Backtest Result of Heating Oil (HO)


Entry Date: 2024-05-25
Exit Date: 2024-06-07
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-25 0.0581 2005-06-07 0.061

0.0029

2006 2006-05-25 0.135 2006-06-07 0.136

0.001

2007 2007-05-25 0.103 2007-06-07 0.0965

-0.0065

2008 2008-05-27 0.052 2008-06-06 0.057

0.005

2009 2009-05-26 0.134 2009-06-05 0.1342

0.0002

2010 2010-05-25 0.1041 2010-06-07 0.1034

-0.0007

2011 2011-05-25 0.0615 2011-06-07 0.0642

0.0027

2012 2012-05-25 0.0388 2012-06-07 0.0478

0.009

2013 2013-05-28 0.0218 2013-06-07 0.0258

0.004

2014 2014-05-27 -0.0025 2014-06-06 0.0169

0.0194

2015 2015-05-26 0.0601 2015-06-05 0.0646

0.0045

2016 2016-05-25 0.0461 2016-06-07 0.0494

0.0033

2017 2017-05-25 0.0349 2017-06-07 0.0509

0.016

2018 2018-05-25 -0.0008 2018-06-07 0.0144

0.0152

2019 2019-05-28 0.0167 2019-06-07 0.0264

0.0097

2020 2020-05-26 0.0783 2020-06-05 0.0757

-0.0026