Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-20
Exit Date: 2024-05-08
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 0.08 2005-05-06 0.105

0.025

2006 2006-04-20 0.4 2006-05-08 0.75

0.35

2007 2007-04-20 0.158 2007-05-08 0.166

0.008

2008 2008-04-21 0.086 2008-05-08 0.086

0.0

2009 2009-04-20 0.207 2009-05-08 0.196

-0.011

2010 2010-04-20 0.167 2010-05-07 0.204

0.037

2011 2011-04-20 0.055 2011-05-06 0.065

0.01

2012 2012-04-20 0.121 2012-05-08 0.141

0.02

2013 2013-04-22 -0.014 2013-05-08 0.024

0.038

2014 2014-04-21 -0.016 2014-05-08 -0.019

-0.003

2015 2015-04-20 0.04 2015-05-08 0.046

0.006

2016 2016-04-20 0.087 2016-05-06 0.122

0.035

2017 2017-04-20 0.006 2017-05-08 0.011

0.005

2018 2018-04-20 -0.004 2018-05-08 -0.008

-0.004

2019 2019-04-22 0.022 2019-05-08 0.027

0.005

2020 2020-04-20 0.102 2020-05-08 0.143

0.041