Fractiz
Preset
Wide Z=2.5 Both Sides
Only trade extreme dislocations beyond 2.5 stdev. Very rare in the post-2020 regime; expect a handful of trades over multi-year windows.
Family: CL / NG Energy Pair
Parameters
- Lookback (days)
- 60
- Entry z-score (absolute)
- 2.5
- Exit z-score (absolute)
- 0.5
- Side
- Both sides
- 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.
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