Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-05
Exit Date: 2024-05-08
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 0.061 2005-05-06 0.105

0.044

2006 2006-04-05 0.328 2006-05-08 0.75

0.422

2007 2007-04-05 0.151 2007-05-08 0.166

0.015

2008 2008-04-07 0.077 2008-05-08 0.086

0.009

2009 2009-04-06 0.191 2009-05-08 0.196

0.005

2010 2010-04-05 0.158 2010-05-07 0.204

0.046

2011 2011-04-05 0.064 2011-05-06 0.065

0.001

2012 2012-04-05 0.124 2012-05-08 0.141

0.017

2013 2013-04-05 -0.01 2013-05-08 0.024

0.034

2014 2014-04-07 -0.012 2014-05-08 -0.019

-0.007

2015 2015-04-06 0.034 2015-05-08 0.046

0.012

2016 2016-04-05 0.079 2016-05-06 0.122

0.043

2017 2017-04-05 -0.003 2017-05-08 0.011

0.014

2018 2018-04-05 0.005 2018-05-08 -0.008

-0.013

2019 2019-04-05 0.013 2019-05-08 0.027

0.014

2020 2020-04-06 0.098 2020-05-08 0.143

0.045