Backtest Result of Heating Oil (HO)


Entry Date: 2024-10-17
Exit Date: 2024-10-30
Long Contract: 8
Short Contract: 6



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 0.005 2005-10-28 0.008

0.003

2006 2006-10-17 0.0245 2006-10-30 0.0295

0.005

2007 2007-10-17 -0.009 2007-10-30 -0.0095

-0.0005

2008 2008-10-17 0.0415 2008-10-30 0.0425

0.001

2009 2009-10-19 0.039 2009-10-30 0.0425

0.0035

2010 2010-10-18 0.0239 2010-10-29 0.024

0.0001

2011 2011-10-17 -0.0017 2011-10-28 -0.0015

0.0002

2012 2012-10-17 -0.0171 2012-10-30 -0.0118

0.0053

2013 2013-10-17 -0.0178 2013-10-30 -0.0135

0.0043

2014 2014-10-17 0.0214 2014-10-30 0.0227

0.0013

2015 2015-10-19 0.0306 2015-10-30 0.0316

0.001

2016 2016-10-17 0.0195 2016-10-28 0.0197

0.0002

2017 2017-10-17 -0.0048 2017-10-30 -0.0048

0.0

2018 2018-10-17 0.0094 2018-10-30 0.0114

0.002

2019 2019-10-17 -0.0042 2019-10-30 -0.0024

0.0018

2020 2020-10-19 0.0261 2020-10-30 0.0262

0.0001