Trend following
一目均衡 + Hull MACD
TRADING LOGIC
How it trades
Long and short signals require Ichimoku cloud direction, Hull moving-average trend and Hull-smoothed MACD momentum to agree. Positions use 100% of current simulated equity and reverse when all filters align in the opposite direction.
Ichimoku, daily-candle direction, Hull MA and Hull MACD reversal strategy.
XAUUSD · 4H · 2024
Net return49%
Net returnUS$48,701
Buy and hold123%
Excess return-75%
Max drawdown-18%
Profit factor1.67
Win rate41%
Sharpe0.71
CAGR16%
Trades56
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$619.28
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.