Backtest Result of Coffee (KC)


Entry Date: 2023-09-17
Exit Date: 2023-11-04
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 2.2 2005-11-04 1.65

-0.55

2006 2006-09-18 2.35 2006-11-03 2.6

0.25

2007 2007-09-17 1.85 2007-11-02 2.55

0.7

2008 2008-09-17 2.55 2008-11-04 2.95

0.4

2009 2009-09-17 1.85 2009-11-04 1.9

0.05

2010 2010-09-17 -1.05 2010-11-04 0.3

1.35

2011 2011-09-19 1.3 2011-11-04 2.15

0.85

2012 2012-09-17 2.7 2012-11-02 2.9

0.2

2013 2013-09-17 1.95 2013-11-04 2.2

0.25

2014 2014-09-17 2.4 2014-11-04 2.4

0.0

2015 2015-09-17 2.25 2015-11-04 2.05

-0.2

2016 2016-09-19 1.8 2016-11-04 2.1

0.3

2017 2017-09-18 2.3 2017-11-03 2.3

0.0

2018 2018-09-17 2.45 2018-11-02 2.6

0.15

2019 2019-09-17 2.35 2019-11-04 2.25

-0.1

2020 2020-09-17 1.4 2020-11-04 1.7

0.3