Backtest Result of Heating Oil (HO)


Entry Date: 2024-10-17
Exit Date: 2024-10-30
Long Contract: 8
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 -0.033 2005-10-28 -0.023

0.01

2006 2006-10-17 0.0225 2006-10-30 0.0325

0.01

2007 2007-10-17 -0.036 2007-10-30 -0.037

-0.001

2008 2008-10-17 0.052 2008-10-30 0.0535

0.0015

2009 2009-10-19 0.049 2009-10-30 0.0525

0.0035

2010 2010-10-18 0.0259 2010-10-29 0.0254

-0.0005

2011 2011-10-17 -0.0242 2011-10-28 -0.0226

0.0016

2012 2012-10-17 -0.0389 2012-10-30 -0.029

0.0099

2013 2013-10-17 -0.0296 2013-10-30 -0.0241

0.0055

2014 2014-10-17 0.0248 2014-10-30 0.0281

0.0033

2015 2015-10-19 0.0443 2015-10-30 0.0435

-0.0008

2016 2016-10-17 0.0239 2016-10-28 0.0241

0.0002

2017 2017-10-17 -0.0136 2017-10-30 -0.0113

0.0023

2018 2018-10-17 0.0067 2018-10-30 0.0091

0.0024

2019 2019-10-17 -0.014 2019-10-30 -0.0104

0.0036

2020 2020-10-19 0.0379 2020-10-30 0.0387

0.0008