Backtest Result of Coffee (KC)


Entry Date: 2023-09-12
Exit Date: 2023-10-30
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 3.65 2005-10-28 3.35

-0.3

2006 2006-09-12 3.9 2006-10-30 4.05

0.15

2007 2007-09-12 3.75 2007-10-30 4.1

0.35

2008 2008-09-12 3.9 2008-10-30 4.9

1.0

2009 2009-09-14 2.95 2009-10-30 3.05

0.1

2010 2010-09-13 1.2 2010-10-29 1.9

0.7

2011 2011-09-12 2.95 2011-10-28 3.4

0.45

2012 2012-09-12 3.7 2012-10-30 4.5

0.8

2013 2013-09-12 2.95 2013-10-30 3.1

0.15

2014 2014-09-12 4.05 2014-10-30 4.4

0.35

2015 2015-09-14 3.45 2015-10-30 3.3

-0.15

2016 2016-09-12 3.2 2016-10-28 3.45

0.25

2017 2017-09-12 3.45 2017-10-30 3.55

0.1

2018 2018-09-12 3.4 2018-10-30 3.85

0.45

2019 2019-09-12 3.55 2019-10-30 3.45

-0.1

2020 2020-09-14 1.25 2020-10-30 2.45

1.2