Backtest Result of Coffee (KC)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 4.1 2005-10-28 3.4

-0.7

2006 2006-09-22 4.55 2006-10-30 5.25

0.7

2007 2007-09-24 3.8 2007-10-30 4.7

0.9

2008 2008-09-22 4.95 2008-10-30 5.75

0.8

2009 2009-09-22 3.4 2009-10-30 3.55

0.15

2010 2010-09-22 -1.5 2010-10-29 -1.55

-0.05

2011 2011-09-22 0.2 2011-10-28 2.0

1.8

2012 2012-09-24 5.5 2012-10-30 5.65

0.15

2013 2013-09-23 4.1 2013-10-30 4.5

0.4

2014 2014-09-22 4.0 2014-10-30 4.6

0.6

2015 2015-09-22 4.25 2015-10-30 4.05

-0.2

2016 2016-09-22 3.4 2016-10-28 3.9

0.5

2017 2017-09-22 4.6 2017-10-30 4.75

0.15

2018 2018-09-24 4.85 2018-10-30 4.95

0.1

2019 2019-09-23 4.4 2019-10-30 4.15

-0.25

2020 2020-09-22 2.9 2020-10-30 3.45

0.55