Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-20
Exit Date: 2024-05-03
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 0.08 2005-05-03 0.1

0.02

2006 2006-04-20 0.4 2006-05-03 0.66

0.26

2007 2007-04-20 0.158 2007-05-03 0.165

0.007

2008 2008-04-21 0.086 2008-05-02 0.088

0.002

2009 2009-04-20 0.207 2009-05-01 0.208

0.001

2010 2010-04-20 0.167 2010-05-03 0.181

0.014

2011 2011-04-20 0.055 2011-05-03 0.055

0.0

2012 2012-04-20 0.121 2012-05-03 0.137

0.016

2013 2013-04-22 -0.014 2013-05-03 0.015

0.029

2014 2014-04-21 -0.016 2014-05-02 -0.014

0.002

2015 2015-04-20 0.04 2015-05-01 0.042

0.002

2016 2016-04-20 0.087 2016-05-03 0.124

0.037

2017 2017-04-20 0.006 2017-05-03 0.001

-0.005

2018 2018-04-20 -0.004 2018-05-03 -0.006

-0.002

2019 2019-04-22 0.022 2019-05-03 0.031

0.009

2020 2020-04-20 0.102 2020-05-01 0.154

0.052