Backtest Result of Coffee (KC)


Entry Date: 2024-10-12
Exit Date: 2024-11-14
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-12 1.7 2005-11-14 1.55

-0.15

2006 2006-10-12 2.3 2006-11-14 2.5

0.2

2007 2007-10-12 1.55 2007-11-14 2.45

0.9

2008 2008-10-13 2.8 2008-11-14 2.75

-0.05

2009 2009-10-12 1.65 2009-11-13 1.75

0.1

2010 2010-10-12 -1.2 2010-11-12 -1.3

-0.1

2011 2011-10-12 1.45 2011-11-14 1.85

0.4

2012 2012-10-12 2.75 2012-11-14 2.9

0.15

2013 2013-10-14 2.2 2013-11-14 2.3

0.1

2014 2014-10-13 1.25 2014-11-14 2.2

0.95

2015 2015-10-12 1.65 2015-11-13 2.1

0.45

2016 2016-10-12 1.85 2016-11-14 2.0

0.15

2017 2017-10-12 2.35 2017-11-14 2.35

0.0

2018 2018-10-12 2.35 2018-11-14 2.7

0.35

2019 2019-10-14 2.2 2019-11-14 2.15

-0.05

2020 2020-10-12 1.45 2020-11-13 1.65

0.2