MarketInOut Stock Screener Please enable JavaScript to view this page content properly Log In | Sign Up
 
Backtest Builder
My Backtests
Popular Strategies
Backtest Log
Optimization
Strategy Name Ichimoku Kinko Hyo
  Create a Copy 
The Ichimoku indicator was published in 1969 by a reporter, Ichimoku Kinko Hyo, in Japan. This indicator comprises five lines: the Tenkan-sen, Kijun-sen, Senkou span A, Senkou span B, and Chikou span. The green and red areas between the Senkou Span A and Senkou Span B are called Kumo or Cloud. A buy signal is generated when the price crosses from below to above the Ichimoku Cloud and the Tenkan-sen is above the Kijun-sen. When the price or the Tenkan-sen line crosses below the Kijun-sen line or the price crosses below the upper Cloud's edge, we want to take profits and exit our trade. In this backtest, we used the components of the Russell 1000 index as a stock universe. The "ichi_pcac" term in the formula for opening a position means "price crossed above cloud".
Type of Positions Long
 Position Opening 
Criteria for Opening a Position: index(russell1000) and (ichimoku(9,26,52) ichi_pcac) and tenkan(9,26,52) > kijun(9,26,52)
Order Execution Model: Close Prices
 Position Closing 
Criteria for Closing a Position: tenkan(9,26,52) < kijun(9,26,52) or ichimoku(9,26,52) ichi_pic or price < tenkan(9,26,52)
Order Execution Model: Close Prices
 Backtest Parameters 
Initial Capital: $10,000
Capital at Risk: 30% per trade
Portfolio Max Size: 20 positions
Comm. per Trade: 0.05%  
Avg Bid-Ask Spread: 0.1%  
Period: 1/1/2024 - 12/31/2024
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-534   Total Trades: 137  
Capital Growth:-5.34%   Profit Trades, % of Total:32%  
Profit Factor: [?] 0.91  Avg Trade Duration, days:5.19  
Payoff Ratio: [?] 1.91   Avg Profit per Trade:-0.1%  
Max Drawdown:13%   Avg Profit per Day:-0.019%  
Max Drawdown, $: 1,338   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.40   Overall Viability Score: [?]
3 / 10
 
Avg Annual Return: -5.34%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2024 27.68 -5.34 -3.98 -0.28 5.86 -2.61 -2.38 0.38 1.16 3.25 -1.91 -8.16 7.52 -3.26
        
