Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-05
Exit Date: 2024-05-08
Long Contract: 10
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 0.119 2005-05-06 0.175

0.056

2006 2006-04-05 0.494 2006-05-08 1.025

0.531

2007 2007-04-05 0.25 2007-05-08 0.291

0.041

2008 2008-04-07 0.134 2008-05-08 0.156

0.022

2009 2009-04-06 0.299 2009-05-08 0.301

0.002

2010 2010-04-05 0.246 2010-05-07 0.301

0.055

2011 2011-04-05 0.113 2011-05-06 0.11

-0.003

2012 2012-04-05 0.204 2012-05-08 0.203

-0.001

2013 2013-04-05 0.008 2013-05-08 0.051

0.043

2014 2014-04-07 -0.014 2014-05-08 -0.023

-0.009

2015 2015-04-06 0.064 2015-05-08 0.066

0.002

2016 2016-04-05 0.137 2016-05-06 0.202

0.065

2017 2017-04-05 0.021 2017-05-08 0.045

0.024

2018 2018-04-05 0.026 2018-05-08 -0.001

-0.027

2019 2019-04-05 0.039 2019-05-08 0.047

0.008

2020 2020-04-06 0.16 2020-05-08 0.219

0.059