Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-15
Exit Date: 2024-05-08
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-15 0.084 2005-05-06 0.105

0.021

2006 2006-04-17 0.37 2006-05-08 0.75

0.38

2007 2007-04-16 0.142 2007-05-08 0.166

0.024

2008 2008-04-15 0.065 2008-05-08 0.086

0.021

2009 2009-04-15 0.2 2009-05-08 0.196

-0.004

2010 2010-04-15 0.148 2010-05-07 0.204

0.056

2011 2011-04-15 0.065 2011-05-06 0.065

0.0

2012 2012-04-16 0.127 2012-05-08 0.141

0.014

2013 2013-04-15 -0.003 2013-05-08 0.024

0.027

2014 2014-04-15 -0.012 2014-05-08 -0.019

-0.007

2015 2015-04-15 0.03 2015-05-08 0.046

0.016

2016 2016-04-15 0.101 2016-05-06 0.122

0.021

2017 2017-04-17 0.011 2017-05-08 0.011

0.0

2018 2018-04-16 0.005 2018-05-08 -0.008

-0.013

2019 2019-04-15 0.02 2019-05-08 0.027

0.007

2020 2020-04-15 0.101 2020-05-08 0.143

0.042