Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-09-30
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 6.65 2005-09-30 7.35

0.7

2006 2006-09-05 8.25 2006-09-29 8.3

0.05

2007 2007-09-04 7.65 2007-09-28 7.6

-0.05

2008 2008-09-02 8.4 2008-09-30 9.65

1.25

2009 2009-09-02 6.75 2009-09-30 6.65

-0.1

2010 2010-09-02 -2.8 2010-09-30 0.3

3.1

2011 2011-09-02 1.1 2011-09-30 5.1

4.0

2012 2012-09-04 9.0 2012-09-28 9.45

0.45

2013 2013-09-03 7.05 2013-09-30 7.5

0.45

2014 2014-09-02 6.4 2014-09-30 7.9

1.5

2015 2015-09-02 7.9 2015-09-30 6.95

-0.95

2016 2016-09-02 6.35 2016-09-30 6.9

0.55

2017 2017-09-04 8.25 2017-09-29 8.2

-0.05

2018 2018-09-04 7.95 2018-09-28 8.15

0.2

2019 2019-09-02 7.85 2019-09-30 7.95

0.1

2020 2020-09-02 2.15 2020-09-30 4.55

2.4