Backtest Result of Coffee (KC)

Entry Date: 2023-09-02

Exit Date: 2023-09-30

Long Contract: 5

Short Contract: 3

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Year	EntryDate	EntryPrice	ExitDate	ExitPrice	Profit
2005	2005-09-02	1.8	2005-09-30	2.1	0.3
2006	2006-09-05	2.25	2006-09-29	2.3	0.05
2007	2007-09-04	2.1	2007-09-28	2.05	-0.05
2008	2008-09-02	2.35	2008-09-30	2.8	0.45
2009	2009-09-02	1.95	2009-09-30	1.9	-0.05
2010	2010-09-02	-1.65	2010-09-30	-0.25	1.4
2011	2011-09-02	0.3	2011-09-30	1.55	1.25
2012	2012-09-04	2.7	2012-09-28	2.75	0.05
2013	2013-09-03	2.1	2013-09-30	2.2	0.1
2014	2014-09-02	1.85	2014-09-30	2.4	0.55
2015	2015-09-02	2.3	2015-09-30	2.1	-0.2
2016	2016-09-02	1.75	2016-09-30	1.8	0.05
2017	2017-09-04	2.3	2017-09-29	2.35	0.05
2018	2018-09-04	2.3	2018-09-28	2.4	0.1
2019	2019-09-02	2.25	2019-09-30	2.3	0.05
2020	2020-09-02	0.85	2020-09-30	1.4	0.55