Preset

Long Copper-Gold Spread Only

Only takes long-the-spread setups (long HG, short GC when the ratio is depressed). A directional tilt for periods where gold has run hard against copper and you expect copper to catch up.

Family: Copper/Gold Pair Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2
Exit z-score (absolute): 0.5
Side: Long spread only (long HG, short GC)
Copper contracts per trade: 4
Gold 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.

Run this backtest →