Backtest Result of Coffee (KC)


Entry Date: 2024-09-17
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 5.85 2005-10-25 4.8

-1.05

2006 2006-09-18 6.1 2006-10-25 6.65

0.55

2007 2007-09-17 5.25 2007-10-25 6.5

1.25

2008 2008-09-17 6.45 2008-10-24 7.9

1.45

2009 2009-09-17 4.75 2009-10-23 4.7

-0.05

2010 2010-09-17 0.35 2010-10-25 1.6

1.25

2011 2011-09-19 4.3 2011-10-25 4.9

0.6

2012 2012-09-17 6.65 2012-10-25 7.35

0.7

2013 2013-09-17 5.0 2013-10-25 5.5

0.5

2014 2014-09-17 6.55 2014-10-24 6.6

0.05

2015 2015-09-17 5.65 2015-10-23 5.55

-0.1

2016 2016-09-19 5.0 2016-10-25 5.5

0.5

2017 2017-09-18 5.8 2017-10-25 6.2

0.4

2018 2018-09-17 5.9 2018-10-25 6.45

0.55

2019 2019-09-17 5.95 2019-10-25 5.5

-0.45

2020 2020-09-17 3.05 2020-10-23 4.45

1.4