Backtest Result of Coffee (KC)


Entry Date: 2024-09-22
Exit Date: 2024-10-25
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 3.4 2005-10-25 3.05

-0.35

2006 2006-09-22 3.85 2006-10-25 4.0

0.15

2007 2007-09-24 3.65 2007-10-25 4.1

0.45

2008 2008-09-22 3.95 2008-10-24 4.9

0.95

2009 2009-09-22 2.75 2009-10-23 2.9

0.15

2010 2010-09-22 1.6 2010-10-25 1.7

0.1

2011 2011-09-22 3.05 2011-10-25 3.35

0.3

2012 2012-09-24 4.05 2012-10-25 4.45

0.4

2013 2013-09-23 3.1 2013-10-25 3.2

0.1

2014 2014-09-22 4.15 2014-10-24 4.25

0.1

2015 2015-09-22 3.3 2015-10-23 3.35

0.05

2016 2016-09-22 3.25 2016-10-25 3.4

0.15

2017 2017-09-22 3.65 2017-10-25 3.7

0.05

2018 2018-09-24 3.4 2018-10-25 3.9

0.5

2019 2019-09-23 3.5 2019-10-25 3.4

-0.1

2020 2020-09-22 1.8 2020-10-23 2.8

1.0