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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: 12.57%
Win Rate: 56%
Drawdown: -39.16%

Summary:

The strategy achieved an ROI of 12.57% over the backtesting period, with a win rate of 56% and a max drawdown of -39.16 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-06-26 BUY 2935
2015-08-07 SELL 2955
2015-10-26 BUY 2805
2016-03-07 SELL 3395
2016-03-17 BUY 3455
2016-08-25 SELL 4220
2016-10-03 BUY 4380
2016-11-03 SELL 4150
2017-03-14 BUY 4050
2017-06-23 SELL 4520
2017-06-26 BUY 4520
2017-09-22 SELL 4640
2017-12-28 BUY 4390
2018-01-31 SELL 3990
2018-03-09 BUY 4150
2018-04-02 SELL 3670
2018-07-05 BUY 3830
2018-08-16 SELL 3350
2018-10-01 BUY 3670
2018-12-14 SELL 3730
2019-01-15 BUY 3930
2019-02-21 SELL 3870
2019-04-03 BUY 3930
2019-05-08 SELL 3900
2019-06-10 BUY 4040
2019-08-13 SELL 4250
2019-08-19 BUY 4340
2019-09-26 SELL 4360
2020-04-30 BUY 3500
2020-06-12 SELL 3030
2020-11-13 BUY 2990
2021-02-15 SELL 3220
2021-03-01 BUY 3490
2021-04-16 SELL 3360
2021-05-31 BUY 3440
2021-07-09 SELL 3160
2021-08-04 BUY 3370
2021-11-22 SELL 3800
2021-11-30 BUY 3990
2022-05-19 SELL 4210
2022-07-26 BUY 4250
2022-09-26 SELL 4460
2023-03-10 BUY 4010
2023-05-29 SELL 4200
2023-11-28 BUY 3770
2024-03-26 SELL 3620
2024-06-28 BUY 3130
2024-08-13 SELL 2850
2024-08-30 BUY 3060
2024-10-21 SELL 3100
2025-04-23 BUY 2630