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Strategy Name Ichimoku Kinko Hyo
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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: 1/1/2025 - 12/31/2025
The backtester displays results for the current year only. Please sign up to view the full report.
 Results 
Total Profit: $-2,499   Total Trades: 116  
Capital Growth:-25%   Profit Trades, % of Total:28%  
Profit Factor: [?] 0.45  Avg Trade Duration, days:4.17  
Payoff Ratio: [?] 1.14   Avg Profit per Trade:-0.81%  
Max Drawdown:27%   Avg Profit per Day:-0.19%  
Max Drawdown, $: 2,713   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.92   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -25%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 10.20 -24.99 -1.18 -0.84 -0.65 -8.41 -0.45 -7.44 -7.97 -0.63 -0.16
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 AAP 09/05/2025 60.44 09/05/2025 60.44 36 -4.35  Period End  Minor 
 EGP 09/04/2025 168.22 09/05/2025 168.17 12 -4.64  Close Signal  Minor 
 ACGL 09/03/2025 92.90 09/04/2025 92.22 23 -19.89  Close Signal  Minor 
 ADSK 08/29/2025 314.70 09/05/2025 326.37 6 66.14  Period End  Minor 
 A 08/27/2025 118.69 09/05/2025 128.75 18 176.54  Period End  Minor 
 CACC 08/26/2025 521.71 08/27/2025 510.27 4 -49.87  Close Signal  Minor 
 SLB 08/25/2025 35.37 09/03/2025 35.00 62 -27.29  Close Signal  Minor 
 GPK 08/21/2025 22.89 08/25/2025 22.73 95 -19.53  Close Signal  Minor 
 EHC 08/15/2025 120.38 08/29/2025 121.76 18 20.47  Close Signal  Minor 
 ATO 08/07/2025 161.88 08/25/2025 165.45 13 42.13  Close Signal  Minor 
 ADSK 08/06/2025 305.18 08/07/2025 292.99 7 -89.47  Close Signal  Minor 
 BG 08/05/2025 81.69 08/06/2025 80.27 27 -42.69  Close Signal  Minor 
 EIX 08/01/2025 53.13 08/21/2025 53.81 41 23.48  Close Signal  Minor 
 MCD 08/01/2025 301.18 08/05/2025 297.08 7 -32.87  Close Signal  Minor 
 ALL 07/31/2025 202.25 08/15/2025 205.77 11 34.21  Close Signal  Minor 
 AME 07/31/2025 184.85 08/01/2025 182.36 12 -34.27  Close Signal  Minor 
 DE 07/31/2025 524.37 08/01/2025 500.98 4 -97.61  Close Signal  Minor 
 MCD 07/30/2025 301.90 07/31/2025 298.38 7 -28.83  Close Signal  Minor 
 VFC 07/30/2025 12.72 07/31/2025 11.72 186 -190.45  Close Signal  Minor 
 TW 07/30/2025 145.98 07/31/2025 138.42 16 -125.45  Close Signal  Minor 
 BXP 07/29/2025 70.43 07/30/2025 66.43 34 -140.59  Close Signal  Minor 
 CMS 07/29/2025 71.74 07/30/2025 71.64 33 -8.03  Close Signal  Minor 
 MA 07/28/2025 568.28 07/30/2025 559.11 4 -41.17  Close Signal  Minor 
 HON 07/28/2025 223.91 07/29/2025 220.57 10 -37.83  Close Signal  Minor 
 MAN 07/28/2025 45.18 07/29/2025 44.03 54 -66.89  Close Signal  Minor 
 ATO 07/18/2025 155.85 07/28/2025 153.88 15 -34.18  Close Signal  Minor 
