Backtest Result of Coffee (KC)


Entry Date: 2024-09-27
Exit Date: 2024-11-09
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-27 4.3 2005-11-09 3.15

-1.15

2006 2006-09-27 4.5 2006-11-09 5.0

0.5

2007 2007-09-27 3.95 2007-11-09 5.0

1.05

2008 2008-09-29 5.3 2008-11-07 5.8

0.5

2009 2009-09-28 3.65 2009-11-09 3.35

-0.3

2010 2010-09-27 -1.25 2010-11-09 -0.9

0.35

2011 2011-09-27 1.05 2011-11-09 3.45

2.4

2012 2012-09-27 5.35 2012-11-09 5.7

0.35

2013 2013-09-27 4.3 2013-11-08 4.55

0.25

2014 2014-09-29 3.85 2014-11-07 4.65

0.8

2015 2015-09-28 4.15 2015-11-09 4.3

0.15

2016 2016-09-27 3.55 2016-11-09 4.25

0.7

2017 2017-09-27 4.55 2017-11-09 4.55

-0.0

2018 2018-09-27 4.75 2018-11-09 5.65

0.9

2019 2019-09-27 4.35 2019-11-08 4.55

0.2

2020 2020-09-28 2.85 2020-11-09 3.45

0.6