Backtest Result of Heating Oil (HO)


Entry Date: 2023-05-05
Exit Date: 2023-05-13
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.0705 2005-05-13 -0.079

-0.0085

2006 2006-05-05 -0.1525 2006-05-12 -0.143

0.0095

2007 2007-05-07 -0.141 2007-05-11 -0.1205

0.0205

2008 2008-05-05 -0.0585 2008-05-13 -0.0565

0.002

2009 2009-05-05 -0.1696 2009-05-13 -0.1716

-0.002

2010 2010-05-05 -0.1291 2010-05-13 -0.1245

0.0046

2011 2011-05-05 -0.0815 2011-05-13 -0.0719

0.0096

2012 2012-05-07 -0.0337 2012-05-11 -0.0309

0.0028

2013 2013-05-06 -0.027 2013-05-13 -0.0253

0.0017

2014 2014-05-05 0.0042 2014-05-13 0.0092

0.005

2015 2015-05-05 -0.0602 2015-05-13 -0.058

0.0022

2016 2016-05-05 -0.0873 2016-05-13 -0.0777

0.0096

2017 2017-05-05 -0.0542 2017-05-12 -0.0466

0.0076

2018 2018-05-07 0.0012 2018-05-11 0.0027

0.0015

2019 2019-05-06 -0.0316 2019-05-13 -0.0284

0.0032

2020 2020-05-05 -0.1509 2020-05-13 -0.1475

0.0034