Backtest Result of Coffee (KC)


Entry Date: 2024-09-02
Exit Date: 2024-10-10
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 3.15 2005-10-10 3.2

0.05

2006 2006-09-05 3.8 2006-10-10 3.95

0.15

2007 2007-09-04 3.7 2007-10-10 3.75

0.05

2008 2008-09-02 3.75 2008-10-10 4.85

1.1

2009 2009-09-02 2.9 2009-10-09 2.7

-0.2

2010 2010-09-02 -0.05 2010-10-08 1.7

1.75

2011 2011-09-02 2.55 2011-10-10 3.3

0.75

2012 2012-09-04 3.8 2012-10-10 4.4

0.6

2013 2013-09-03 2.95 2013-10-10 3.15

0.2

2014 2014-09-02 3.95 2014-10-10 3.8

-0.15

2015 2015-09-02 3.5 2015-10-09 3.3

-0.2

2016 2016-09-02 3.1 2016-10-10 3.4

0.3

2017 2017-09-04 3.6 2017-10-10 3.7

0.1

2018 2018-09-04 3.3 2018-10-10 3.6

0.3

2019 2019-09-02 3.45 2019-10-10 3.65

0.2

2020 2020-09-02 0.5 2020-10-09 2.25

1.75