Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-09-30
Long Contract: 1
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 0.74 2005-09-30 0.85

0.11

2006 2006-09-22 2.01 2006-09-29 2.18

0.17

2007 2007-09-24 1.095 2007-09-28 1.232

0.137

2008 2008-09-22 0.588 2008-09-30 0.582

-0.006

2009 2009-09-22 0.969 2009-09-30 1.124

0.155

2010 2010-09-22 0.394 2010-09-30 0.422

0.028

2011 2011-09-22 0.401 2011-09-30 0.457

0.056

2012 2012-09-24 0.451 2012-09-28 0.447

-0.004

2013 2013-09-23 0.264 2013-09-30 0.271

0.007

2014 2014-09-22 0.16 2014-09-30 0.131

-0.029

2015 2015-09-22 0.266 2015-09-30 0.307

0.041

2016 2016-09-22 0.331 2016-09-30 0.362

0.031

2017 2017-09-22 0.268 2017-09-29 0.288

0.02

2018 2018-09-24 0.15 2018-09-28 0.161

0.011

2019 2019-09-23 0.252 2019-09-30 0.292

0.04

2020 2020-09-22 0.667 2020-09-30 0.74

0.073