Backtest Result of Coffee (KC)


Entry Date: 2023-09-07
Exit Date: 2023-10-25
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 4.0 2005-10-25 3.3

-0.7

2006 2006-09-07 4.5 2006-10-25 5.2

0.7

2007 2007-09-07 4.2 2007-10-25 4.65

0.45

2008 2008-09-08 4.8 2008-10-24 5.85

1.05

2009 2009-09-08 3.8 2009-10-23 3.5

-0.3

2010 2010-09-07 -3.15 2010-10-25 -2.45

0.7

2011 2011-09-07 -1.15 2011-10-25 2.25

3.4

2012 2012-09-07 5.2 2012-10-25 5.75

0.55

2013 2013-09-09 4.1 2013-10-25 4.6

0.5

2014 2014-09-08 3.8 2014-10-24 4.3

0.5

2015 2015-09-08 4.35 2015-10-23 4.15

-0.2

2016 2016-09-07 3.45 2016-10-25 3.9

0.45

2017 2017-09-07 4.65 2017-10-25 4.85

0.2

2018 2018-09-07 4.75 2018-10-25 4.95

0.2

2019 2019-09-09 4.35 2019-10-25 4.1

-0.25

2020 2020-09-07 1.65 2020-10-23 3.15

1.5