← Back to the strategy’s main performance page
Trend following
一目均衡 + Hull MACD — Backtest result · XAUUSD · 4H · 2024-01-01 — 2026-08-21
XAUUSD · 4H · 2024
Backtest data through: 2026-08-21 · Results calculated: 2026-08-27 09:34 UTC
Net return49%
Net returnUS$48,701
Buy and hold123%
Vs. buy & hold-74.6 pp
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.
Position sizing and leverage →
CommissionUS$0.00 (included through the spread assumption)
Spread / slippage0.3 price units per round trip
Position size (recorded trades)0.26 – 0.50
First entry notional / starting capital (quote currency USD only)—
Average recorded round-trip costUS$11.06
Reference round-trip cost (base quantity)US$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.