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Commodities Spread Strategies
All
Crude Oil (WTI)
Natural Gas (NG)
Heating Oil (HO)
Gasoline (RB)
Soybean (S)
Soybean Oil (BO)
Soybean Meal (SM)
Wheat (W)
Corn (C)
Coffee (KC)
Cocoa (CC)
Cotton (CT)
Lean Hogs (HE)
Live Cattle (LC)
Copper (HG)
1
2
3
4
5
6
7
8
9
10
11
12
Get Strategies
Product
Long Contract
Short Contract
Entry Date
Exit Date
Win(%)
Profit Factor
Copper (HG)
5
10
07-24
08-01
93.33%
234187180623268.0
Backtest Detail
Copper (HG)
4
10
07-24
08-01
93.33%
209417382672731.0
Backtest Detail
Copper (HG)
5
11
07-14
08-11
86.67%
233.5
Backtest Detail
Copper (HG)
3
10
07-24
08-01
93.33%
171.0
Backtest Detail
Copper (HG)
5
12
07-24
08-01
86.67%
123.0
Backtest Detail
Corn (C)
3
12
07-19
08-11
86.67%
121.0
Backtest Detail
Corn (C)
3
12
07-19
08-06
86.67%
110.0
Backtest Detail
Copper (HG)
5
10
07-14
08-11
86.67%
107.8
Backtest Detail
Copper (HG)
4
12
07-24
08-01
93.33%
101.0
Backtest Detail
Corn (C)
3
12
07-14
08-26
86.67%
94.0
Backtest Detail
Copper (HG)
5
12
07-14
08-11
86.67%
91.5
Backtest Detail
Copper (HG)
5
10
07-19
08-11
80.0%
82.0
Backtest Detail
Copper (HG)
5
2
07-14
08-11
80.0%
78.0
Backtest Detail
Copper (HG)
5
1
07-14
08-11
80.0%
76.75
Backtest Detail
Copper (HG)
4
11
07-14
08-11
80.0%
76.0
Backtest Detail
Corn (C)
3
12
07-29
08-11
80.0%
75.0
Backtest Detail
Corn (C)
12
9
07-19
07-27
80.0%
72.0
Backtest Detail
Copper (HG)
5
11
07-19
08-11
80.0%
70.6667
Backtest Detail
Copper (HG)
4
11
07-19
08-11
73.33%
70.2
Backtest Detail
Copper (HG)
4
10
07-19
08-11
73.33%
70.0
Backtest Detail
Copper (HG)
5
11
07-09
08-11
73.33%
68.0
Backtest Detail
Copper (HG)
5
2
07-19
08-11
86.67%
66.0
Backtest Detail
Copper (HG)
4
2
07-19
08-11
80.0%
62.5
Backtest Detail
Copper (HG)
1
11
07-14
08-11
80.0%
55.0
Backtest Detail
Copper (HG)
3
1
07-24
08-01
80.0%
55.0
Backtest Detail
Corn (C)
3
12
07-19
08-16
80.0%
54.5
Backtest Detail
Copper (HG)
1
10
07-14
08-06
80.0%
54.5
Backtest Detail
Copper (HG)
4
2
07-09
08-11
93.33%
54.0
Backtest Detail
Copper (HG)
5
3
07-24
08-06
80.0%
52.5
Backtest Detail
Corn (C)
3
12
07-14
08-11
86.67%
52.0
Backtest Detail
Copper (HG)
5
12
07-19
08-11
80.0%
52.0
Backtest Detail
Copper (HG)
5
10
07-09
08-11
73.33%
51.8182
Backtest Detail
Copper (HG)
4
10
07-14
08-11
80.0%
50.3333
Backtest Detail
Copper (HG)
1
11
07-24
08-01
80.0%
49.0
Backtest Detail
Copper (HG)
4
11
07-09
08-11
80.0%
48.75
Backtest Detail
Copper (HG)
4
2
07-14
08-11
80.0%
48.0
Backtest Detail
Copper (HG)
1
12
07-24
08-06
73.33%
48.0
Backtest Detail
Copper (HG)
4
11
07-04
08-11
80.0%
47.75
Backtest Detail
Copper (HG)
1
11
07-19
08-01
80.0%
47.3333
Backtest Detail
Copper (HG)
1
11
07-14
08-01
93.33%
47.3333
Backtest Detail
Copper (HG)
5
1
07-24
08-01
86.67%
47.0
Backtest Detail
Copper (HG)
2
11
07-14
08-06
73.33%
46.8
Backtest Detail
Copper (HG)
4
12
07-14
08-11
80.0%
46.3333
Backtest Detail
Copper (HG)
2
10
07-19
08-06
80.0%
45.5
Backtest Detail
Corn (C)
3
12
07-14
08-16
86.67%
45.5
Backtest Detail
Copper (HG)
4
10
07-09
08-11
80.0%
43.9091
Backtest Detail
Copper (HG)
3
11
07-14
08-11
80.0%