 AEE 07/16/2025 96.85 07/28/2025 98.32 25 31.85  Close Signal  Minor 
 DUK 07/16/2025 116.78 07/28/2025 116.59 21 -8.89  Close Signal  Minor 
 FCN 07/16/2025 164.83 07/18/2025 164.24 14 -12.86  Close Signal  Minor 
 DPZ 07/14/2025 472.94 07/15/2025 465.39 5 -42.42  Close Signal  Minor 
 FCN 07/14/2025 167.30 07/15/2025 163.61 14 -56.27  Close Signal  Minor 
 AA 06/30/2025 29.41 07/14/2025 29.69 83 18.32  Close Signal  Minor 
 AAPL 06/30/2025 204.94 07/14/2025 208.38 12 36.30  Close Signal  Minor 
 ALB 06/27/2025 64.95 06/30/2025 62.67 38 -91.45  Close Signal  Minor 
 AA 06/26/2025 29.83 06/27/2025 28.37 85 -128.98  Close Signal  Minor 
 ENTG 06/25/2025 82.06 06/30/2025 80.56 31 -51.52  Close Signal  Minor 
 HR 06/25/2025 15.39 06/26/2025 15.33 165 -14.96  Close Signal  Minor 
 APD 06/24/2025 279.22 07/15/2025 286.65 9 61.74  Close Signal  Minor 
 BBY 06/24/2025 68.84 06/25/2025 68.00 37 -36.13  Close Signal  Minor 
 AA 06/23/2025 28.61 06/24/2025 28.70 89 2.91  Close Signal  Minor 
 CVS 06/20/2025 65.85 06/25/2025 65.65 39 -12.92  Close Signal  Minor 
 AIZ 06/20/2025 195.42 06/24/2025 197.29 13 19.19  Close Signal  Minor 
 CVX 06/20/2025 147.90 06/23/2025 145.24 17 -50.18  Close Signal  Minor 
 A 06/18/2025 115.28 06/20/2025 115.32 22 -4.19  Close Signal  Minor 
 ADC 06/18/2025 74.52 06/20/2025 73.84 34 -28.15  Close Signal  Minor 
 CMA 06/18/2025 55.83 06/20/2025 56.49 46 25.18  Close Signal  Minor 
 BKR 06/17/2025 39.39 06/18/2025 38.78 66 -45.40  Close Signal  Minor 
 CVX 06/17/2025 147.21 06/18/2025 146.56 17 -16.04  Close Signal  Minor 
 HAL 06/13/2025 23.02 06/18/2025 22.11 114 -108.83  Close Signal  Minor 
 CVS 06/13/2025 66.73 06/17/2025 66.37 39 -19.22  Close Signal  Minor 
 DNB 06/11/2025 9.07 06/13/2025 9.04 291 -14.00  Close Signal  Minor 
 BIIB 06/09/2025 134.15 06/11/2025 133.06 19 -25.78  Close Signal  Minor 
 BC 06/04/2025 54.36 06/17/2025 54.64 48 8.20  Close Signal  Minor 
 APD 06/03/2025 281.49 06/04/2025 278.43 9 -32.57  Close Signal  Minor 
 JNJ 05/30/2025 154.08 06/03/2025 153.29 17 -18.65  Close Signal  Minor 
 AOS 05/29/2025 64.42 05/30/2025 64.00 41 -22.48  Close Signal  Minor 
 DOV 05/28/2025 178.51 05/29/2025 178.65 15 -3.26  Close Signal  Minor 
 AIZ 05/27/2025 199.47 06/09/2025 197.94 13 -25.05  Close Signal  Minor 
 ETR 05/23/2025 82.27 05/28/2025 81.27 32 -37.22  Close Signal  Minor 
 CRL 05/23/2025 136.73 05/27/2025 138.65 19 31.23  Close Signal  Minor 
 AAP 05/22/2025 48.96 06/13/2025 48.27 55 -43.28  Close Signal  Minor 
 AMZN 05/22/2025 203.10 05/23/2025 200.99 13 -32.67  Close Signal  Minor 
 PNC 05/22/2025 171.50 05/23/2025 170.34 15 -22.52  Close Signal  Minor 
 ADI 05/12/2025 221.26 05/22/2025 210.14 12 -138.55  Close Signal  Minor 