Performed Trades: Top 100
All
 
 Symbol Entry Date
Entry
Price, $
Exit Date
Exit
Price, $
Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
 MI [?]
 GLW 12/12/2024 48.61 12/12/2024 48.61 58 -5.64  Period End  Minor 
 MTG 12/12/2024 24.86 12/12/2024 24.86 113 -5.62  Period End  Minor 
 ACN 12/10/2024 362.90 12/12/2024 360.18 7 -24.09  Close Signal  Minor 
 BA 12/10/2024 164.10 12/12/2024 167.75 17 56.38  Period End  Minor 
 ALGN 12/09/2024 237.57 12/12/2024 235.72 12 -27.87  Close Signal  Minor 
 CUZ 12/09/2024 30.99 12/10/2024 30.12 92 -85.62  Close Signal  Minor 
 NLY 12/05/2024 19.60 12/10/2024 19.81 146 24.89  Close Signal  Minor 
 MMM 12/05/2024 133.33 12/09/2024 131.49 21 -44.18  Close Signal  Minor 
 A 12/04/2024 140.20 12/05/2024 137.87 20 -52.14  Close Signal  Minor 
 FLO 12/02/2024 22.84 12/05/2024 22.26 124 -77.48  Close Signal  Minor 
 IBM 11/29/2024 227.41 12/09/2024 230.00 12 25.58  Close Signal  Minor 
 COP 11/29/2024 108.34 12/02/2024 106.14 26 -62.75  Close Signal  Minor 
 CMS 11/26/2024 70.45 11/29/2024 69.71 39 -34.31  Close Signal  Minor 
 CHD 11/07/2024 103.64 11/29/2024 110.13 26 163.10  Close Signal  Minor 
 AIZ 11/06/2024 205.63 12/04/2024 223.58 13 227.65  Close Signal  Minor 
 AVB 11/05/2024 226.38 11/06/2024 224.93 12 -22.81  Close Signal  Minor 
 HIW 11/04/2024 32.52 11/05/2024 32.74 83 12.83  Close Signal  Minor 
 ABT 11/01/2024 118.60 11/07/2024 115.30 23 -81.24  Close Signal  Minor 
 IDA 10/31/2024 102.65 11/26/2024 117.89 26 390.31  Close Signal  Minor 
 ADC 10/30/2024 74.54 10/31/2024 74.01 37 -25.10  Close Signal  Minor 
 DVA 10/29/2024 158.31 10/30/2024 141.22 18 -312.86  Close Signal  Minor 
 LH 10/24/2024 229.38 11/04/2024 226.49 12 -40.13  Close Signal  Minor 
 EEFT 10/24/2024 102.26 10/29/2024 98.46 28 -111.97  Close Signal  Minor 
 ARE 10/23/2024 119.90 10/24/2024 116.35 24 -90.83  Close Signal  Minor 
 CBSH 10/23/2024 58.50 10/24/2024 58.15 49 -22.86  Close Signal  Minor 
 RBA 10/21/2024 86.03 11/01/2024 84.85 34 -45.91  Close Signal  Minor 
 CLF 10/17/2024 13.66 10/23/2024 13.00 208 -142.76  Close Signal  Minor 
 DLB 10/16/2024 73.72 10/17/2024 73.76 38 -4.08  Close Signal  Minor 
 JAZZ 10/15/2024 117.28 10/23/2024 111.13 24 -153.01  Close Signal  Minor 
 EIX 10/15/2024 85.07 10/16/2024 85.96 33 23.71  Close Signal  Minor 
 ALB 10/03/2024 94.31 10/15/2024 95.74 29 35.94  Close Signal  Minor 
 EOG 10/01/2024 126.05 10/15/2024 126.37 22 1.48  Close Signal  Minor 
 FTI 10/01/2024 27.52 10/03/2024 26.95 103 -64.29  Close Signal  Minor 
 BAC 09/30/2024 39.46 10/01/2024 39.00 72 -38.75  Close Signal  Minor 
 ALB 09/26/2024 95.17 09/30/2024 94.71 30 -19.49  Close Signal  Minor 
 SLM 09/25/2024 21.74 10/01/2024 21.86 131 10.00  Close Signal  Minor 
 SJM 09/25/2024 117.09 09/26/2024 118.70 24 32.96  Close Signal  Minor 
 AGO 09/13/2024 79.91 09/25/2024 79.16 35 -31.80  Close Signal  Minor 
 CCL 09/12/2024 16.92 09/25/2024 18.04 165 178.94  Close Signal  Minor 
 CAT 09/12/2024 338.36 09/13/2024 344.07 8 40.20  Close Signal  Minor 
 AAPL 09/11/2024 222.42 09/12/2024 222.53 12 -4.02  Close Signal  Minor 
 ADI 09/11/2024 224.12 09/12/2024 220.60 12 -47.56  Close Signal  Minor 
 AYI 09/10/2024 251.30 10/21/2024 302.63 11 558.25  Close Signal  Minor 
 AME 09/10/2024 164.43 09/11/2024 164.75 17 -0.16  Close Signal  Minor 
 NYCB 09/06/2024 10.81 09/10/2024 9.82 272 -274.76  Close Signal  Minor 
 APLS 09/06/2024 41.05 09/10/2024 39.18 71 -138.40  Close Signal  Minor 
 AAPL 09/05/2024 222.14 09/06/2024 220.58 13 -26.03  Close Signal  Minor 
 CART 09/05/2024 34.62 09/06/2024 34.01 85 -57.66  Close Signal  Minor 
 COHR 09/04/2024 73.90 09/05/2024 74.26 39 8.25  Close Signal  Minor 
 CHD 09/03/2024 105.01 09/11/2024 102.99 27 -60.13  Close Signal  Minor 
 CPRT 09/03/2024 53.52 09/04/2024 53.05 54 -31.12  Close Signal  Minor 
 CAH 08/12/2024 100.20 09/05/2024 111.26 27 292.76  Close Signal  Minor 
 IP 08/12/2024 43.71 09/03/2024 47.38 63 225.36  Close Signal  Minor 
 AFG 08/09/2024 122.98 08/12/2024 120.91 22 -50.88  Close Signal  Minor 
