Preset

Short Crack Only

Only takes short-the-crack (reverse-crack) setups: short HO, long CL when refined product has richened well above crude. Rarer setup; tends to coincide with refinery outages or distillate squeezes.

Family: CL / HO Crack Spread

Parameters

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