Fractiz
Preset
Tight Z=1.5 Both Sides
Earlier entry at 1.5 stdev. Fires more often than the classic preset; expect lower win rate per trade and more whipsaw around the rolling mean.
Family: CL / HO Crack Spread
Parameters
- Lookback (days)
- 60
- Entry z-score (absolute)
- 1.5
- Exit z-score (absolute)
- 0.5
- Side
- Both sides
- HO contracts per trade
- 1
- CL contracts per trade
- 1
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →