Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-10-15
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 6.65 2005-10-14 6.5

-0.15

2006 2006-09-05 8.25 2006-10-13 8.75

0.5

2007 2007-09-04 7.65 2007-10-15 7.9

0.25

2008 2008-09-02 8.4 2008-10-15 10.8

2.4

2009 2009-09-02 6.75 2009-10-15 6.35

-0.4

2010 2010-09-02 -2.8 2010-10-15 0.5

3.3

2011 2011-09-02 1.1 2011-10-14 6.1

5.0

2012 2012-09-04 9.0 2012-10-15 9.9

0.9

2013 2013-09-03 7.05 2013-10-15 7.65

0.6

2014 2014-09-02 6.4 2014-10-15 7.0

0.6

2015 2015-09-02 7.9 2015-10-15 7.05

-0.85

2016 2016-09-02 6.35 2016-10-14 7.4

1.05

2017 2017-09-04 8.25 2017-10-13 8.5

0.25

2018 2018-09-04 7.95 2018-10-15 8.35

0.4

2019 2019-09-02 7.85 2019-10-15 7.9

0.05

2020 2020-09-02 2.15 2020-10-15 5.4

3.25