43.2857
Backtest Detail
Copper (HG)
5
3
07-14
08-11
80.0%
43.25
Backtest Detail
Copper (HG)
3
10
07-14
08-06
80.0%
42.25
Backtest Detail
Copper (HG)
1
11
07-14
08-06
86.67%
42.0
Backtest Detail
Copper (HG)
5
2
07-09
08-11
93.33%
42.0
Backtest Detail
Copper (HG)
3
11
07-19
08-11
73.33%
41.1429
Backtest Detail
Copper (HG)
3
11
07-04
08-11
73.33%
41.125
Backtest Detail
Copper (HG)
3
11
07-14
08-06
80.0%
41.0
Backtest Detail
Copper (HG)
2
10
07-14
08-06
73.33%
40.8571
Backtest Detail
Copper (HG)
5
1
07-09
08-11
86.67%
40.75
Backtest Detail
Copper (HG)
3
10
07-19
08-06
73.33%
40.25
Backtest Detail
Corn (C)
12
9
07-14
07-27
86.67%
40.0
Backtest Detail
Copper (HG)
4
1
07-09
08-11
80.0%
39.5
Backtest Detail
Copper (HG)
1
10
07-14
08-11
80.0%
39.5
Backtest Detail
Copper (HG)
4
10
07-19
08-06
73.33%
38.2
Backtest Detail
Copper (HG)
2
10
07-24
08-06
86.67%
37.5
Backtest Detail
Copper (HG)
2
11
07-19
08-06
80.0%
37.3333
Backtest Detail
Copper (HG)
4
1
07-14
08-11
73.33%
36.5
Backtest Detail
Corn (C)
5
12
07-14
08-11
86.67%
36.25
Backtest Detail
Copper (HG)
4
1
07-24
08-01
86.67%
36.0
Backtest Detail
Corn (C)
3
12
07-19
08-21
73.33%
35.6667
Backtest Detail
Copper (HG)
1
11
07-04
08-11
86.67%
35.6
Backtest Detail
Copper (HG)
3
11
07-29
08-01
73.33%
35.5
Backtest Detail
Copper (HG)
3
10
07-14
08-11
80.0%
34.1818
Backtest Detail
Copper (HG)
3
11
07-19
08-06
73.33%
34.125
Backtest Detail
Copper (HG)
4
11
07-19
08-06
73.33%
33.3
Backtest Detail
Corn (C)
3
12
07-19
09-05
80.0%
33.0
Backtest Detail
Corn (C)
3
12
07-24
08-11
80.0%
32.0
Backtest Detail
Copper (HG)
4
10
07-14
08-06
86.67%
31.9231
Backtest Detail
Copper (HG)
1
12
07-14
08-16
80.0%
31.6667
Backtest Detail
Corn (C)
3
12
07-14
08-06
86.67%
31.3333
Backtest Detail
Copper (HG)
5
10
07-14
08-06
86.67%
31.25
Backtest Detail
Copper (HG)
3
11
07-09
08-11
80.0%
31.0
Backtest Detail
Copper (HG)
3
10
07-09
08-11
80.0%
31.0
Backtest Detail
Copper (HG)
2
11
07-14
08-01
93.33%
30.5
Backtest Detail
Copper (HG)
4
11
07-14
08-06
80.0%
30.3333
Backtest Detail
Copper (HG)
2
11
07-24
08-06
93.33%
30.3333
Backtest Detail
Copper (HG)
5
10
07-19
08-06
73.33%
30.0667
Backtest Detail
Copper (HG)
5
11
07-14
08-06
80.0%
29.9333
Backtest Detail
Copper (HG)
3
10
07-04
08-11
73.33%
29.7857
Backtest Detail
Copper (HG)
12
10
07-14
08-11
80.0%
29.6667
Backtest Detail
Copper (HG)
5
3
07-09
08-11
86.67%
29.1667
Backtest Detail
Copper (HG)
5
12
07-09
08-11
86.67%
28.9231
Backtest Detail
Copper (HG)
2
11
07-19
08-11
80.0%
28.875
Backtest Detail
Corn (C)
3
12
07-19
08-26
73.33%
28.75
Backtest Detail
Copper (HG)
2
11
07-19
08-01
80.0%
28.6667
Backtest Detail
Copper (HG)
1
12
07-19
08-16
80.0%
28.6667
Backtest Detail
Copper (HG)
3
12
07-14
08-11
86.67%
28.5714
Backtest Detail
Copper (HG)
5
12
07-24
08-06
86.67%
28.3333
Backtest Detail
Copper (HG)
5
11
07-04
08-11
73.33%
28.3125
Backtest Detail
Copper (HG)
2
11
07-29
08-01
73.33%
28.0
Backtest Detail
Copper (HG)
4
1
07-19
08-11
73.33%
27.2857
Backtest Detail
Copper (HG)
12
10
07-04
08-11
73.33%
27.125
Backtest Detail
Copper (HG)
2
11
07-14
08-11
80.0%
27.0
Backtest Detail