Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-17
Exit Date: 2023-09-30
Long Contract: 1
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 0.74 2005-09-30 0.85

0.11

2006 2006-09-18 2.08 2006-09-29 2.18

0.1

2007 2007-09-17 0.955 2007-09-28 1.232

0.277

2008 2008-09-17 0.475 2008-09-30 0.582

0.107

2009 2009-09-17 0.908 2009-09-30 1.124

0.216

2010 2010-09-17 0.371 2010-09-30 0.422

0.051

2011 2011-09-19 0.379 2011-09-30 0.457

0.078

2012 2012-09-17 0.402 2012-09-28 0.447

0.045

2013 2013-09-17 0.232 2013-09-30 0.271

0.039

2014 2014-09-17 0.152 2014-09-30 0.131

-0.021

2015 2015-09-17 0.264 2015-09-30 0.307

0.043

2016 2016-09-19 0.317 2016-09-30 0.362

0.045

2017 2017-09-18 0.241 2017-09-29 0.288

0.047

2018 2018-09-17 0.173 2018-09-28 0.161

-0.012

2019 2019-09-17 0.24 2019-09-30 0.292

0.052

2020 2020-09-17 0.652 2020-09-30 0.74

0.088