Hull Moving-Average Trend Backtest in Crypto: Fees, Slippage and Break-Even Costs
A Hull moving-average trend rule goes long when the Hull MA slopes up. Its speed reduces lag — and increases the number of flips.
Short answer
A Hull MA trend rule enters long when the Hull MA turns up (slope positive on a closed bar) and exits when it turns down. Hull reduces lag versus EMAs of the same length, so it catches turns earlier but flips more often in chop, paying costs each time. Use closed-bar slope (Hull's live slope flips intrabar), compute break-even cost, and compare with an EMA of the same length on trades per year and net result.
Break-even cost
| Item | Value (illustrative) |
|---|---|
| Trades | 110 |
| Gross avg per trade | +0.62% |
| Fees (2 × 0.05%) | −0.10% |
| Slippage (2 × 0.04%) | −0.07% |
| Net avg per trade | +0.45% |
| Break-even round-trip cost | 0.62% |
Hull vs EMA
| Rule | Trades / year (illustrative) | Net avg |
|---|---|---|
| Hull(55) slope | 110 | +0.53% |
| EMA(55) slope | 60 | +0.71% |
| Hull(89) slope | 70 | +0.66% |
Conclusion
Related: Hull Moving Average in Crypto: Why the Value Changes Before Candle Close, Parabolic SAR Stop Backtest in Crypto: Fees, Slippage and Break-Even Costs.
Backtest the hull ma trend rule with costs in ChartsPod.
Open the ChartsPod terminalUse closed-bar slope (Hull's live slope flips intrabar), compute break-even cost, and compare with an EMA of the same length on trades per year and net result.
Test Hull Moving-Average Trend Backtest in Crypto on a perpetual chart; no account is needed to chart.
Launch ChartsPodQuestions readers ask
Why use Hull for trends?
Less lag.
What's the downside?
More flips in chop.
Closed-bar slope?
Yes; it flips intrabar.
Sources and methodology
Backtest cost logic follows TradingView's Pine Script strategy documentation; indicator definitions are standard. All performance numbers are illustrative examples of the method, not results of real tests.
- TradingView Pine Script: Strategies — simulated fills and assumptions.
- TradingView Pine Script: Repainting — live vs historical calculation.
- ChartsPod documentation — guides for order flow, derivatives, alerts, backtests, journal and workspaces.
This article explains research tools and workflows. It is not financial advice, does not recommend buying or selling any asset and does not predict prices. Crypto derivatives carry a risk of rapid and total loss of margin.
CHARTSPOD EDITORIAL EDITION · RESEARCH AND EDUCATION ONLY · NOT FINANCIAL ADVICE.