELL 1350
2023-10-06 BUY 1290
2023-11-08 SELL 1155
2024-01-29 BUY 1190
2024-03-08 SELL 1080
2024-06-21 BUY 1080
2024-08-14 SELL 1035
2024-09-06 BUY 1130
2024-11-29 SELL 1265
2025-01-02 BUY 1210
2025-03-13 SELL 1645