Preset
Wide Z=2.5 Both Sides
Only trade extreme dislocations beyond 2.5 stdev. Very rare; aims for cleaner setups when the ratio reaches an exhaustion point.
Family: Copper/Gold Pair Spread
Parameters
- Lookback (days)
- 60
- Entry z-score (absolute)
- 2.5
- Exit z-score (absolute)
- 0.5
- Side
- Both sides
- Copper contracts per trade
- 4
- Gold 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 →