Backtest Result of Cotton (CT)


Entry Date: 2023-05-15
Exit Date: 2023-06-02
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 1.14 2005-06-02 1.15

0.01

2006 2006-05-15 1.58 2006-06-02 1.68

0.1

2007 2007-05-15 1.55 2007-06-01 2.13

0.58

2008 2008-05-15 3.07 2008-06-02 3.41

0.34

2009 2009-05-15 0.8 2009-06-02 1.59

0.79

2010 2010-05-17 0.21 2010-06-02 0.32

0.11

2011 2011-05-16 -10.78 2011-06-02 -9.19

1.59

2012 2012-05-15 -1.59 2012-06-01 -1.24

0.35

2013 2013-05-15 -0.37 2013-05-31 0.17

0.54

2014 2014-05-15 0.23 2014-06-02 0.83

0.6

2015 2015-05-15 -1.29 2015-06-02 -0.36

0.93

2016 2016-05-16 -0.76 2016-06-02 -0.51

0.25

2017 2017-05-15 -3.71 2017-06-02 -2.12

1.59

2018 2018-05-15 -1.23 2018-06-01 -1.0

0.23

2019 2019-05-15 -0.8 2019-05-31 -0.7

0.1

2020 2020-05-15 0.22 2020-06-02 0.15

-0.07