Trend following
Hull Suite Strategy
TRADING LOGIC
How it trades
This long-only trend strategy buys when the 55-period Hull moving average turns upward and exits when it turns downward. Signals are confirmed at the close and executed at the next bar's open.
A fixed long-only 55-period Hull moving-average trend strategy.
XAUUSD · 60m · 2024
Net return310%
Net returnUS$310,444
Buy and hold254%
Excess return56%
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.
CommissionUS$0.00 (included through the spread assumption)
Spread / slippage0.3 price units per round trip
Estimated round-trip costUS$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.