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Ichimoku Cloud Breakout

How this strategy trades, what it scored, and the measurements the score was read from: every symbol and timeframe, on real and resampled history.

At A Glance

56/ 100
Total Score
14of 53
Overall Rank
12of 29
In Trend
19,291
Trades Taken

Across 24 runs of real history, one for every market and bar size it trades, this strategy scored highest on SOLUSDT · 1d (80 / 100) and lowest on XRPUSDT · 30m (32 / 100).

Market

What A $100.00 Stake Became

Score
Total Score Mean Of Real And Resampled 56 / 100
Real Data 58 / 100
Resampled Data 53 / 100
Overall Rank Top 27% 14 of 53
Rank In Trend Top 42% 12 of 29
By Metric
Beats Hold Real 60 · Resampled 67 63 / 100
Risk Adjusted Real 55 · Resampled 45 50 / 100
Profitability Real 79 · Resampled 57 68 / 100
Win Rate Real 25 · Resampled 24 24 / 100
Fee Efficiency Real 63 · Resampled 63 63 / 100

Score By Symbol and Timeframe

? This strategy's total score, out of 100, on every symbol at every timeframe — one cell per run, on real history. The ALL row is the same strategy with every symbol held at once, as one basket.

Score By Market

? Each of the five scores the total is made of, out of 100, on real history — one bar per market, averaged over every bar size it trades there. ALL is the same strategy with every market held at once, as one basket.

Score By Bar Size

? The same five scores, out of 100, on real history — one bar per bar size, averaged over every market. The colours are the ones the equity chart gives the four bar sizes.