Backtest Result of Coffee (KC)


Entry Date: 2024-09-12
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 4.2 2005-10-28 3.4

-0.8

2006 2006-09-12 4.7 2006-10-30 5.25

0.55

2007 2007-09-12 3.85 2007-10-30 4.7

0.85

2008 2008-09-12 4.85 2008-10-30 5.75

0.9

2009 2009-09-14 3.65 2009-10-30 3.55

-0.1

2010 2010-09-13 -2.4 2010-10-29 -1.55

0.85

2011 2011-09-12 -0.1 2011-10-28 2.0

2.1

2012 2012-09-12 5.3 2012-10-30 5.65

0.35

2013 2013-09-12 3.95 2013-10-30 4.5

0.55

2014 2014-09-12 4.1 2014-10-30 4.6

0.5

2015 2015-09-14 4.35 2015-10-30 4.05

-0.3

2016 2016-09-12 3.65 2016-10-28 3.9

0.25

2017 2017-09-12 4.6 2017-10-30 4.75

0.15

2018 2018-09-12 4.8 2018-10-30 4.95

0.15

2019 2019-09-12 4.5 2019-10-30 4.15

-0.35

2020 2020-09-14 2.2 2020-10-30 3.45

1.25