Backtest Result of Natural Gas (NG)


Entry Date: 2024-10-27
Exit Date: 2024-12-14
Long Contract: 3
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-27 -0.5 2005-12-14 -0.077

0.423

2006 2006-10-27 -0.105 2006-12-14 0.138

0.243

2007 2007-10-29 -0.151 2007-12-14 0.14

0.291

2008 2008-10-27 0.01 2008-12-12 0.064

0.054

2009 2009-10-27 0.009 2009-12-14 0.105

0.096

2010 2010-10-27 -0.001 2010-12-14 0.013

0.014

2011 2011-10-27 -0.014 2011-12-14 0.087

0.101

2012 2012-10-29 -0.027 2012-12-14 0.066

0.093

2013 2013-10-28 -0.007 2013-12-13 -0.031

-0.024

2014 2014-10-27 -0.061 2014-12-12 -0.018

0.043

2015 2015-10-27 0.003 2015-12-14 0.124

0.121

2016 2016-10-27 -0.018 2016-12-14 -0.004

0.014

2017 2017-10-27 -0.033 2017-12-14 -0.006

0.027

2018 2018-10-29 -0.317 2018-12-14 -0.221

0.096

2019 2019-10-28 -0.164 2019-12-13 -0.068

0.096

2020 2020-10-27 -0.177 2020-12-14 -0.022

0.155