Backtest Result of Coffee (KC)


Entry Date: 2024-09-22
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 7.5 2005-10-28 6.75

-0.75

2006 2006-09-22 8.4 2006-10-30 9.3

0.9

2007 2007-09-24 7.45 2007-10-30 8.8

1.35

2008 2008-09-22 8.9 2008-10-30 10.65

1.75

2009 2009-09-22 6.15 2009-10-30 6.6

0.45

2010 2010-09-22 0.1 2010-10-29 0.35

0.25

2011 2011-09-22 3.25 2011-10-28 5.4

2.15

2012 2012-09-24 9.55 2012-10-30 10.15

0.6

2013 2013-09-23 7.2 2013-10-30 7.6

0.4

2014 2014-09-22 8.15 2014-10-30 9.0

0.85

2015 2015-09-22 7.55 2015-10-30 7.35

-0.2

2016 2016-09-22 6.65 2016-10-28 7.35

0.7

2017 2017-09-22 8.25 2017-10-30 8.3

0.05

2018 2018-09-24 8.25 2018-10-30 8.8

0.55

2019 2019-09-23 7.9 2019-10-30 7.6

-0.3

2020 2020-09-22 4.7 2020-10-30 5.9

1.2