Backtest Result of Natural Gas (NG)


Entry Date: 2024-04-15
Exit Date: 2024-05-08
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-15 0.437 2005-05-06 0.495

0.058

2006 2006-04-17 1.395 2006-05-08 1.81

0.415

2007 2007-04-16 0.763 2007-05-08 0.805

0.042

2008 2008-04-15 0.298 2008-05-08 0.311

0.013

2009 2009-04-15 0.748 2009-05-08 0.787

0.039

2010 2010-04-15 0.46 2010-05-07 0.556

0.096

2011 2011-04-15 0.217 2011-05-06 0.205

-0.012

2012 2012-04-16 0.363 2012-05-08 0.367

0.004

2013 2013-04-15 0.072 2013-05-08 0.106

0.034

2014 2014-04-15 0.051 2014-05-08 0.046

-0.005

2015 2015-04-15 0.123 2015-05-08 0.137

0.014

2016 2016-04-15 0.276 2016-05-06 0.303

0.027

2017 2017-04-17 0.072 2017-05-08 0.076

0.004

2018 2018-04-16 0.059 2018-05-08 0.045

-0.014

2019 2019-04-15 0.104 2019-05-08 0.105

0.001

2020 2020-04-15 0.324 2020-05-08 0.337

0.013