Preset

Classic Z=2 Both Sides

Enter when the HO/CL ratio crosses 2 stdev from a 60-day rolling mean; exit when it returns to 0.5 stdev. Two-sided — takes both long-crack and short-crack setups.

Family: CL / HO Crack Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2
Exit z-score (absolute): 0.5
Side: Both sides
HO contracts per trade: 1
CL contracts per trade: 1

Timeframe

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

Run this backtest →