Backtest Result of Coffee (KC)


Entry Date: 2024-09-07
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 2.0 2005-10-25 1.75

-0.25

2006 2006-09-07 2.3 2006-10-25 2.65

0.35

2007 2007-09-07 2.2 2007-10-25 2.4

0.2

2008 2008-09-08 2.5 2008-10-24 3.0

0.5

2009 2009-09-08 1.95 2009-10-23 1.8

-0.15

2010 2010-09-07 -1.9 2010-10-25 -0.1

1.8

2011 2011-09-07 0.7 2011-10-25 1.55

0.85

2012 2012-09-07 2.65 2012-10-25 2.9

0.25

2013 2013-09-09 2.1 2013-10-25 2.3

0.2

2014 2014-09-08 2.25 2014-10-24 2.35

0.1

2015 2015-09-08 2.25 2015-10-23 2.2

-0.05

2016 2016-09-07 1.8 2016-10-25 2.1

0.3

2017 2017-09-07 2.3 2017-10-25 2.5

0.2

2018 2018-09-07 2.4 2018-10-25 2.55

0.15

2019 2019-09-09 2.25 2019-10-25 2.1

-0.15

2020 2020-09-07 0.85 2020-10-23 1.65

0.8