Backtest Result of Coffee (KC)


Entry Date: 2024-10-17
Exit Date: 2024-11-14
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 1.35 2005-11-14 1.55

0.2

2006 2006-10-17 2.35 2006-11-14 2.5

0.15

2007 2007-10-17 1.95 2007-11-14 2.45

0.5

2008 2008-10-17 2.9 2008-11-14 2.75

-0.15

2009 2009-10-19 1.5 2009-11-13 1.75

0.25

2010 2010-10-18 -1.5 2010-11-12 -1.3

0.2

2011 2011-10-17 1.4 2011-11-14 1.85

0.45

2012 2012-10-17 2.75 2012-11-14 2.9

0.15

2013 2013-10-17 2.2 2013-11-14 2.3

0.1

2014 2014-10-17 1.35 2014-11-14 2.2

0.85

2015 2015-10-19 1.85 2015-11-13 2.1

0.25

2016 2016-10-17 1.95 2016-11-14 2.0

0.05

2017 2017-10-17 2.35 2017-11-14 2.35

0.0

2018 2018-10-17 2.35 2018-11-14 2.7

0.35

2019 2019-10-17 2.1 2019-11-14 2.15

0.05

2020 2020-10-19 1.35 2020-11-13 1.65

0.3