Backtest Result of Coffee (KC)


Entry Date: 2023-09-22
Exit Date: 2023-11-04
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 4.1 2005-11-04 3.2

-0.9

2006 2006-09-22 4.55 2006-11-03 5.0

0.45

2007 2007-09-24 3.8 2007-11-02 4.95

1.15

2008 2008-09-22 4.95 2008-11-04 5.75

0.8

2009 2009-09-22 3.4 2009-11-04 3.5

0.1

2010 2010-09-22 -1.5 2010-11-04 -1.85

-0.35

2011 2011-09-22 0.2 2011-11-04 3.6

3.4

2012 2012-09-24 5.5 2012-11-02 5.75

0.25

2013 2013-09-23 4.1 2013-11-04 4.5

0.4

2014 2014-09-22 4.0 2014-11-04 4.6

0.6

2015 2015-09-22 4.25 2015-11-04 4.1

-0.15

2016 2016-09-22 3.4 2016-11-04 3.95

0.55

2017 2017-09-22 4.6 2017-11-03 4.6

0.0

2018 2018-09-24 4.85 2018-11-02 5.05

0.2

2019 2019-09-23 4.4 2019-11-04 4.3

-0.1

2020 2020-09-22 2.9 2020-11-04 3.45

0.55