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Trend following
Hull Suite Strategy — Backtest result · XAUUSD · 60m · 2024-01-01 — 2026-08-21
XAUUSD · 60m · 2024
Backtest data through: 2026-08-21 · Results calculated: 2026-08-27 08:42 UTC
Net return310%
Net returnUS$310,444
Buy and hold254%
Vs. buy & hold+55.9 pp
Max drawdown-9%
Profit factor1.80
Win rate42%
Sharpe2.08
CAGR71%
Trades345
Strategy versus market
Jan. 1, 2024 — Aug. 21, 2026
Net returnGross strategyBuy and hold
Starting capital: $100000Net results include the published cost model.
REAL COSTS
Commission and slippage assumptions
These fixed, market-specific assumptions are applied automatically and cannot be changed by users. Net results and rankings are shown after costs.
Position sizing and leverage →
CommissionUS$0.00 (included through the spread assumption)
Spread / slippage0.3 price units per round trip
Position size (recorded trades)1.00 – 1.00
First entry notional / starting capital (quote currency USD only)—
Average recorded round-trip costUS$30.00
Reference round-trip cost (base quantity)US$30.00 per completed trade
Total costs in this backtestUS$10,350.00
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.