Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-10-15
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 1.8 2005-10-14 1.85

0.05

2006 2006-09-05 2.25 2006-10-13 2.5

0.25

2007 2007-09-04 2.1 2007-10-15 2.15

0.05

2008 2008-09-02 2.35 2008-10-15 3.1

0.75

2009 2009-09-02 1.95 2009-10-15 1.95

-0.0

2010 2010-09-02 -1.65 2010-10-15 0.3

1.95

2011 2011-09-02 0.3 2011-10-14 1.6

1.3

2012 2012-09-04 2.7 2012-10-15 2.7

0.0

2013 2013-09-03 2.1 2013-10-15 2.25

0.15

2014 2014-09-02 1.85 2014-10-15 1.95

0.1

2015 2015-09-02 2.3 2015-10-15 1.9

-0.4

2016 2016-09-02 1.75 2016-10-14 2.1

0.35

2017 2017-09-04 2.3 2017-10-13 2.4

0.1

2018 2018-09-04 2.3 2018-10-15 2.4

0.1

2019 2019-09-02 2.25 2019-10-15 2.25

0.0

2020 2020-09-02 0.85 2020-10-15 1.5

0.65