Backtest Result of Heating Oil (HO)


Entry Date: 2024-04-15
Exit Date: 2024-04-23
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-15 0.0665 2005-04-22 0.071

0.0045

2006 2006-04-17 0.1295 2006-04-21 0.13

0.0005

2007 2007-04-16 0.118 2007-04-23 0.1235

0.0055

2008 2008-04-15 0.038 2008-04-23 0.0465

0.0085

2009 2009-04-15 0.1425 2009-04-23 0.153

0.0105

2010 2010-04-15 0.1255 2010-04-23 0.132

0.0065

2011 2011-04-15 0.0774 2011-04-21 0.0808

0.0034

2012 2012-04-16 0.0263 2012-04-23 0.0238

-0.0025

2013 2013-04-15 0.0122 2013-04-23 0.0258

0.0136

2014 2014-04-15 -0.0126 2014-04-23 -0.0141

-0.0015

2015 2015-04-15 0.0748 2015-04-23 0.0776

0.0028

2016 2016-04-15 0.0957 2016-04-22 0.0944

-0.0013

2017 2017-04-17 0.0519 2017-04-21 0.0497

-0.0022

2018 2018-04-16 -0.0038 2018-04-23 -0.0016

0.0022

2019 2019-04-15 0.036 2019-04-23 0.034

-0.002

2020 2020-04-15 0.1452 2020-04-23 0.1666

0.0214