Backtest Result of Copper (HG)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 -0.065 2005-05-27 -0.132

-0.067

2006 2006-05-15 -0.155 2006-05-26 -0.165

-0.01

2007 2007-05-15 -0.0795 2007-05-25 -0.0565

0.023

2008 2008-05-15 -0.036 2008-05-28 -0.0235

0.0125

2009 2009-05-15 0.011 2009-05-28 0.013

0.002

2010 2010-05-17 0.0375 2010-05-28 0.0385

0.001

2011 2011-05-16 0.0365 2011-05-27 0.035

-0.0015

2012 2012-05-15 0.0125 2012-05-25 0.016

0.0035

2013 2013-05-15 0.0265 2013-05-28 0.0315

0.005

2014 2014-05-15 -0.026 2014-05-28 -0.0225

0.0035

2015 2015-05-15 0.0005 2015-05-28 0.0125

0.012

2016 2016-05-16 0.0125 2016-05-27 0.0145

0.002

2017 2017-05-15 0.0285 2017-05-26 0.029

0.0005

2018 2018-05-15 0.0475 2018-05-25 0.047

-0.0005

2019 2019-05-15 0.0065 2019-05-28 0.0095

0.003

2020 2020-05-15 0.024 2020-05-28 0.029

0.005