Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-05
Exit Date: 2024-05-08
Long Contract: 11
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 0.449 2005-05-06 0.615

0.166

2006 2006-04-05 1.649 2006-05-08 2.385

0.736

2007 2007-04-05 0.945 2007-05-08 0.986

0.041

2008 2008-04-07 0.384 2008-05-08 0.406

0.022

2009 2009-04-06 0.892 2009-05-08 0.961

0.069

2010 2010-04-05 0.592 2010-05-07 0.73

0.138

2011 2011-04-05 0.294 2011-05-06 0.272

-0.022

2012 2012-04-05 0.47 2012-05-08 0.477

0.007

2013 2013-04-05 0.068 2013-05-08 0.135

0.067

2014 2014-04-07 0.033 2014-05-08 0.016

-0.017

2015 2015-04-06 0.171 2015-05-08 0.164

-0.007

2016 2016-04-05 0.317 2016-05-06 0.426

0.109

2017 2017-04-05 0.068 2017-05-08 0.098

0.03

2018 2018-04-05 0.074 2018-05-08 0.037

-0.037

2019 2019-04-05 0.101 2019-05-08 0.122

0.021

2020 2020-04-06 0.394 2020-05-08 0.467

0.073