Backtest Result of Coffee (KC)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 4.1 2005-11-09 3.15

-0.95

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

0.45

2007 2007-09-24 3.8 2007-11-09 5.0

1.2

2008 2008-09-22 4.95 2008-11-07 5.8

0.85

2009 2009-09-22 3.4 2009-11-09 3.35

-0.05

2010 2010-09-22 -1.5 2010-11-09 -0.9

0.6

2011 2011-09-22 0.2 2011-11-09 3.45

3.25

2012 2012-09-24 5.5 2012-11-09 5.7

0.2

2013 2013-09-23 4.1 2013-11-08 4.55

0.45

2014 2014-09-22 4.0 2014-11-07 4.65

0.65

2015 2015-09-22 4.25 2015-11-09 4.3

0.05

2016 2016-09-22 3.4 2016-11-09 4.25

0.85

2017 2017-09-22 4.6 2017-11-09 4.55

-0.05

2018 2018-09-24 4.85 2018-11-09 5.65

0.8

2019 2019-09-23 4.4 2019-11-08 4.55

0.15

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

0.55