Backtest Result of Coffee (KC)


Entry Date: 2023-09-17
Exit Date: 2023-10-30
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 5.85 2005-10-28 5.2

-0.65

2006 2006-09-18 6.1 2006-10-30 6.7

0.6

2007 2007-09-17 5.25 2007-10-30 6.5

1.25

2008 2008-09-17 6.45 2008-10-30 7.9

1.45

2009 2009-09-17 4.75 2009-10-30 4.95

0.2

2010 2010-09-17 0.35 2010-10-29 2.25

1.9

2011 2011-09-19 4.3 2011-10-28 4.85

0.55

2012 2012-09-17 6.65 2012-10-30 7.3

0.65

2013 2013-09-17 5.0 2013-10-30 5.35

0.35

2014 2014-09-17 6.55 2014-10-30 6.85

0.3

2015 2015-09-17 5.65 2015-10-30 5.35

-0.3

2016 2016-09-19 5.0 2016-10-28 5.55

0.55

2017 2017-09-18 5.8 2017-10-30 5.95

0.15

2018 2018-09-17 5.9 2018-10-30 6.35

0.45

2019 2019-09-17 5.95 2019-10-30 5.55

-0.4

2020 2020-09-17 3.05 2020-10-30 4.2

1.15