Backtest Result of Coffee (KC)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 7.85 2005-10-25 6.35

-1.5

2006 2006-09-12 8.6 2006-10-25 9.2

0.6

2007 2007-09-12 7.6 2007-10-25 8.75

1.15

2008 2008-09-12 8.75 2008-10-24 10.75

2.0

2009 2009-09-14 6.6 2009-10-23 6.4

-0.2

2010 2010-09-13 -1.2 2010-10-25 -0.75

0.45

2011 2011-09-12 2.85 2011-10-25 5.6

2.75

2012 2012-09-12 9.0 2012-10-25 10.2

1.2

2013 2013-09-12 6.9 2013-10-25 7.8

0.9

2014 2014-09-12 8.15 2014-10-24 8.55

0.4

2015 2015-09-14 7.8 2015-10-23 7.5

-0.3

2016 2016-09-12 6.85 2016-10-25 7.3

0.45

2017 2017-09-12 8.05 2017-10-25 8.55

0.5

2018 2018-09-12 8.2 2018-10-25 8.85

0.65

2019 2019-09-12 8.05 2019-10-25 7.5

-0.55

2020 2020-09-14 3.45 2020-10-23 5.95

2.5