Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-02
Exit Date: 2024-10-10
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-02 0.25 2005-10-10 0.42

0.17

2006 2006-09-04 0.682 2006-10-10 0.58

-0.102

2007 2007-09-03 0.35 2007-10-10 0.369

0.019

2008 2008-09-02 0.244 2008-10-10 0.308

0.064

2009 2009-09-02 0.29 2009-10-09 0.317

0.027

2010 2010-09-02 0.184 2010-10-08 0.246

0.062

2011 2011-09-02 0.123 2011-10-10 0.17

0.047

2012 2012-09-04 0.138 2012-10-10 0.14

0.002

2013 2013-09-03 0.08 2013-10-10 0.099

0.019

2014 2014-09-02 0.074 2014-10-10 0.086

0.012

2015 2015-09-02 0.112 2015-10-09 0.139

0.027

2016 2016-09-02 0.125 2016-10-10 0.123

-0.002

2017 2017-09-05 0.098 2017-10-10 0.118

0.02

2018 2018-09-04 0.09 2018-10-10 0.072

-0.018

2019 2019-09-03 0.101 2019-10-10 0.131

0.03

2020 2020-09-02 0.111 2020-10-09 0.143

0.032