 ACM 08/06/2024 90.82 09/03/2024 97.40 30 191.65  Close Signal  Minor 
 GIS 08/02/2024 68.70 08/06/2024 67.36 40 -59.02  Close Signal  Minor 
 APD 08/01/2024 285.76 08/09/2024 276.58 9 -87.64  Close Signal  Minor 
 ARW 08/01/2024 128.94 08/02/2024 125.76 21 -72.10  Close Signal  Minor 
 BA 07/25/2024 184.35 08/01/2024 178.31 15 -95.99  Close Signal  Minor 
 BYD 07/25/2024 58.36 08/01/2024 57.62 48 -41.07  Close Signal  Minor 
 CMS 07/24/2024 61.52 08/12/2024 65.28 46 167.04  Close Signal  Minor 
 BDX 07/24/2024 235.25 07/25/2024 230.73 12 -59.80  Close Signal  Minor 
 BMRN 07/19/2024 84.09 07/24/2024 84.63 33 12.24  Close Signal  Minor 
 ALL 07/17/2024 169.12 07/25/2024 163.86 16 -89.45  Close Signal  Minor 
 AXP 07/09/2024 237.13 07/19/2024 241.75 11 45.53  Close Signal  Minor 
 AMD 07/05/2024 171.90 07/17/2024 159.43 16 -204.72  Close Signal  Minor 
 LFUS 07/03/2024 251.10 07/05/2024 248.04 11 -39.13  Close Signal  Minor 
 EGP 06/26/2024 166.11 07/24/2024 184.02 17 298.37  Close Signal  Minor 
 ADSK 06/24/2024 239.17 07/09/2024 243.96 11 47.35  Close Signal  Minor 
 ELS 06/21/2024 63.44 07/03/2024 63.17 44 -17.44  Close Signal  Minor 
 ADSK 06/18/2024 244.12 06/21/2024 242.31 11 -25.25  Close Signal  Minor 
 ICLR 06/17/2024 316.39 06/18/2024 318.63 8 12.83  Close Signal  Minor 
 ADBE 06/14/2024 525.31 06/17/2024 518.74 5 -38.05  Close Signal  Minor 
 LITE 06/13/2024 47.55 06/24/2024 47.58 59 -3.84  Close Signal  Minor 
 KIM 06/12/2024 18.16 06/14/2024 18.37 156 27.05  Close Signal  Minor 
 LNG 06/12/2024 157.69 06/13/2024 158.44 18 7.80  Close Signal  Minor 
 SCI 06/11/2024 71.38 06/26/2024 72.24 40 28.64  Close Signal  Minor 
 ADM 06/06/2024 60.09 06/12/2024 59.40 47 -38.03  Close Signal  Minor 
 BA 06/04/2024 188.62 06/12/2024 182.67 15 -94.77  Close Signal  Minor 
 AMT 05/30/2024 187.84 06/11/2024 190.29 15 31.06  Close Signal  Minor 
 BIIB 05/30/2024 220.07 06/04/2024 234.13 12 163.19  Close Signal  Minor 
 DOCU 05/29/2024 58.50 05/30/2024 54.69 49 -192.14  Close Signal  Minor 
 CNA 05/28/2024 43.74 06/06/2024 43.78 66 -3.14  Close Signal  Minor 
 AMZN 05/28/2024 182.15 05/29/2024 182.02 15 -7.41  Close Signal  Minor 
 BIIB 05/28/2024 218.73 05/29/2024 214.41 13 -61.76  Close Signal  Minor 
 ALB 05/24/2024 126.54 05/28/2024 126.71 22 -1.83  Close Signal  Minor 
 CME 05/23/2024 207.56 05/28/2024 204.06 14 -54.74  Close Signal  Minor 
 BR 05/22/2024 202.28 05/24/2024 198.89 14 -53.05  Close Signal  Minor 
 EPR 05/22/2024 39.59 05/23/2024 38.72 74 -70.14  Close Signal  Minor 
 CCL 05/20/2024 16.09 05/22/2024 15.65 185 -87.23  Close Signal  Minor 
 BLK 05/17/2024 798.20 05/22/2024 785.81 3 -41.90  Close Signal  Minor 
 ACI 05/16/2024 20.64 05/17/2024 20.36 145 -46.52  Close Signal  Minor 
 AMED 05/08/2024 94.08 05/28/2024 95.60 31 41.22  Close Signal  Minor 
 JPM 05/08/2024 193.39 05/20/2024 193.32 15 -6.85  Close Signal  Minor 
 CBSH 04/17/2024 49.69 05/16/2024 52.68 56 161.62  Close Signal  Minor 
 CHDN 04/16/2024 123.74 04/17/2024 120.73 22 -71.57  Close Signal  Minor 
 HEI 04/15/2024 193.63 05/08/2024 209.38 14 214.75  Close Signal  Minor 
 BYD 04/15/2024 64.18 04/16/2024 64.28 44 -1.25  Close Signal  Minor 
 BMRN 04/12/2024 92.22 04/15/2024 91.51 30 -26.80  Close Signal  Minor 
 STT 04/12/2024 74.43 04/15/2024 73.59 38 -37.53  Close Signal  Minor 

Backtesting Results Disclaimer
Past hypothetical backtest results are neither an indicator nor a guarantee of future returns. Actual results may vary from the analysis. Hypothetical performance results have many inherent limitations and cannot fully account for market factors such as bid-ask spread, slippage, and commission costs. There are numerous other factors related to the markets, which cannot be fully accounted for in the backtesting algorithm, but all of which can adversely affect actual trading results.



Disclaimer - Privacy Policy - Cookie Use Policy - FAQ - Contact Us
LAWJOY GENERAL PTE LTD CRN: 202447584H Office address: 260B Ang
Mo Kio St. 21 #18-153 Kebun Baru Court Singapore (562260)