Backtest Result of Coffee (KC)


Entry Date: 2024-09-22
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 5.45 2005-10-25 4.8

-0.65

2006 2006-09-22 6.2 2006-10-25 6.65

0.45

2007 2007-09-24 5.6 2007-10-25 6.5

0.9

2008 2008-09-22 6.5 2008-10-24 7.9

1.4

2009 2009-09-22 4.55 2009-10-23 4.7

0.15

2010 2010-09-22 1.05 2010-10-25 1.6

0.55

2011 2011-09-22 4.25 2011-10-25 4.9

0.65

2012 2012-09-24 6.85 2012-10-25 7.35

0.5

2013 2013-09-23 5.2 2013-10-25 5.5

0.3

2014 2014-09-22 6.6 2014-10-24 6.6

0.0

2015 2015-09-22 5.55 2015-10-23 5.55

0.0

2016 2016-09-22 5.05 2016-10-25 5.5

0.45

2017 2017-09-22 6.0 2017-10-25 6.2

0.2

2018 2018-09-24 5.85 2018-10-25 6.45

0.6

2019 2019-09-23 5.8 2019-10-25 5.5

-0.3

2020 2020-09-22 3.3 2020-10-23 4.45

1.15