Backtest Result of Coffee (KC)


Entry Date: 2023-09-27
Exit Date: 2023-10-30
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-27 3.55 2005-10-28 3.35

-0.2

2006 2006-09-27 3.85 2006-10-30 4.05

0.2

2007 2007-09-27 3.75 2007-10-30 4.1

0.35

2008 2008-09-29 4.35 2008-10-30 4.9

0.55

2009 2009-09-28 2.95 2009-10-30 3.05

0.1

2010 2010-09-27 1.6 2010-10-29 1.9

0.3

2011 2011-09-27 3.1 2011-10-28 3.4

0.3

2012 2012-09-27 3.95 2012-10-30 4.5

0.55

2013 2013-09-27 3.15 2013-10-30 3.1

-0.05

2014 2014-09-29 4.15 2014-10-30 4.4

0.25

2015 2015-09-28 3.3 2015-10-30 3.3

0.0

2016 2016-09-27 3.3 2016-10-28 3.45

0.15

2017 2017-09-27 3.6 2017-10-30 3.55

-0.05

2018 2018-09-27 3.35 2018-10-30 3.85

0.5

2019 2019-09-27 3.55 2019-10-30 3.45

-0.1

2020 2020-09-28 1.7 2020-10-30 2.45

0.75