Backtest Result of Heating Oil (HO)


Entry Date: 2024-05-05
Exit Date: 2024-05-13
Long Contract: 7
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.081 2005-05-13 -0.0919

-0.0109

2006 2006-05-05 -0.177 2006-05-12 -0.1685

0.0085

2007 2007-05-07 -0.1645 2007-05-11 -0.14

0.0245

2008 2008-05-05 -0.064 2008-05-13 -0.0595

0.0045

2009 2009-05-05 -0.2011 2009-05-13 -0.2031

-0.002

2010 2010-05-05 -0.1587 2010-05-13 -0.1535

0.0052

2011 2011-05-05 -0.097 2011-05-13 -0.087

0.01

2012 2012-05-07 -0.0392 2012-05-11 -0.0356

0.0036

2013 2013-05-06 -0.0304 2013-05-13 -0.0307

-0.0003

2014 2014-05-05 0.0069 2014-05-13 0.0127

0.0058

2015 2015-05-05 -0.0719 2015-05-13 -0.0708

0.0011

2016 2016-05-05 -0.1034 2016-05-13 -0.091

0.0124

2017 2017-05-05 -0.0653 2017-05-12 -0.0551

0.0102

2018 2018-05-07 0.0017 2018-05-11 0.0026

0.0009

2019 2019-05-06 -0.034 2019-05-13 -0.0308

0.0032

2020 2020-05-05 -0.167 2020-05-13 -0.1655

0.0015