Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-22
Exit Date: 2023-10-10
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 0.29 2005-10-10 0.42

0.13

2006 2006-09-22 0.49 2006-10-10 0.58

0.09

2007 2007-09-24 0.348 2007-10-10 0.369

0.021

2008 2008-09-22 0.22 2008-10-10 0.308

0.088

2009 2009-09-22 0.271 2009-10-09 0.317

0.046

2010 2010-09-22 0.171 2010-10-08 0.246

0.075

2011 2011-09-22 0.138 2011-10-10 0.17

0.032

2012 2012-09-24 0.159 2012-10-10 0.14

-0.019

2013 2013-09-23 0.094 2013-10-10 0.099

0.005

2014 2014-09-22 0.074 2014-10-10 0.086

0.012

2015 2015-09-22 0.11 2015-10-09 0.139

0.029

2016 2016-09-22 0.124 2016-10-10 0.123

-0.001

2017 2017-09-22 0.109 2017-10-10 0.118

0.009

2018 2018-09-24 0.082 2018-10-10 0.072

-0.01

2019 2019-09-23 0.106 2019-10-10 0.131

0.025

2020 2020-09-22 0.13 2020-10-09 0.143

0.013