Preset

Long Crack Only

Only takes long-the-crack setups (long HO, short CL when refined product has cheapened relative to crude). This is the classic refinery-margin trade — useful when you believe weak crack readings are temporary.

Family: CL / HO Crack Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2
Exit z-score (absolute): 0.5
Side: Long crack only (long HO, short CL)
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.

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