Backtest Result of Coffee (KC)


Entry Date: 2023-09-07
Exit Date: 2023-10-15
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 3.6 2005-10-14 3.0

-0.6

2006 2006-09-07 3.85 2006-10-13 3.95

0.1

2007 2007-09-07 3.85 2007-10-15 3.9

0.05

2008 2008-09-08 3.8 2008-10-15 4.9

1.1

2009 2009-09-08 2.95 2009-10-15 2.8

-0.15

2010 2010-09-07 0.4 2010-10-15 1.85

1.45

2011 2011-09-07 2.85 2011-10-14 3.2

0.35

2012 2012-09-07 3.5 2012-10-15 4.5

1.0

2013 2013-09-09 3.05 2013-10-15 3.15

0.1

2014 2014-09-08 4.05 2014-10-15 3.9

-0.15

2015 2015-09-08 3.45 2015-10-15 3.4

-0.05

2016 2016-09-07 3.2 2016-10-14 3.4

0.2

2017 2017-09-07 3.5 2017-10-13 3.75

0.25

2018 2018-09-07 3.35 2018-10-15 3.6

0.25

2019 2019-09-09 3.4 2019-10-15 3.5

0.1

2020 2020-09-07 0.55 2020-10-15 2.6

2.05