Backtest Result of Coffee (KC)


Entry Date: 2023-09-27
Exit Date: 2023-11-14
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-27 2.15 2005-11-14 1.55

-0.6

2006 2006-09-27 2.15 2006-11-14 2.5

0.35

2007 2007-09-27 1.9 2007-11-14 2.45

0.55

2008 2008-09-29 2.55 2008-11-14 2.75

0.2

2009 2009-09-28 1.85 2009-11-13 1.75

-0.1

2010 2010-09-27 -1.05 2010-11-12 -1.3

-0.25

2011 2011-09-27 -0.2 2011-11-14 1.85

2.05

2012 2012-09-27 2.65 2012-11-14 2.9

0.25

2013 2013-09-27 2.15 2013-11-14 2.3

0.15

2014 2014-09-29 1.4 2014-11-14 2.2

0.8

2015 2015-09-28 1.95 2015-11-13 2.1

0.15

2016 2016-09-27 1.7 2016-11-14 2.0

0.3

2017 2017-09-27 2.2 2017-11-14 2.35

0.15

2018 2018-09-27 2.4 2018-11-14 2.7

0.3

2019 2019-09-27 2.1 2019-11-14 2.15

0.05

2020 2020-09-28 1.4 2020-11-13 1.65

0.25