Backtest Result of Heating Oil (HO)


Entry Date: 2024-05-05
Exit Date: 2024-05-13
Long Contract: 7
Short Contract: 2



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.0825 2005-05-13 -0.0939

-0.0114

2006 2006-05-05 -0.181 2006-05-12 -0.1715

0.0095

2007 2007-05-07 -0.178 2007-05-11 -0.1495

0.0285

2008 2008-05-05 -0.0545 2008-05-13 -0.0435

0.011

2009 2009-05-05 -0.2261 2009-05-13 -0.2261

0.0

2010 2010-05-05 -0.1795 2010-05-13 -0.1737

0.0058

2011 2011-05-05 -0.0995 2011-05-13 -0.0899

0.0096

2012 2012-05-07 -0.0372 2012-05-11 -0.0332

0.004

2013 2013-05-06 -0.0308 2013-05-13 -0.0319

-0.0011

2014 2014-05-05 0.0146 2014-05-13 0.0207

0.0061

2015 2015-05-05 -0.0744 2015-05-13 -0.075

-0.0006

2016 2016-05-05 -0.1117 2016-05-13 -0.0983

0.0134

2017 2017-05-05 -0.073 2017-05-12 -0.0601

0.0129

2018 2018-05-07 0.0064 2018-05-11 0.0076

0.0012

2019 2019-05-06 -0.0289 2019-05-13 -0.0262

0.0027

2020 2020-05-05 -0.18 2020-05-13 -0.1809

-0.0009