Backtest Result of Coffee (KC)


Entry Date: 2024-09-17
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 7.85 2005-10-28 6.75

-1.1

2006 2006-09-18 8.35 2006-10-30 9.3

0.95

2007 2007-09-17 7.05 2007-10-30 8.8

1.75

2008 2008-09-17 8.75 2008-10-30 10.65

1.9

2009 2009-09-17 6.5 2009-10-30 6.6

0.1

2010 2010-09-17 -0.8 2010-10-29 0.35

1.15

2011 2011-09-19 3.0 2011-10-28 5.4

2.4

2012 2012-09-17 9.2 2012-10-30 10.15

0.95

2013 2013-09-17 7.05 2013-10-30 7.6

0.55

2014 2014-09-17 8.1 2014-10-30 9.0

0.9

2015 2015-09-17 7.55 2015-10-30 7.35

-0.2

2016 2016-09-19 6.7 2016-10-28 7.35

0.65

2017 2017-09-18 7.95 2017-10-30 8.3

0.35

2018 2018-09-17 8.3 2018-10-30 8.8

0.5

2019 2019-09-17 8.05 2019-10-30 7.6

-0.45

2020 2020-09-17 4.4 2020-10-30 5.9

1.5