Backtest Result of Coffee (KC)


Entry Date: 2024-09-02
Exit Date: 2024-09-30
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 4.95 2005-09-30 5.45

0.5

2006 2006-09-05 6.05 2006-09-29 6.15

0.1

2007 2007-09-04 5.8 2007-09-28 5.7

-0.1

2008 2008-09-02 6.1 2008-09-30 7.15

1.05

2009 2009-09-02 4.85 2009-09-30 4.8

-0.05

2010 2010-09-02 -1.7 2010-09-30 1.25

2.95

2011 2011-09-02 2.85 2011-09-30 4.7

1.85

2012 2012-09-04 6.5 2012-09-28 6.75

0.25

2013 2013-09-03 5.05 2013-09-30 5.35

0.3

2014 2014-09-02 5.8 2014-09-30 6.5

0.7

2015 2015-09-02 5.8 2015-09-30 5.15

-0.65

2016 2016-09-02 4.85 2016-09-30 5.15

0.3

2017 2017-09-04 5.9 2017-09-29 5.95

0.05

2018 2018-09-04 5.6 2018-09-28 5.8

0.2

2019 2019-09-02 5.7 2019-09-30 5.85

0.15

2020 2020-09-02 1.35 2020-09-30 3.15

1.8