Backtest Result of Coffee (KC)


Entry Date: 2024-09-17
Exit Date: 2024-11-04
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 4.2 2005-11-04 3.2

-1.0

2006 2006-09-18 4.6 2006-11-03 5.0

0.4

2007 2007-09-17 3.65 2007-11-02 4.95

1.3

2008 2008-09-17 4.85 2008-11-04 5.75

0.9

2009 2009-09-17 3.6 2009-11-04 3.5

-0.1

2010 2010-09-17 -2.2 2010-11-04 -1.85

0.35

2011 2011-09-19 0.0 2011-11-04 3.6

3.6

2012 2012-09-17 5.25 2012-11-02 5.75

0.5

2013 2013-09-17 4.0 2013-11-04 4.5

0.5

2014 2014-09-17 3.95 2014-11-04 4.6

0.65

2015 2015-09-17 4.15 2015-11-04 4.1

-0.05

2016 2016-09-19 3.5 2016-11-04 3.95

0.45

2017 2017-09-18 4.45 2017-11-03 4.6

0.15

2018 2018-09-17 4.85 2018-11-02 5.05

0.2

2019 2019-09-17 4.45 2019-11-04 4.3

-0.15

2020 2020-09-17 2.75 2020-11-04 3.45

0.7