Backtest Result of Coffee (KC)


Entry Date: 2023-09-12
Exit Date: 2023-10-30
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 7.85 2005-10-28 6.75

-1.1

2006 2006-09-12 8.6 2006-10-30 9.3

0.7

2007 2007-09-12 7.6 2007-10-30 8.8

1.2

2008 2008-09-12 8.75 2008-10-30 10.65

1.9

2009 2009-09-14 6.6 2009-10-30 6.6

0.0

2010 2010-09-13 -1.2 2010-10-29 0.35

1.55

2011 2011-09-12 2.85 2011-10-28 5.4

2.55

2012 2012-09-12 9.0 2012-10-30 10.15

1.15

2013 2013-09-12 6.9 2013-10-30 7.6

0.7

2014 2014-09-12 8.15 2014-10-30 9.0

0.85

2015 2015-09-14 7.8 2015-10-30 7.35

-0.45

2016 2016-09-12 6.85 2016-10-28 7.35

0.5

2017 2017-09-12 8.05 2017-10-30 8.3

0.25

2018 2018-09-12 8.2 2018-10-30 8.8

0.6

2019 2019-09-12 8.05 2019-10-30 7.6

-0.45

2020 2020-09-14 3.45 2020-10-30 5.9

2.45