Backtest Result of Coffee (KC)


Entry Date: 2023-09-27
Exit Date: 2023-11-09
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-27 2.15 2005-11-09 1.65

-0.5

2006 2006-09-27 2.35 2006-11-09 2.6

0.25

2007 2007-09-27 2.05 2007-11-09 2.55

0.5

2008 2008-09-29 2.75 2008-11-07 3.0

0.25

2009 2009-09-28 1.8 2009-11-09 1.85

0.05

2010 2010-09-27 -0.2 2010-11-09 0.85

1.05

2011 2011-09-27 1.25 2011-11-09 1.8

0.55

2012 2012-09-27 2.7 2012-11-09 2.85

0.15

2013 2013-09-27 2.15 2013-11-08 2.25

0.1

2014 2014-09-29 2.45 2014-11-07 2.5

0.05

2015 2015-09-28 2.2 2015-11-09 2.25

0.05

2016 2016-09-27 1.85 2016-11-09 2.3

0.45

2017 2017-09-27 2.35 2017-11-09 2.2

-0.15

2018 2018-09-27 2.35 2018-11-09 2.9

0.55

2019 2019-09-27 2.25 2019-11-08 2.35

0.1

2020 2020-09-28 1.45 2020-11-09 1.8

0.35