Backtest Result of Heating Oil (HO)


Entry Date: 2023-05-05
Exit Date: 2023-05-13
Long Contract: 7
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.0345 2005-05-13 -0.0429

-0.0084

2006 2006-05-05 -0.085 2006-05-12 -0.076

0.009

2007 2007-05-07 -0.0815 2007-05-11 -0.0635

0.018

2008 2008-05-05 -0.0415 2008-05-13 -0.043

-0.0015

2009 2009-05-05 -0.1046 2009-05-13 -0.1061

-0.0015

2010 2010-05-05 -0.0751 2010-05-13 -0.0702

0.0049

2011 2011-05-05 -0.0493 2011-05-13 -0.0418

0.0075

2012 2012-05-07 -0.0199 2012-05-11 -0.0193

0.0006

2013 2013-05-06 -0.0217 2013-05-13 -0.0167

0.005

2014 2014-05-05 0.001 2014-05-13 0.0066

0.0056

2015 2015-05-05 -0.0335 2015-05-13 -0.0318

0.0017

2016 2016-05-05 -0.0502 2016-05-13 -0.0454

0.0048

2017 2017-05-05 -0.0318 2017-05-12 -0.0282

0.0036

2018 2018-05-07 -0.0012 2018-05-11 -0.0003

0.0009

2019 2019-05-06 -0.0201 2019-05-13 -0.0185

0.0016

2020 2020-05-05 -0.1061 2020-05-13 -0.1046

0.0015