Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-17
Exit Date: 2023-10-10
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 0.26 2005-10-10 0.42

0.16

2006 2006-09-18 0.53 2006-10-10 0.58

0.05

2007 2007-09-17 0.34 2007-10-10 0.369

0.029

2008 2008-09-17 0.183 2008-10-10 0.308

0.125

2009 2009-09-17 0.248 2009-10-09 0.317

0.069

2010 2010-09-17 0.154 2010-10-08 0.246

0.092

2011 2011-09-19 0.139 2011-10-10 0.17

0.031

2012 2012-09-17 0.144 2012-10-10 0.14

-0.004

2013 2013-09-17 0.084 2013-10-10 0.099

0.015

2014 2014-09-17 0.066 2014-10-10 0.086

0.02

2015 2015-09-17 0.108 2015-10-09 0.139

0.031

2016 2016-09-19 0.125 2016-10-10 0.123

-0.002

2017 2017-09-18 0.099 2017-10-10 0.118

0.019

2018 2018-09-17 0.09 2018-10-10 0.072

-0.018

2019 2019-09-17 0.1 2019-10-10 0.131

0.031

2020 2020-09-17 0.132 2020-10-09 0.143

0.011