Strategies / Breakout / Ichimoku Cloud Breakout

Ichimoku Cloud Breakout

Buys when the close breaks above the Ichimoku cloud from 25 bars back, with the conversion line above the base line and leading span A above span B. Sells when the close falls to the entry stop or reaches the profit target.

BreakoutLong onlySwingNasdaq 1004 hours

1.75Profit factor

20,618Net profit EUR

50.26%Win rate

189Trades

-4,781Max drawdown

109Avg trade

Best run of 48. Nasdaq 100, 4 hours, spread 3, from run pf:2026-10-05-NAS100-4h.tsv:4.

Entry rules, long

The close is above the top of the cloud as it was 51 bars back.
The conversion line, the 9-bar midpoint of closes, is above the base line, the 26-bar midpoint.
Span A, the average of the conversion and base lines, is above span B, the 52-bar midpoint of closes.

Exit rules

The close is at or above the profit target, set at the entry close plus 1.7 times the distance to the stop.

Test conditions

Period	Up to 2026-10-05
Instrument	Nasdaq 100, 4 hours
Spread	3 points
Starting capital	1,000,000
Costs	Spread only. Commissions and overnight financing are not included.
Bars	Up to 200,000 bars, fewer where the instrument has less history
Last tested	2026-10-05

Every run

Markets and timeframes tested

Market	Timeframe	PF	Trades	Win %	Net	Max DD
Nasdaq 100Best run	4 hours	1.75	189	50.26	20,618 EUR	-4,781
S&P 500	4 hours	1.67	176	50.57	4,814 EUR	-895
DAX 40	4 hours	1.53	176	46.59	18,021 EUR	-3,934
DAX 40	1 hour	1.23	596	44.97	16,576 EUR	-3,508
USD/JPY	30 min	1.18	960	43.44	735,000 USD	-177,630
USD/JPY	15 min	n/a	918	43.57	592,850 USD	-194,870
USD/JPY	10 min	n/a	990	45.25	482,420 USD	-181,120
EUR/USD	Daily	n/a	79	40.51	63,228 USD	-47,898
Nikkei 225	Daily	n/a	71	49.30	42,537 USD	-23,433
Nikkei 225	30 min	n/a	943	43.48	42,314 USD	-12,654
Nikkei 225	1 hour	n/a	485	44.95	41,278 USD	-17,930
Nikkei 225	4 hours	n/a	144	46.53	33,234 USD	-12,267
Dow Jones	Daily	n/a	92	57.61	32,098 EUR	-9,052
Nasdaq 100	Daily	n/a	70	70.00	24,795 EUR	-5,767
Silver	15 min	n/a	1,030	40.78	23,071 USD	-20,709
Silver	30 min	n/a	1,021	40.45	21,184 USD	-17,432
Nasdaq 100	1 hour	n/a	615	47.15	20,622 EUR	-6,465
Silver	5 min	n/a	1,032	40.99	18,694 USD	-13,585
Nasdaq 100	30 min	n/a	1,014	44.77	16,446 EUR	-5,990
Dow Jones	10 min	n/a	1,054	39.09	15,800 EUR	-6,607
Dow Jones	1 hour	n/a	169	43.79	15,439 EUR	-11,174
Nikkei 225	2 min	n/a	982	40.94	15,291 USD	-10,454
Dow Jones	4 hours	n/a	61	49.18	14,981 EUR	-9,404
Nikkei 225	3 min	n/a	997	40.72	14,945 USD	-12,517
DAX 40	Daily	n/a	90	57.78	14,807 EUR	-5,512
Nasdaq 100	15 min	n/a	1,043	41.99	14,569 EUR	-6,688
Dow Jones	15 min	n/a	761	39.95	14,087 EUR	-9,954
Dow Jones	30 min	n/a	406	38.67	13,443 EUR	-8,049
Nasdaq 100	5 min	n/a	967	42.40	10,165 EUR	-4,741
DAX 40	30 min	n/a	979	41.88	9,567 EUR	-3,596
Nasdaq 100	10 min	n/a	1,113	41.33	9,504 EUR	-5,030
DAX 40	15 min	n/a	1,049	42.42	7,107 EUR	-3,634
DAX 40	10 min	n/a	1,093	41.72	6,868 EUR	-2,748
FTSE 100	Daily	n/a	72	50.00	6,723 EUR	-2,810
S&P 500	Daily	n/a	99	58.59	5,728 EUR	-1,372
Gold	Daily	n/a	74	58.11	3,225 EUR	-1,790
Gold	1 hour	n/a	605	47.93	3,159 EUR	-1,610
S&P 500	1 hour	n/a	644	42.55	3,112 EUR	-1,333
S&P 500	30 min	n/a	998	42.69	2,948 EUR	-1,008
Gold	30 min	n/a	1,067	43.96	2,886 EUR	-912
Gold	15 min	n/a	1,107	42.55	2,733 EUR	-895
Gold	5 min	n/a	1,104	45.92	2,363 EUR	-739
Gold	4 hours	n/a	184	47.83	2,134 EUR	-1,504
Gold	10 min	n/a	1,051	41.58	1,869 EUR	-1,098
S&P 500	5 min	n/a	884	41.18	1,567 EUR	-910
S&P 500	10 min	n/a	1,101	41.05	1,563 EUR	-926
Gold	3 min	n/a	1,065	41.31	1,284 EUR	-808
Gold	2 min	n/a	976	40.57	1,078 EUR	-832

