Backtest Result of Coffee (KC)


Entry Date: 2023-09-07
Exit Date: 2023-10-25
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 7.6 2005-10-25 6.35

-1.25

2006 2006-09-07 8.35 2006-10-25 9.2

0.85

2007 2007-09-07 8.05 2007-10-25 8.75

0.7

2008 2008-09-08 8.6 2008-10-24 10.75

2.15

2009 2009-09-08 6.75 2009-10-23 6.4

-0.35

2010 2010-09-07 -2.75 2010-10-25 -0.75

2.0

2011 2011-09-07 1.7 2011-10-25 5.6

3.9

2012 2012-09-07 8.7 2012-10-25 10.2

1.5

2013 2013-09-09 7.15 2013-10-25 7.8

0.65

2014 2014-09-08 7.85 2014-10-24 8.55

0.7

2015 2015-09-08 7.8 2015-10-23 7.5

-0.3

2016 2016-09-07 6.65 2016-10-25 7.3

0.65

2017 2017-09-07 8.15 2017-10-25 8.55

0.4

2018 2018-09-07 8.1 2018-10-25 8.85

0.75

2019 2019-09-09 7.75 2019-10-25 7.5

-0.25

2020 2020-09-07 2.2 2020-10-23 5.95

3.75