Backtest Result of Heating Oil (HO)


Entry Date: 2024-04-15
Exit Date: 2024-04-23
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-15 0.0559 2005-04-22 0.0595

0.0036

2006 2006-04-17 0.107 2006-04-21 0.1075

0.0005

2007 2007-04-16 0.0935 2007-04-23 0.098

0.0045

2008 2008-04-15 0.0295 2008-04-23 0.0365

0.007

2009 2009-04-15 0.11 2009-04-23 0.1215

0.0115

2010 2010-04-15 0.103 2010-04-23 0.1056

0.0026

2011 2011-04-15 0.0621 2011-04-21 0.0632

0.0011

2012 2012-04-16 0.0222 2012-04-23 0.0202

-0.002

2013 2013-04-15 0.0055 2013-04-23 0.0179

0.0124

2014 2014-04-15 -0.01 2014-04-23 -0.0122

-0.0022

2015 2015-04-15 0.0575 2015-04-23 0.0614

0.0039

2016 2016-04-15 0.0764 2016-04-22 0.076

-0.0004

2017 2017-04-17 0.04 2017-04-21 0.0399

-0.0001

2018 2018-04-16 -0.0045 2018-04-23 -0.0023

0.0022

2019 2019-04-15 0.0262 2019-04-23 0.0242

-0.002

2020 2020-04-15 0.1018 2020-04-23 0.1204

0.0186