Backtest Result of Heating Oil (HO)


Entry Date: 2023-05-05
Exit Date: 2023-05-13
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.0645 2005-05-13 -0.079

-0.0145

2006 2006-05-05 -0.1585 2006-05-12 -0.148

0.0105

2007 2007-05-07 -0.1695 2007-05-11 -0.1355

0.034

2008 2008-05-05 -0.0245 2008-05-13 -0.0025

0.022

2009 2009-05-05 -0.2426 2009-05-13 -0.2401

0.0025

2010 2010-05-05 -0.1885 2010-05-13 -0.1822

0.0063

2011 2011-05-05 -0.0892 2011-05-13 -0.0804

0.0088

2012 2012-05-07 -0.0304 2012-05-11 -0.026

0.0044

2013 2013-05-06 -0.0253 2013-05-13 -0.0267

-0.0014

2014 2014-05-05 0.0276 2014-05-13 0.0342

0.0066

2015 2015-05-05 -0.0674 2015-05-13 -0.0688

-0.0014

2016 2016-05-05 -0.1135 2016-05-13 -0.0986

0.0149

2017 2017-05-05 -0.0762 2017-05-12 -0.0603

0.0159

2018 2018-05-07 0.0178 2018-05-11 0.0196

0.0018

2019 2019-05-06 -0.0179 2019-05-13 -0.0148

0.0031

2020 2020-05-05 -0.1909 2020-05-13 -0.1931

-0.0022