Charts

Results by run

Top 10 of 48 runs. The full list is in the table above.

Above 1.0 made money, below 1.0 lost money.

The code

ProBuilder code, as tested

// ==============================================================
// Ichimoku Cloud Breakout
// ProRealAlgos Strategy Library  |  prorealalgos.com
// Type: Breakout
// Direction: Long only
// Timeframe tested: 4 hours
// ==============================================================

DEFPARAM CumulateOrders = false

ONCE myStop = 0
ONCE take = 0

conv = (highest[9](close) + lowest[9](close)) / 2
base = (highest[26](close) + lowest[26](close)) / 2
spana = (conv + base) / 2
spanb = (highest[52](close) + lowest[52](close)) / 2

17 more lines: the entry and exit rules.

Setup

How to load it

Copy the code with the copy button on the code block.
In ProRealTime, open a chart of the instrument and timeframe you want to test, then open ProOrder > New trading system and choose "Create with programming".
Paste the code, give the system a name and save it.
Click "Backtest", set your own spread and position size, and run it before you consider trading it live.

Indicators used

Ichimoku

Longer historyRe-run on up to 1,000,000 barsNasdaq 100 · 4 hours · older data 208.50 EUR

Nasdaq 100 had no history beyond the standard run, so both runs used 28,000 bars.

Nasdaq 100 · 4 hours

Bars available	28,000
Net, standard 200,000-bar run	20,618.00 EUR
Net, long run	20,826.50 EUR
Net on the older data alone	208.50 EUR

Read this firstKnown weaknesses2 points

Results include the spread only. Commissions and overnight financing are not included.
The code is published as it was backtested and has not been compiled again since.

Questions

About this strategy

Can I run Ichimoku Cloud Breakout in ProOrder?

Yes. The code is ProBuilder and runs as an automated ProOrder system. Backtest it on your own account with your own spread and position size before trading it live.

Which markets was it tested on?

It was tested on 48 market and timeframe combinations. The best run was Nasdaq 100, 4 hours, with a profit factor of 1.75 over 189 trades.

How large was the drawdown?

The best run had a maximum drawdown of 4,781 EUR at the tested position size, against a net result of 20,618 EUR.

Does it trade long, short or both?

It only takes long trades.

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See how ProRealAlgos combines strategies like this into one automated portfolio.

Copy trading on US indices is available to ProRealAlgos members as spots open.

Past backtest results do not guarantee future results. This is not financial advice. Curated and maintained by ProRealAlgos. ProRealTime™ is a trademark of ProRealTime SAS. prorealalgos.com Stats Docs