Fractiz
Preset
Long Spread Only
Only takes long-the-spread setups (long CL, short NG when the ratio is depressed). Useful when you believe gas spikes are temporary.
Family: CL / NG Energy Pair
Parameters
- Lookback (days)
- 60
- Entry z-score (absolute)
- 2
- Exit z-score (absolute)
- 0.5
- Side
- Long spread only (long CL, short NG)
- CL contracts per trade
- 1
- NG contracts per trade
- 2
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
Run this backtest →