Backtest Result of Coffee (KC)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 5
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 5.45 2005-10-28 5.2

-0.25

2006 2006-09-22 6.2 2006-10-30 6.7

0.5

2007 2007-09-24 5.6 2007-10-30 6.5

0.9

2008 2008-09-22 6.5 2008-10-30 7.9

1.4

2009 2009-09-22 4.55 2009-10-30 4.95

0.4

2010 2010-09-22 1.05 2010-10-29 2.25

1.2

2011 2011-09-22 4.25 2011-10-28 4.85

0.6

2012 2012-09-24 6.85 2012-10-30 7.3

0.45

2013 2013-09-23 5.2 2013-10-30 5.35

0.15

2014 2014-09-22 6.6 2014-10-30 6.85

0.25

2015 2015-09-22 5.55 2015-10-30 5.35

-0.2

2016 2016-09-22 5.05 2016-10-28 5.55

0.5

2017 2017-09-22 6.0 2017-10-30 5.95

-0.05

2018 2018-09-24 5.85 2018-10-30 6.35

0.5

2019 2019-09-23 5.8 2019-10-30 5.55

-0.25

2020 2020-09-22 3.3 2020-10-30 4.2

0.9