Backtest Result of Coffee (KC)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 5.8 2005-10-25 4.8

-1.0

2006 2006-09-12 6.3 2006-10-25 6.65

0.35

2007 2007-09-12 5.8 2007-10-25 6.5

0.7

2008 2008-09-12 6.45 2008-10-24 7.9

1.45

2009 2009-09-14 4.9 2009-10-23 4.7

-0.2

2010 2010-09-13 -0.05 2010-10-25 1.6

1.65

2011 2011-09-12 4.15 2011-10-25 4.9

0.75

2012 2012-09-12 6.45 2012-10-25 7.35

0.9

2013 2013-09-12 4.9 2013-10-25 5.5

0.6

2014 2014-09-12 6.45 2014-10-24 6.6

0.15

2015 2015-09-14 5.75 2015-10-23 5.55

-0.2

2016 2016-09-12 5.1 2016-10-25 5.5

0.4

2017 2017-09-12 5.8 2017-10-25 6.2

0.4

2018 2018-09-12 5.8 2018-10-25 6.45

0.65

2019 2019-09-12 5.85 2019-10-25 5.5

-0.35

2020 2020-09-14 2.35 2020-10-23 4.45

2.1