Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-10-20
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 3.15 2005-10-20 2.9

-0.25

2006 2006-09-05 3.8 2006-10-20 3.95

0.15

2007 2007-09-04 3.7 2007-10-19 3.95

0.25

2008 2008-09-02 3.75 2008-10-20 4.65

0.9

2009 2009-09-02 2.9 2009-10-20 2.65

-0.25

2010 2010-09-02 -0.05 2010-10-20 1.6

1.65

2011 2011-09-02 2.55 2011-10-20 3.0

0.45

2012 2012-09-04 3.8 2012-10-19 4.5

0.7

2013 2013-09-03 2.95 2013-10-18 3.05

0.1

2014 2014-09-02 3.95 2014-10-20 4.1

0.15

2015 2015-09-02 3.5 2015-10-20 3.35

-0.15

2016 2016-09-02 3.1 2016-10-20 3.5

0.4

2017 2017-09-04 3.6 2017-10-20 3.75

0.15

2018 2018-09-04 3.3 2018-10-19 3.8

0.5

2019 2019-09-02 3.45 2019-10-18 3.4

-0.05

2020 2020-09-02 0.5 2020-10-20 2.9

2.4