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Price: 4390

Last update: Fri Apr 11 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: 91.45%
Win Rate: 50%
Drawdown: -46.91%

Summary:

The strategy achieved an ROI of 91.45% over the backtesting period, with a win rate of 50% and a max drawdown of -46.91 %. Dividend is not included in this calculation.

List of Trades
Date Action Price
2015-10-15 BUY 2513
2015-11-24 SELL 2575
2016-02-10 BUY 2663
2016-04-07 SELL 2638
2016-06-22 BUY 2460
2016-09-29 SELL 2800
2016-11-08 BUY 2863
2016-11-30 SELL 2588
2016-12-30 BUY 2763
2017-05-02 SELL 3213
2017-05-22 BUY 3413
2017-06-19 SELL 3275
2017-07-06 BUY 3388
2017-09-22 SELL 3738
2017-10-02 BUY 3738
2018-01-29 SELL 4750
2018-02-21 BUY 5088
2018-03-26 SELL 4575
2018-05-30 BUY 4325
2018-07-06 SELL 3475
2018-08-01 BUY 3913
2018-09-07 SELL 3675
2018-11-02 BUY 3888
2019-02-20 SELL 4413
2019-03-19 BUY 4675
2019-05-20 SELL 4213
2019-06-28 BUY 4600
2019-08-07 SELL 3938
2019-10-28 BUY 3888
2019-12-03 SELL 3775
2019-12-18 BUY 3913
2020-01-31 SELL 3600
2020-06-10 BUY 2260
2020-09-18 SELL 2370
2020-11-09 BUY 2550
2021-01-22 SELL 3138
2021-08-05 BUY 2600
2021-10-07 SELL 2988
2021-10-27 BUY 3538
2021-11-29 SELL 3475
2022-01-14 BUY 3550
2022-06-21 SELL 4225
2022-08-03 BUY 4063
2022-10-25 SELL 4713
2022-10-31 BUY 4700
2022-12-29 SELL 4613
2023-02-08 BUY 4738
2023-03-13 SELL 4500
2023-03-27 BUY 4750
2023-05-29 SELL 4525
2023-09-07 BUY 4750
2023-11-09 SELL 4860
2023-11-22 BUY 5075
2024-04-02 SELL 5475
2024-07-12 BUY 5025
2024-10-21 SELL 5625