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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: $-2,476   Total Trades: 140  
Capital Growth:-24.8%   Profit Trades, % of Total:27%  
Profit Factor: [?] 0.53  Avg Trade Duration, days:4.16  
Payoff Ratio: [?] 1.41   Avg Profit per Trade:-0.66%  
Max Drawdown:30%   Avg Profit per Day:-0.16%  
Max Drawdown, $: 2,991   Avg Market Impact: [?]
Minor  
 
Restoration Factor: [?] -0.83   Overall Viability Score: [?]
1 / 10
 
Avg Annual Return: -24.8%   CAGR: [?]0%  
 Equity Graph 
 Performance 
Year S&P 500 Equity JanFeb MarAprMay JunJulAug SepOctNov Dec
2025 13.90 -24.76 -1.20 -0.86 -0.65 -8.41 -0.45 -7.43 -7.94 -0.62 -3.33 3.57
        
Performed Trades  
 Symbol Entry Date
Entry
Price, $
 Exit Date
Exit
Price, $
 Shares Profit, $  Exit On
Stop
Loss, $
Take
Profit, $
  MI [?]
 BG 10/15/2025 93.09 10/22/2025 95.48 22 48.41  Period End  Minor 
 AJG 10/14/2025 303.73 10/15/2025 296.16 7 -57.16  Close Signal  Minor 
 EL 10/13/2025 92.74 10/22/2025 98.63 23 131.00  Period End  Minor 
 DLR 10/13/2025 171.56 10/14/2025 171.88 12 -0.28  Close Signal  Minor 
 ED 10/10/2025 102.39 10/13/2025 100.86 21 -36.38  Close Signal  Minor 
 MMC 10/10/2025 207.02 10/13/2025 205.36 10 -20.72  Close Signal  Minor 
 COO 10/08/2025 70.26 10/10/2025 68.37 30 -60.83  Close Signal  Minor 
 AMD 10/06/2025 203.71 10/22/2025 230.23 10 260.73  Period End  Minor 
 EPR 09/25/2025 56.51 10/06/2025 55.20 36 -51.16  Close Signal  Minor 
 CAH 09/23/2025 154.12 09/25/2025 148.48 13 -77.22  Close Signal  Minor 
 AAP 09/22/2025 59.86 09/23/2025 59.81 35 -5.94  Close Signal  Minor 
 AMAT 09/18/2025 189.76 10/10/2025 209.95 11 217.58  Close Signal  Minor 
 IBM 09/18/2025 265.00 10/08/2025 289.46 7 167.25  Close Signal  Minor 
 ICLR 09/17/2025 175.21 09/22/2025 170.80 12 -57.05  Close Signal  Minor 
 CI 09/17/2025 296.59 09/18/2025 293.76 7 -23.93  Close Signal  Minor 
 CLX 09/16/2025 123.56 09/18/2025 122.84 17 -16.42  Close Signal  Minor 
 AKAM 09/16/2025 76.38 09/17/2025 75.84 28 -19.37  Close Signal  Minor 
 K 09/16/2025 79.42 09/17/2025 78.65 27 -25.05  Close Signal  Minor 
 CACC 09/15/2025 502.05 09/16/2025 501.00 4 -8.21  Close Signal  Minor 
 ETN 09/15/2025 375.54 09/16/2025 371.19 5 -25.47  Close Signal  Minor 
 GWW 09/15/2025 1,012.62 09/16/2025 993.64 2 -41.95  Close Signal  Minor 
 ICLR 09/12/2025 175.00 09/15/2025 170.46 12 -58.60  Close Signal  Minor 
 AVT 09/10/2025 53.59 09/15/2025 53.00 40 -27.85  Close Signal  Minor 
 AVB 09/09/2025 193.47 09/15/2025 191.10 11 -30.29  Close Signal  Minor 
 AAP 09/05/2025 60.14 09/09/2025 59.24 36 -36.68  Close Signal  Minor 
 EGP 09/04/2025 166.68 09/05/2025 166.63 13 -4.98  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 09/12/2025 319.05 6 22.28  Close Signal  Minor 
 A 08/27/2025 118.45 09/10/2025 123.87 18 93.15  Close Signal  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 22.77 08/25/2025 22.61 96 -19.71  Close Signal  Minor 
 EHC 08/15/2025 120.20 08/29/2025 121.58 18 20.48  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 52.33 08/21/2025 53.00 42 23.70  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 184.55 08/01/2025 182.06 12 -34.26  Close Signal  Minor 
 DE 07/31/2025 522.55 08/01/2025 499.24 4 -97.28  Close Signal  Minor 
 MCD 07/30/2025 301.90 07/31/2025 298.38 7 -28.83  Close Signal  Minor 
 VFC 07/30/2025 12.64 07/31/2025 11.65 187 -189.58  Close Signal  Minor 
 TW 07/30/2025 145.98 07/31/2025 138.42 16 -125.45  Close Signal  Minor 
 BXP 07/29/2025 69.51 07/30/2025 65.57 34 -138.49  Close Signal  Minor 
 CMS 07/29/2025 71.74 07/30/2025 71.64 33 -8.03  Close Signal  Minor 
 MA 07/28/2025 567.53 07/30/2025 558.37 4 -41.13  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 96.16 07/28/2025 97.62 25 31.64  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 471.12 07/15/2025 463.60 5 -42.25  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 64.60 06/30/2025 62.33 38 -91.04  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 277.38 07/15/2025 284.77 9 61.42  Close Signal  Minor 
 BBY 06/24/2025 67.96 06/25/2025 67.13 37 -35.69  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 115.05 06/20/2025 115.09 22 -4.18  Close Signal  Minor 
 ADC 06/18/2025 74.25 06/20/2025 73.58 34 -27.79  Close Signal  Minor 
 CMA 06/18/2025 55.27 06/20/2025 55.92 46 24.77  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 279.64 06/04/2025 276.60 9 -32.35  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 48.72 06/13/2025 48.03 55 -43.25  Close Signal  Minor 
 AMZN 05/22/2025 203.10 05/23/2025 200.99 13 -32.67  Close Signal  Minor 
 PNC 05/22/2025 169.94 05/23/2025 168.79 15 -22.32  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 101.74 05/22/2025 106.73 25 119.48  Close Signal  Minor 
 ABT 04/30/2025 129.59 05/12/2025 130.82 20 19.38  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 192.04 04/10/2025 189.16 13 -42.38  Close Signal  Minor 
140 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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