Backtest Result of Copper (HG)


Entry Date: 2023-05-30
Exit Date: 2023-06-12
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-31 -0.044 2005-06-10 -0.063

-0.019

2006 2006-05-30 -0.07 2006-06-12 -0.065

0.005

2007 2007-05-30 -0.0365 2007-06-12 -0.0375

-0.001

2008 2008-05-30 -0.0145 2008-06-12 -0.0125

0.002

2009 2009-06-01 -0.0035 2009-06-12 0.003

0.0065

2010 2010-06-01 0.011 2010-06-11 0.0155

0.0045

2011 2011-05-31 0.01 2011-06-10 0.013

0.003

2012 2012-05-30 0.0035 2012-06-12 0.006

0.0025

2013 2013-05-30 0.01 2013-06-12 0.012

0.002

2014 2014-05-30 -0.007 2014-06-12 -0.0005

0.0065

2015 2015-06-01 0.005 2015-06-12 0.0045

-0.0005

2016 2016-05-31 0.003 2016-06-10 0.0065

0.0035

2017 2017-05-30 0.0095 2017-06-12 0.0095

0.0

2018 2018-05-30 0.016 2018-06-12 0.016

0.0

2019 2019-05-30 0.0005 2019-06-12 -0.001

-0.0015

2020 2020-06-01 0.008 2020-06-12 0.0085

0.0005