Ichimoku Cloud Strategy on AAPL

2016-08-20 to 2026-08-20 · Initial Capital: $10,000 · Shared 2026-08-20

This Ichimoku Cloud Strategy was backtested on AAPL from 2016-08-20 to 2026-08-20 with an initial capital of $10,000. It achieved a 5.6% compound annual growth rate (CAGR) with a Sharpe ratio of 12.62 and a maximum drawdown of 5.2%. The strategy executed 14 trades with a 71.4% win rate.

Performance Metrics

Total Return
57.5%
CAGR
5.6%
Sharpe Ratio
12.62
Max Drawdown
5.2%
Win Rate
71.4%
Total Trades
14
Profit Factor
9.55
Volatility
N/A%

Strategy Parameters

displacement_period 26
kijun_period 26
senkou_b_period 52
tenkan_period 9
atr_period 14
profit_target_atr_multiple 3
stop_loss_atr_multiple 2
trailing_stop True
trailing_stop_atr_multiple 1.5
chikou_confirmation True
require_cloud_alignment True
signal_method tk_cross
use_kumo_breakout False

Test This Strategy Yourself

Pre-loaded with these exact parameters. Modify the dates, capital, or ticker to compare your own results.

Backtest Ichimoku Cloud Strategy on AAPL

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Related
Configuration
Strategy Ichimoku Cloud Strategy
Ticker AAPL
Period 2016-08-20 to 2026-08-20
Capital $10,000
Interval 1d