Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-17
Exit Date: 2024-09-30
Long Contract: 2
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 0.57 2005-09-30 0.59

0.02

2006 2006-09-18 2.135 2006-09-29 2.258

0.123

2007 2007-09-17 0.975 2007-09-28 1.267

0.292

2008 2008-09-17 0.492 2008-09-30 0.617

0.125

2009 2009-09-17 0.946 2009-09-30 1.15

0.204

2010 2010-09-17 0.374 2010-09-30 0.441

0.067

2011 2011-09-19 0.395 2011-09-30 0.476

0.081

2012 2012-09-17 0.429 2012-09-28 0.46

0.031

2013 2013-09-17 0.228 2013-09-30 0.277

0.049

2014 2014-09-17 0.139 2014-09-30 0.115

-0.024

2015 2015-09-17 0.265 2015-09-30 0.318

0.053

2016 2016-09-19 0.325 2016-09-30 0.369

0.044

2017 2017-09-18 0.238 2017-09-29 0.292

0.054

2018 2018-09-17 0.143 2018-09-28 0.077

-0.066

2019 2019-09-17 0.186 2019-09-30 0.258

0.072

2020 2020-09-17 0.612 2020-09-30 0.694

0.082