Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-05
Exit Date: 2024-05-03
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 0.061 2005-05-03 0.1

0.039

2006 2006-04-05 0.328 2006-05-03 0.66

0.332

2007 2007-04-05 0.151 2007-05-03 0.165

0.014

2008 2008-04-07 0.077 2008-05-02 0.088

0.011

2009 2009-04-06 0.191 2009-05-01 0.208

0.017

2010 2010-04-05 0.158 2010-05-03 0.181

0.023

2011 2011-04-05 0.064 2011-05-03 0.055

-0.009

2012 2012-04-05 0.124 2012-05-03 0.137

0.013

2013 2013-04-05 -0.01 2013-05-03 0.015

0.025

2014 2014-04-07 -0.012 2014-05-02 -0.014

-0.002

2015 2015-04-06 0.034 2015-05-01 0.042

0.008

2016 2016-04-05 0.079 2016-05-03 0.124

0.045

2017 2017-04-05 -0.003 2017-05-03 0.001

0.004

2018 2018-04-05 0.005 2018-05-03 -0.006

-0.011

2019 2019-04-05 0.013 2019-05-03 0.031

0.018

2020 2020-04-06 0.098 2020-05-01 0.154

0.056