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Preset

Short Spread Only

Only takes short-the-spread setups (short CL, long BZ when WTI has richened relative to Brent).

Family: WTI / Brent Spread

Parameters

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

Timeframe

1D

These parameters pre-fill the New Backtest form. You can adjust the contract, date range, and initial capital before submitting.

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