Preset

Long Spread Only

Only takes long-the-spread setups (long CL, short BZ when WTI has cheapened relative to Brent). Useful as a tilt when you believe the WTI discount is temporary.

Family: WTI / Brent Spread

Parameters

Lookback (days): 60
Entry z-score (absolute): 2
Exit z-score (absolute): 0.5
Side: Long spread only (long CL, short BZ)
CL contracts per trade: 1
BZ 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.

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