Backtest Result of Heating Oil (HO)


Entry Date: 2023-05-25
Exit Date: 2023-06-07
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-25 0.046 2005-06-07 0.0485

0.0025

2006 2006-05-25 0.1055 2006-06-07 0.1075

0.002

2007 2007-05-25 0.084 2007-06-07 0.0755

-0.0085

2008 2008-05-27 0.045 2008-06-06 0.047

0.002

2009 2009-05-26 0.1015 2009-06-05 0.1032

0.0017

2010 2010-05-25 0.0752 2010-06-07 0.0773

0.0021

2011 2011-05-25 0.0465 2011-06-07 0.049

0.0025

2012 2012-05-25 0.0296 2012-06-07 0.0357

0.0061

2013 2013-05-28 0.0173 2013-06-07 0.0186

0.0013

2014 2014-05-27 -0.0014 2014-06-06 0.0144

0.0158

2015 2015-05-26 0.0469 2015-06-05 0.0498

0.0029

2016 2016-05-25 0.0363 2016-06-07 0.0377

0.0014

2017 2017-05-25 0.0271 2017-06-07 0.0385

0.0114

2018 2018-05-25 -0.0011 2018-06-07 0.0102

0.0113

2019 2019-05-28 0.0152 2019-06-07 0.023

0.0078

2020 2020-05-26 0.0619 2020-06-05 0.06

-0.0019