Backtest Result of Coffee (KC)


Entry Date: 2023-09-02
Exit Date: 2023-10-20
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 6.65 2005-10-20 5.9

-0.75

2006 2006-09-05 8.25 2006-10-20 9.1

0.85

2007 2007-09-04 7.65 2007-10-19 8.2

0.55

2008 2008-09-02 8.4 2008-10-20 10.5

2.1

2009 2009-09-02 6.75 2009-10-20 5.85

-0.9

2010 2010-09-02 -2.8 2010-10-20 0.05

2.85

2011 2011-09-02 1.1 2011-10-20 5.45

4.35

2012 2012-09-04 9.0 2012-10-19 10.1

1.1

2013 2013-09-03 7.05 2013-10-18 7.4

0.35

2014 2014-09-02 6.4 2014-10-20 7.75

1.35

2015 2015-09-02 7.9 2015-10-20 7.3

-0.6

2016 2016-09-02 6.35 2016-10-20 7.65

1.3

2017 2017-09-04 8.25 2017-10-20 8.6

0.35

2018 2018-09-04 7.95 2018-10-19 8.65

0.7

2019 2019-09-02 7.85 2019-10-18 7.75

-0.1

2020 2020-09-02 2.15 2020-10-20 6.0

3.85