Ichimoku TK Cross

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

  1. Compute Ichimoku's two fast lines: the conversion line, the midpoint of the last 9 bars' high-low range, and the base line, the midpoint of the last 26 bars'.
  2. Buy when the conversion line crosses above the base line — the recent trading range has shifted up relative to the longer one.
  3. Sell when it crosses back below. Neither line is displaced the way the cloud's spans are, so this reads today's bar directly and turns much sooner than a cloud breakout.
Score
Total Score Mean Of Real And Resampled 56 / 100
Real Data 59 / 100
Resampled Data 52 / 100
Overall Rank Top 27% 14 of 52
Rank In Trend Top 47% 13 of 28
Score By Metric
Beats Hold Real 58 · Resampled 60 59 / 100
Risk Adjusted Real 55 · Resampled 44 50 / 100
Profitability Real 77 · Resampled 60 69 / 100
Win Rate Real 46 · Resampled 45 45 / 100
Fee Efficiency Real 46 · Resampled 46 46 / 100

Scores

The six scores the total is made of, one dataset at a time: how each stood as the run went on, and where each of them ended.

Source Metrics

The numbers those scores are read from, one dataset at a time: every trade as it happened, and where the run ended.