 ADSK 05/07/2025 283.36 05/22/2025 295.00 9 99.50  Close Signal  Minor 
 ACM 05/02/2025 102.12 05/22/2025 107.13 25 119.96  Close Signal  Minor 
 ABT 04/30/2025 130.17 05/12/2025 131.40 20 19.36  Close Signal  Minor 
 CVS 04/30/2025 65.99 05/02/2025 66.73 39 23.67  Close Signal  Minor 
 ADM 04/24/2025 47.87 04/30/2025 46.86 52 -57.42  Close Signal  Minor 
 HTZ 04/16/2025 5.71 04/30/2025 6.82 436 478.26  Close Signal  Minor 
 AZEK 04/15/2025 46.66 05/07/2025 49.00 53 118.89  Close Signal  Minor 
 DLTR 04/11/2025 72.11 04/15/2025 71.80 34 -15.43  Close Signal  Minor 
 GO 04/10/2025 14.21 04/15/2025 13.90 176 -59.48  Close Signal  Minor 
 CASY 04/09/2025 438.78 04/24/2025 446.32 5 33.26  Close Signal  Minor 
 DLTR 04/09/2025 72.57 04/10/2025 71.74 34 -33.11  Close Signal  Minor 
 DRI 04/09/2025 193.60 04/10/2025 190.70 13 -42.68  Close Signal  Minor 
 NEM 04/07/2025 44.50 04/08/2025 44.60 58 0.63  Close Signal  Minor 
 MP 04/07/2025 23.99 04/08/2025 21.94 108 -226.25  Close Signal  Minor 
 F 04/04/2025 9.32 04/07/2025 8.99 286 -99.57  Close Signal  Minor 
 HRL 04/03/2025 30.84 04/07/2025 29.47 89 -127.24  Close Signal  Minor 
 CNC 04/03/2025 64.29 04/04/2025 61.93 42 -104.37  Close Signal  Minor 
 FTI 03/27/2025 31.14 04/03/2025 29.40 91 -163.77  Close Signal  Minor 
 AIZ 03/26/2025 210.69 03/27/2025 209.91 13 -15.60  Close Signal  Minor 
 COP 03/20/2025 99.81 04/03/2025 92.92 28 -198.22  Close Signal  Minor 
 CINF 03/19/2025 145.92 03/20/2025 144.48 19 -32.86  Close Signal  Minor 
 AFL 03/14/2025 106.08 04/04/2025 100.87 26 -140.77  Close Signal  Minor 
 AES 03/13/2025 11.90 03/26/2025 12.11 240 44.61  Close Signal  Minor 
 JKHY 03/13/2025 174.14 03/14/2025 174.64 16 2.42  Close Signal  Minor 
 WBA 03/11/2025 11.21 03/19/2025 11.16 256 -18.52  Close Signal  Minor 
 TW 03/11/2025 135.05 03/12/2025 133.06 21 -47.40  Close Signal  Minor 
 D 03/10/2025 55.23 03/11/2025 53.86 52 -76.88  Close Signal  Minor 
 CSGP 03/04/2025 75.58 03/11/2025 76.87 38 43.20  Close Signal  Minor 
 CHE 02/27/2025 584.80 03/12/2025 587.91 4 7.74  Close Signal  Minor 
 AFL 02/27/2025 106.26 03/10/2025 105.60 26 -22.66  Close Signal  Minor 
 EW 02/26/2025 71.96 02/27/2025 71.40 39 -27.42  Close Signal  Minor 
 AAPL 02/20/2025 245.23 02/26/2025 239.77 11 -65.36  Close Signal  Minor 
 HBAN 02/14/2025 16.39 02/20/2025 16.09 175 -58.16  Close Signal  Minor 
 CCK 02/13/2025 87.71 02/14/2025 87.32 32 -18.07  Close Signal  Minor 
 CCL 02/12/2025 25.89 02/13/2025 25.86 111 -9.07  Close Signal  Minor 
 ATO 02/11/2025 142.69 03/04/2025 148.15 20 103.33  Close Signal  Minor 
116 trades
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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.



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