Backtest Result of Heating Oil (HO)


Entry Date: 2023-05-05
Exit Date: 2023-05-13
Long Contract: 7
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.053 2005-05-13 -0.0609

-0.0079

2006 2006-05-05 -0.1185 2006-05-12 -0.109

0.0095

2007 2007-05-07 -0.1115 2007-05-11 -0.093

0.0185

2008 2008-05-05 -0.0505 2008-05-13 -0.0505

0.0

2009 2009-05-05 -0.1371 2009-05-13 -0.1391

-0.002

2010 2010-05-05 -0.1015 2010-05-13 -0.0975

0.004

2011 2011-05-05 -0.0656 2011-05-13 -0.0573

0.0083

2012 2012-05-07 -0.0277 2012-05-11 -0.0257

0.002

2013 2013-05-06 -0.0258 2013-05-13 -0.022

0.0038

2014 2014-05-05 0.002 2014-05-13 0.0074

0.0054

2015 2015-05-05 -0.0474 2015-05-13 -0.0454

0.002

2016 2016-05-05 -0.0698 2016-05-13 -0.0628

0.007

2017 2017-05-05 -0.044 2017-05-12 -0.0383

0.0057

2018 2018-05-07 -0.0012 2018-05-11 0.0005

0.0017

2019 2019-05-06 -0.0269 2019-05-13 -0.0246

0.0023

2020 2020-05-05 -0.1328 2020-05-13 -0.1296

0.0032