Backtest Result of Coffee (KC)


Entry Date: 2024-09-17
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 4.2 2005-10-28 3.4

-0.8

2006 2006-09-18 4.6 2006-10-30 5.25

0.65

2007 2007-09-17 3.65 2007-10-30 4.7

1.05

2008 2008-09-17 4.85 2008-10-30 5.75

0.9

2009 2009-09-17 3.6 2009-10-30 3.55

-0.05

2010 2010-09-17 -2.2 2010-10-29 -1.55

0.65

2011 2011-09-19 0.0 2011-10-28 2.0

2.0

2012 2012-09-17 5.25 2012-10-30 5.65

0.4

2013 2013-09-17 4.0 2013-10-30 4.5

0.5

2014 2014-09-17 3.95 2014-10-30 4.6

0.65

2015 2015-09-17 4.15 2015-10-30 4.05

-0.1

2016 2016-09-19 3.5 2016-10-28 3.9

0.4

2017 2017-09-18 4.45 2017-10-30 4.75

0.3

2018 2018-09-17 4.85 2018-10-30 4.95

0.1

2019 2019-09-17 4.45 2019-10-30 4.15

-0.3

2020 2020-09-17 2.75 2020-10-30 3.45

0.7