Preset
Long Spread Only
Only takes long-the-spread setups (long ES, short NQ when ES has underperformed). Useful as a tilt against persistent NQ outperformance.
Family: ES/NQ Pair Spread
Parameters
- Lookback (days)
- 60
- Entry z-score (absolute)
- 2
- Exit z-score (absolute)
- 0.5
- Side
- Long spread only (long ES, short NQ)
- ES contracts per trade
- 2
- NQ contracts per trade
- 1
These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.
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