Backtest Result of Heating Oil (HO)


Entry Date: 2024-10-17
Exit Date: 2024-10-30
Long Contract: 8
Short Contract: 2



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 -0.184 2005-10-28 -0.1515

0.0325

2006 2006-10-17 0.0 2006-10-30 0.035

0.035

2007 2007-10-17 -0.152 2007-10-30 -0.1485

0.0035

2008 2008-10-17 0.075 2008-10-30 0.0725

-0.0025

2009 2009-10-19 0.0772 2009-10-30 0.077

-0.0002

2010 2010-10-18 0.0182 2010-10-29 0.0211

0.0029

2011 2011-10-17 -0.1324 2011-10-28 -0.118

0.0144

2012 2012-10-17 -0.0891 2012-10-30 -0.0769

0.0122

2013 2013-10-17 -0.0554 2013-10-30 -0.0468

0.0086

2014 2014-10-17 0.0093 2014-10-30 0.012

0.0027

2015 2015-10-19 0.0625 2015-10-30 0.0628

0.0003

2016 2016-10-17 0.0286 2016-10-28 0.0348

0.0062

2017 2017-10-17 -0.0554 2017-10-30 -0.0428

0.0126

2018 2018-10-17 -0.0145 2018-10-30 -0.0156

-0.0011

2019 2019-10-17 -0.071 2019-10-30 -0.061

0.01

2020 2020-10-19 0.0688 2020-10-30 0.0659

-0.0029