Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-05
Exit Date: 2024-05-08
Long Contract: 11
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 0.391 2005-05-06 0.545

0.154

2006 2006-04-05 1.483 2006-05-08 2.11

0.627

2007 2007-04-05 0.846 2007-05-08 0.861

0.015

2008 2008-04-07 0.327 2008-05-08 0.336

0.009

2009 2009-04-06 0.784 2009-05-08 0.856

0.072

2010 2010-04-05 0.504 2010-05-07 0.633

0.129

2011 2011-04-05 0.245 2011-05-06 0.227

-0.018

2012 2012-04-05 0.39 2012-05-08 0.415

0.025

2013 2013-04-05 0.05 2013-05-08 0.108

0.058

2014 2014-04-07 0.035 2014-05-08 0.02

-0.015

2015 2015-04-06 0.141 2015-05-08 0.144

0.003

2016 2016-04-05 0.259 2016-05-06 0.346

0.087

2017 2017-04-05 0.044 2017-05-08 0.064

0.02

2018 2018-04-05 0.053 2018-05-08 0.03

-0.023

2019 2019-04-05 0.075 2019-05-08 0.102

0.027

2020 2020-04-06 0.332 2020-05-08 0.391

0.059