Backtest Result of Coffee (KC)


Entry Date: 2023-09-07
Exit Date: 2023-10-25
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 5.6 2005-10-25 4.8

-0.8

2006 2006-09-07 6.15 2006-10-25 6.65

0.5

2007 2007-09-07 6.05 2007-10-25 6.5

0.45

2008 2008-09-08 6.3 2008-10-24 7.9

1.6

2009 2009-09-08 4.9 2009-10-23 4.7

-0.2

2010 2010-09-07 -1.5 2010-10-25 1.6

3.1

2011 2011-09-07 3.55 2011-10-25 4.9

1.35

2012 2012-09-07 6.15 2012-10-25 7.35

1.2

2013 2013-09-09 5.15 2013-10-25 5.5

0.35

2014 2014-09-08 6.3 2014-10-24 6.6

0.3

2015 2015-09-08 5.7 2015-10-23 5.55

-0.15

2016 2016-09-07 5.0 2016-10-25 5.5

0.5

2017 2017-09-07 5.8 2017-10-25 6.2

0.4

2018 2018-09-07 5.75 2018-10-25 6.45

0.7

2019 2019-09-09 5.65 2019-10-25 5.5

-0.15

2020 2020-09-07 1.4 2020-10-23 4.45

3.05