diff --git a/backtesting.go b/backtesting.go
index 2e4d608..0e81942 100644
--- a/backtesting.go
+++ b/backtesting.go
@@ -4,6 +4,7 @@ import (
 	"errors"
 	"fmt"
 	"log"
+	"math"
 	"os"
 	"strconv"
 	"strings"
@@ -42,6 +43,23 @@ func Backtest(trader *Trader) {
 		stats := trader.Stats()
 		// log.Println(trader.Stats().Dated.String())
 
+		var totalTraded float64
+		stats.Dated.Series("Trades").ForEach(func(i int, val any) {
+			if val == nil {
+				return
+			}
+			switch typ := val.(type) {
+			case []TradeStat:
+				for _, trade := range typ {
+					if trade.Exit { // Only count entry trades.
+						continue
+					}
+					totalTraded += trade.Price * math.Abs(trade.Units)
+				}
+			default:
+				panic("unknown type when calculating totalTraded")
+			}
+		})
 		// Divide net profit by maximum drawdown to get the profit factor.
 		var maxDrawdown float64
 		stats.Dated.Series("Drawdown").ForEach(func(i int, val any) {
@@ -59,6 +77,7 @@ func Backtest(trader *Trader) {
 			w := tabwriter.NewWriter(os.Stdout, 0, 0, 1, ' ', 0)
 			fmt.Fprintln(w)
 			fmt.Fprintf(w, "Timespan:\t%s\t\n", stats.Dated.Date(-1).Sub(stats.Dated.Date(0)).Round(time.Second))
+			fmt.Fprintf(w, "Total Traded:\t$%.2f\t\n", totalTraded)
 			fmt.Fprintf(w, "Net Profit:\t$%.2f (%.2f%%)\t\n", profit, 100*profit/stats.Dated.Float("Equity", 0))
 			fmt.Fprintf(w, "Profit Factor:\t%.2f\t\n", profitFactor)
 			fmt.Fprintf(w, "Max Drawdown:\t$%.2f (%.2f%%)\t\n", maxDrawdown, maxDrawdownPct)
@@ -600,7 +619,7 @@ func (p *TestPosition) close(atPrice float64, closeType OrderCloseType) {
 	p.closePrice = atPrice
 	p.closeType = closeType
 	p.broker.Cash += p.Value() // Return the value of the position to the broker.
-	p.broker.spreadCollectedUSD += p.broker.Spread * p.units
+	p.broker.spreadCollectedUSD += p.broker.Spread * math.Abs(p.units) * p.closePrice
 	p.broker.SignalEmit("PositionClosed", p)
 }
 
diff --git a/cmd/ichimoku.go b/cmd/ichimoku.go
index 5e7933b..15af31f 100644
--- a/cmd/ichimoku.go
+++ b/cmd/ichimoku.go
@@ -23,7 +23,7 @@ func (s *IchimokuStrategy) Next(t *auto.Trader) {
 	laggingTime := data.Date(-s.leadingPeriods - 1)
 
 	// Extract ichimoku elements
-	ichimoku := auto.Ichimoku(data, s.convPeriod, s.basePeriod, s.leadingPeriods, time.Minute*15)
+	ichimoku := auto.Ichimoku(data, s.convPeriod, s.basePeriod, s.leadingPeriods, time.Minute*1)
 	conv := ichimoku.Series("Conversion")
 	base := ichimoku.Series("Base")
 	leadA := ichimoku.Series("LeadingA")
@@ -91,7 +91,7 @@ func main() {
 		Broker:        auto.NewTestBroker(broker, nil, 10000, 50, 0.0002, 0),
 		Strategy:      &IchimokuStrategy{convPeriod: 9, basePeriod: 26, leadingPeriods: 52},
 		Symbol:        "EUR_USD",
-		Frequency:     "M15",
+		Frequency:     "M1", // If the frequency is changed, update the call to Ichimoku() above.
 		CandlesToKeep: 2500,
 	}))
 }
diff --git a/trader.go b/trader.go
index dfceac7..563c475 100644
--- a/trader.go
+++ b/trader.go
@@ -33,6 +33,7 @@ func (t *Trader) Data() *IndexedFrame[UnixTime] {
 }
 
 type TradeStat struct {
+	Price float64 // Price is the price at which the trade was executed. If Exit is true, this is the exit price. Otherwise, this is the entry price.
 	Units float64 // Units is the signed number of units bought or sold.
 	Exit  bool    // Exit is true if the trade was to exit a previous position.
 }
@@ -165,14 +166,18 @@ func (t *Trader) Buy(units, stopLoss, takeProfit float64) {
 	t.CloseOrdersAndPositions()
 	t.Log.Printf("Buy %v units", units)
 	t.Broker.Order(Market, t.Symbol, units, 0, stopLoss, takeProfit)
-	t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, TradeStat{units, false})
+
+	tradeStat := TradeStat{t.Broker.Ask(t.Symbol), units, false}
+	t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, tradeStat)
 }
 
 func (t *Trader) Sell(units, stopLoss, takeProfit float64) {
 	t.CloseOrdersAndPositions()
 	t.Log.Printf("Sell %v units", units)
 	t.Broker.Order(Market, t.Symbol, -units, 0, stopLoss, takeProfit)
-	t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, TradeStat{-units, false})
+
+	tradeStat := TradeStat{t.Broker.Bid(t.Symbol), units, false}
+	t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, tradeStat)
 }
 
 func (t *Trader) CloseOrdersAndPositions() {
@@ -186,7 +191,9 @@ func (t *Trader) CloseOrdersAndPositions() {
 		if position.Symbol() == t.Symbol {
 			t.Log.Printf("Closing position: %v units, $%.2f PL", position.Units(), position.PL())
 			position.Close()
-			t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, TradeStat{position.Units(), true})
+
+			tradeStat := TradeStat{t.Broker.Price(t.Symbol, position.Units() < 0), position.Units(), true}
+			t.stats.tradesThisCandle = append(t.stats.tradesThisCandle, tradeStat)
 		}
 	}
 }