Backtest Result of Copper (HG)


Entry Date: 2023-05-30
Exit Date: 2023-06-12
Long Contract: 3
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-31 -0.1165 2005-06-10 -0.171

-0.0545

2006 2006-05-30 -0.21 2006-06-12 -0.1765

0.0335

2007 2007-05-30 -0.123 2007-06-12 -0.124

-0.001

2008 2008-05-30 -0.04 2008-06-12 -0.037

0.003

2009 2009-06-01 -0.0035 2009-06-12 0.01

0.0135

2010 2010-06-01 0.031 2010-06-11 0.04

0.009

2011 2011-05-31 0.028 2011-06-10 0.0335

0.0055

2012 2012-05-30 0.0155 2012-06-12 0.0205

0.005

2013 2013-05-30 0.033 2013-06-12 0.038

0.005

2014 2014-05-30 -0.0125 2014-06-12 0.005

0.0175

2015 2015-06-01 0.01 2015-06-12 0.0125

0.0025

2016 2016-05-31 0.0125 2016-06-10 0.018

0.0055

2017 2017-05-30 0.0275 2017-06-12 0.026

-0.0015

2018 2018-05-30 0.046 2018-06-12 0.045

-0.001

2019 2019-05-30 0.0125 2019-06-12 0.0085

-0.004

2020 2020-06-01 0.0275 2020-06-12 0.03

0.0025