Backtest Result of Coffee (KC)


Entry Date: 2024-09-12
Exit Date: 2024-10-30
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 5.8 2005-10-28 5.2

-0.6

2006 2006-09-12 6.3 2006-10-30 6.7

0.4

2007 2007-09-12 5.8 2007-10-30 6.5

0.7

2008 2008-09-12 6.45 2008-10-30 7.9

1.45

2009 2009-09-14 4.9 2009-10-30 4.95

0.05

2010 2010-09-13 -0.05 2010-10-29 2.25

2.3

2011 2011-09-12 4.15 2011-10-28 4.85

0.7

2012 2012-09-12 6.45 2012-10-30 7.3

0.85

2013 2013-09-12 4.9 2013-10-30 5.35

0.45

2014 2014-09-12 6.45 2014-10-30 6.85

0.4

2015 2015-09-14 5.75 2015-10-30 5.35

-0.4

2016 2016-09-12 5.1 2016-10-28 5.55

0.45

2017 2017-09-12 5.8 2017-10-30 5.95

0.15

2018 2018-09-12 5.8 2018-10-30 6.35

0.55

2019 2019-09-12 5.85 2019-10-30 5.55

-0.3

2020 2020-09-14 2.35 2020-10-30 4.2

1.85