Backtesting ATMF Options vs Forwards

Consider the following situation :
- EURO nominated company
- Expects a USD receivable in 6 months

Consider the following 2 options :
-hedging via 6M forward contracts (selling the USD and buying the EURO in 6 months)
-hedging via an ATMF option contract (strike equals the 6 months forward price)

I want to perform a backtesting of these 2 strategies for a period of 1 year, let's say 2015.

Could somebody help me/explain me how I should start this analysis ?

Thanks a lot in advance for your advice.