Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-10
Exit Date: 2024-05-03
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 0.069 2005-05-03 0.1

0.031

2006 2006-04-10 0.358 2006-05-03 0.66

0.302

2007 2007-04-10 0.139 2007-05-03 0.165

0.026

2008 2008-04-10 0.064 2008-05-02 0.088

0.024

2009 2009-04-13 0.201 2009-05-01 0.208

0.007

2010 2010-04-12 0.153 2010-05-03 0.181

0.028

2011 2011-04-11 0.064 2011-05-03 0.055

-0.009

2012 2012-04-10 0.129 2012-05-03 0.137

0.008

2013 2013-04-10 -0.012 2013-05-03 0.015

0.027

2014 2014-04-10 -0.02 2014-05-02 -0.014

0.006

2015 2015-04-10 0.036 2015-05-01 0.042

0.006

2016 2016-04-11 0.095 2016-05-03 0.124

0.029

2017 2017-04-10 0.003 2017-05-03 0.001

-0.002

2018 2018-04-10 0.007 2018-05-03 -0.006

-0.013

2019 2019-04-10 0.015 2019-05-03 0.031

0.016

2020 2020-04-13 0.079 2020-05-01 0.154

0.075