Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-10-15
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 4.95 2005-10-14 4.85

-0.1

2006 2006-09-05 6.05 2006-10-13 6.45

0.4

2007 2007-09-04 5.8 2007-10-15 6.05

0.25

2008 2008-09-02 6.1 2008-10-15 8.0

1.9

2009 2009-09-02 4.85 2009-10-15 4.75

-0.1

2010 2010-09-02 -1.7 2010-10-15 2.15

3.85

2011 2011-09-02 2.85 2011-10-14 4.8

1.95

2012 2012-09-04 6.5 2012-10-15 7.2

0.7

2013 2013-09-03 5.05 2013-10-15 5.4

0.35

2014 2014-09-02 5.8 2014-10-15 5.85

0.05

2015 2015-09-02 5.8 2015-10-15 5.3

-0.5

2016 2016-09-02 4.85 2016-10-14 5.5

0.65

2017 2017-09-04 5.9 2017-10-13 6.15

0.25

2018 2018-09-04 5.6 2018-10-15 6.0

0.4

2019 2019-09-02 5.7 2019-10-15 5.75

0.05

2020 2020-09-02 1.35 2020-10-15 4.1

2.75