Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-09-30
Long Contract: 2
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 0.62 2005-09-30 0.59

-0.03

2006 2006-09-22 2.055 2006-09-29 2.258

0.203

2007 2007-09-24 1.12 2007-09-28 1.267

0.147

2008 2008-09-22 0.613 2008-09-30 0.617

0.004

2009 2009-09-22 1.013 2009-09-30 1.15

0.137

2010 2010-09-22 0.399 2010-09-30 0.441

0.042

2011 2011-09-22 0.419 2011-09-30 0.476

0.057

2012 2012-09-24 0.481 2012-09-28 0.46

-0.021

2013 2013-09-23 0.266 2013-09-30 0.277

0.011

2014 2014-09-22 0.151 2014-09-30 0.115

-0.036

2015 2015-09-22 0.27 2015-09-30 0.318

0.048

2016 2016-09-22 0.338 2016-09-30 0.369

0.031

2017 2017-09-22 0.275 2017-09-29 0.292

0.017

2018 2018-09-24 0.081 2018-09-28 0.077

-0.004

2019 2019-09-23 0.213 2019-09-30 0.258

0.045

2020 2020-09-22 0.626 2020-09-30 0.694

0.068