A dramatic opening frame came down to a respotted black after Trump had missed frame-ball green, and he was made to pay as Allen took it. Trump hit back with a break of 92 before a scrappy third frame went Allen's way for 2-1.
In the fourth, Allen had a chance to clear but missed a tough last red to a baulk corner, and Trump took advantage to level the match. Allen regained the lead after a poor safety from his opponent on the last red in the fifth. And the 28-year-old from Antrim sealed victory in the next with a fine break of 88.
"I'm glad I won this one, having been 3-0 up on Selby in the final in Riga and lost 4-3," said Allen.
"It shows that I'm going in the right direction, having got to the last two finals.
"I've actually played poorly this weekend so I'm glad the final was a bit scrappy - if it had been open then Judd would have scored heavily.
"I still feel I need to get more consistent. I don't know why I do better in the European Tour events than the main ranking events because I don't prepare any differently.
"The crowds here are amazing, everything about the tournament reflects well on the name of Paul Hunter and the players feel proud to be a part of it."