Backtest Result of Coffee (KC)


Entry Date: 2023-09-07
Exit Date: 2023-10-25
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 3.6 2005-10-25 3.05

-0.55

2006 2006-09-07 3.85 2006-10-25 4.0

0.15

2007 2007-09-07 3.85 2007-10-25 4.1

0.25

2008 2008-09-08 3.8 2008-10-24 4.9

1.1

2009 2009-09-08 2.95 2009-10-23 2.9

-0.05

2010 2010-09-07 0.4 2010-10-25 1.7

1.3

2011 2011-09-07 2.85 2011-10-25 3.35

0.5

2012 2012-09-07 3.5 2012-10-25 4.45

0.95

2013 2013-09-09 3.05 2013-10-25 3.2

0.15

2014 2014-09-08 4.05 2014-10-24 4.25

0.2

2015 2015-09-08 3.45 2015-10-23 3.35

-0.1

2016 2016-09-07 3.2 2016-10-25 3.4

0.2

2017 2017-09-07 3.5 2017-10-25 3.7

0.2

2018 2018-09-07 3.35 2018-10-25 3.9

0.55

2019 2019-09-09 3.4 2019-10-25 3.4

-0.0

2020 2020-09-07 0.55 2020-10-23 2.8

2.25