Backtest Result of Coffee (KC)


Entry Date: 2024-09-02
Exit Date: 2024-10-20
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 4.95 2005-10-20 4.5

-0.45

2006 2006-09-05 6.05 2006-10-20 6.6

0.55

2007 2007-09-04 5.8 2007-10-19 6.2

0.4

2008 2008-09-02 6.1 2008-10-20 7.7

1.6

2009 2009-09-02 4.85 2009-10-20 4.35

-0.5

2010 2010-09-02 -1.7 2010-10-20 1.65

3.35

2011 2011-09-02 2.85 2011-10-20 4.35

1.5

2012 2012-09-04 6.5 2012-10-19 7.4

0.9

2013 2013-09-03 5.05 2013-10-18 5.2

0.15

2014 2014-09-02 5.8 2014-10-20 6.2

0.4

2015 2015-09-02 5.8 2015-10-20 5.4

-0.4

2016 2016-09-02 4.85 2016-10-20 5.75

0.9

2017 2017-09-04 5.9 2017-10-20 6.2

0.3

2018 2018-09-04 5.6 2018-10-19 6.3

0.7

2019 2019-09-02 5.7 2019-10-18 5.65

-0.05

2020 2020-09-02 1.35 2020-10-20 4.55

3.2