Trend following
MACD + SMA 200
TRADING LOGIC
How it trades
A fully SMA-based MACD identifies momentum turns, while a 200-period trend filter confirms direction. The next bar must trade through the signal bar's low or high to enter, and the opposite signal reverses the position.
A fixed-parameter SMA-MACD trend strategy with a 200-period filter.
XAUUSD · 5m · 2024
Net return316%
Net returnUS$316,387
Buy and hold254%
Excess return62%
Max drawdown-23%
Profit factor1.46
Win rate40%
Sharpe1.51
CAGR72%
Trades499
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$14,970.00
Backtests are hypothetical and do not predict future performance. Review the methodology and risk disclosure before making decisions.