Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-10
Exit Date: 2024-05-08
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 0.069 2005-05-06 0.105

0.036

2006 2006-04-10 0.358 2006-05-08 0.75

0.392

2007 2007-04-10 0.139 2007-05-08 0.166

0.027

2008 2008-04-10 0.064 2008-05-08 0.086

0.022

2009 2009-04-13 0.201 2009-05-08 0.196

-0.005

2010 2010-04-12 0.153 2010-05-07 0.204

0.051

2011 2011-04-11 0.064 2011-05-06 0.065

0.001

2012 2012-04-10 0.129 2012-05-08 0.141

0.012

2013 2013-04-10 -0.012 2013-05-08 0.024

0.036

2014 2014-04-10 -0.02 2014-05-08 -0.019

0.001

2015 2015-04-10 0.036 2015-05-08 0.046

0.01

2016 2016-04-11 0.095 2016-05-06 0.122

0.027

2017 2017-04-10 0.003 2017-05-08 0.011

0.008

2018 2018-04-10 0.007 2018-05-08 -0.008

-0.015

2019 2019-04-10 0.015 2019-05-08 0.027

0.012

2020 2020-04-13 0.079 2020-05-08 0.143

0.064