Backtest Result of Coffee (KC)


Entry Date: 2024-09-22
Exit Date: 2024-11-09
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 2.05 2005-11-09 1.65

-0.4

2006 2006-09-22 2.35 2006-11-09 2.6

0.25

2007 2007-09-24 1.95 2007-11-09 2.55

0.6

2008 2008-09-22 2.55 2008-11-07 3.0

0.45

2009 2009-09-22 1.8 2009-11-09 1.85

0.05

2010 2010-09-22 -0.55 2010-11-09 0.85

1.4

2011 2011-09-22 1.2 2011-11-09 1.8

0.6

2012 2012-09-24 2.8 2012-11-09 2.85

0.05

2013 2013-09-23 2.1 2013-11-08 2.25

0.15

2014 2014-09-22 2.45 2014-11-07 2.5

0.05

2015 2015-09-22 2.25 2015-11-09 2.25

0.0

2016 2016-09-22 1.8 2016-11-09 2.3

0.5

2017 2017-09-22 2.35 2017-11-09 2.2

-0.15

2018 2018-09-24 2.45 2018-11-09 2.9

0.45

2019 2019-09-23 2.3 2019-11-08 2.35

0.05

2020 2020-09-22 1.5 2020-11-09 1.8

0.3