Backtest Result of Copper (HG)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 11
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 -0.051 2005-05-27 -0.112

-0.061

2006 2006-05-15 -0.121 2006-05-26 -0.125

-0.004

2007 2007-05-15 -0.0575 2007-05-25 -0.038

0.0195

2008 2008-05-15 -0.0255 2008-05-28 -0.016

0.0095

2009 2009-05-15 0.01 2009-05-28 0.0115

0.0015

2010 2010-05-17 0.033 2010-05-28 0.0335

0.0005

2011 2011-05-16 0.034 2011-05-27 0.0325

-0.0015

2012 2012-05-15 0.012 2012-05-25 0.0155

0.0035

2013 2013-05-15 0.021 2013-05-28 0.0265

0.0055

2014 2014-05-15 -0.0215 2014-05-28 -0.0175

0.004

2015 2015-05-15 0.0025 2015-05-28 0.0115

0.009

2016 2016-05-16 0.012 2016-05-27 0.0135

0.0015

2017 2017-05-15 0.0245 2017-05-26 0.0255

0.001

2018 2018-05-15 0.0405 2018-05-25 0.04

-0.0005

2019 2019-05-15 0.008 2019-05-28 0.011

0.003

2020 2020-05-15 0.0215 2020-05-28 0.025

0.0035