Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-10-15
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 3.15 2005-10-14 3.0

-0.15

2006 2006-09-05 3.8 2006-10-13 3.95

0.15

2007 2007-09-04 3.7 2007-10-15 3.9

0.2

2008 2008-09-02 3.75 2008-10-15 4.9

1.15

2009 2009-09-02 2.9 2009-10-15 2.8

-0.1

2010 2010-09-02 -0.05 2010-10-15 1.85

1.9

2011 2011-09-02 2.55 2011-10-14 3.2

0.65

2012 2012-09-04 3.8 2012-10-15 4.5

0.7

2013 2013-09-03 2.95 2013-10-15 3.15

0.2

2014 2014-09-02 3.95 2014-10-15 3.9

-0.05

2015 2015-09-02 3.5 2015-10-15 3.4

-0.1

2016 2016-09-02 3.1 2016-10-14 3.4

0.3

2017 2017-09-04 3.6 2017-10-13 3.75

0.15

2018 2018-09-04 3.3 2018-10-15 3.6

0.3

2019 2019-09-02 3.45 2019-10-15 3.5

0.05

2020 2020-09-02 0.5 2020-10-15 2.6

2.1