Backtest Result of Heating Oil (HO)


Entry Date: 2024-10-17
Exit Date: 2024-10-30
Long Contract: 8
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 -0.153 2005-10-28 -0.13

0.023

2006 2006-10-17 -0.0005 2006-10-30 0.03

0.0305

2007 2007-10-17 -0.1285 2007-10-30 -0.127

0.0015

2008 2008-10-17 0.063 2008-10-30 0.06

-0.003

2009 2009-10-19 0.0633 2009-10-30 0.0633

0.0

2010 2010-10-18 0.0172 2010-10-29 0.0169

-0.0003

2011 2011-10-17 -0.1076 2011-10-28 -0.0946

0.013

2012 2012-10-17 -0.0625 2012-10-30 -0.0495

0.013

2013 2013-10-17 -0.0512 2013-10-30 -0.0425

0.0087

2014 2014-10-17 0.0143 2014-10-30 0.0184

0.0041

2015 2015-10-19 0.0532 2015-10-30 0.0535

0.0003

2016 2016-10-17 0.0223 2016-10-28 0.0275

0.0052

2017 2017-10-17 -0.0449 2017-10-30 -0.0344

0.0105

2018 2018-10-17 -0.009 2018-10-30 -0.0073

0.0017

2019 2019-10-17 -0.0521 2019-10-30 -0.0437

0.0084

2020 2020-10-19 0.0575 2020-10-30 0.0569

-0.0006