Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-15
Exit Date: 2024-05-08
Long Contract: 11
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-15 0.474 2005-05-06 0.545

0.071

2006 2006-04-17 1.57 2006-05-08 2.11

0.54

2007 2007-04-16 0.807 2007-05-08 0.861

0.054

2008 2008-04-15 0.315 2008-05-08 0.336

0.021

2009 2009-04-15 0.82 2009-05-08 0.856

0.036

2010 2010-04-15 0.503 2010-05-07 0.633

0.13

2011 2011-04-15 0.235 2011-05-06 0.227

-0.008

2012 2012-04-16 0.404 2012-05-08 0.415

0.011

2013 2013-04-15 0.062 2013-05-08 0.108

0.046

2014 2014-04-15 0.029 2014-05-08 0.02

-0.009

2015 2015-04-15 0.127 2015-05-08 0.144

0.017

2016 2016-04-15 0.314 2016-05-06 0.346

0.032

2017 2017-04-17 0.065 2017-05-08 0.064

-0.001

2018 2018-04-16 0.05 2018-05-08 0.03

-0.02

2019 2019-04-15 0.098 2019-05-08 0.102

0.004

2020 2020-04-15 0.355 2020-05-08 0.391

0.036