Running Ichimoku cloud backtest...

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Ichimoku Cloud Retracement Backtester with EMA100 trend filter, cloud confirmation, bounce trigger, and ATR-based risk management.

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Backtest Configuration

Configure symbol, timeframe, risk settings, and signal parameters for the Ichimoku retracement strategy.

Trend Filter
Long bias when the current candle and prior trend candles close above EMA100.
Short bias when the current candle and prior trend candles close below EMA100.
Cloud Confirmation
Long setup requires consecutive candles above the cloud.
Short setup requires consecutive candles below the cloud.
Retracement Trigger
Long entry: candle opens inside the cloud and closes above it.
Short entry: candle opens inside the cloud and closes below it.
Risk Model
Stop loss is ATR-based. Take profit is set from the selected risk-reward multiple.

Trading Settings

Market Data

Example: BTCUSD
Example: BITSTAMP

Strategy Parameters

Bars used to confirm EMA100 trend bias
Consecutive candles required above or below the cloud

Strategy Chart

Candles, EMA100, shifted Ichimoku cloud, and entry signals.

Run a backtest to load the strategy chart.

ROI Performance

Equity curve, total return, and drawdown metrics over the test period.

Initial Capital
Net Profit
Total Return
Profit Factor
Max Drawdown
No ROI data available yet.

Profit and Loss Distribution

Trade-by-trade PnL analysis and cumulative performance.

No PnL chart available yet.

Summary Statistics

High-level trade activity and outcome metrics.

Total Trades
Long Trades
Short Trades
Win Rate
Average Win
Average Loss

Performance by Direction

Separate statistics for long and short trades.

Long Strategy
Trades
Wins
Losses
Net PnL
Average Win
Short Strategy
Trades
Wins
Losses
Net PnL
Average Win

Trade History

Closed positions with entry, exit, PnL, and exit reason.

# Side Entry Time Exit Time Entry Price Exit Price PnL ($) PnL (%) Exit Reason
No trades yet.