Backtest Result of Coffee (KC)


Entry Date: 2023-09-27
Exit Date: 2023-10-30
Long Contract: 7
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-27 7.85 2005-10-28 6.75

-1.1

2006 2006-09-27 8.35 2006-10-30 9.3

0.95

2007 2007-09-27 7.7 2007-10-30 8.8

1.1

2008 2008-09-29 9.65 2008-10-30 10.65

1.0

2009 2009-09-28 6.6 2009-10-30 6.6

0.0

2010 2010-09-27 0.35 2010-10-29 0.35

0.0

2011 2011-09-27 4.15 2011-10-28 5.4

1.25

2012 2012-09-27 9.3 2012-10-30 10.15

0.85

2013 2013-09-27 7.45 2013-10-30 7.6

0.15

2014 2014-09-29 8.0 2014-10-30 9.0

1.0

2015 2015-09-28 7.45 2015-10-30 7.35

-0.1

2016 2016-09-27 6.85 2016-10-28 7.35

0.5

2017 2017-09-27 8.15 2017-10-30 8.3

0.15

2018 2018-09-27 8.1 2018-10-30 8.8

0.7

2019 2019-09-27 7.9 2019-10-30 7.6

-0.3

2020 2020-09-28 4.55 2020-10-30 5.9

1.35