Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 4
Short Contract: 2



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.04 2005-10-28 -2.55

0.49

2006 2006-09-22 -0.82 2006-10-30 -0.6

0.22

2007 2007-09-24 -0.608 2007-10-30 -0.5

0.108

2008 2008-09-22 -0.35 2008-10-30 -0.085

0.265

2009 2009-09-22 -0.026 2009-10-30 -0.027

-0.001

2010 2010-09-22 -0.159 2010-10-29 -0.091

0.068

2011 2011-09-22 -0.037 2011-10-28 -0.043

-0.006

2012 2012-09-24 -0.017 2012-10-30 -0.052

-0.035

2013 2013-09-23 -0.093 2013-10-30 -0.042

0.051

2014 2014-09-22 -0.263 2014-10-30 -0.258

0.005

2015 2015-09-22 -0.154 2015-10-30 -0.062

0.092

2016 2016-09-22 -0.315 2016-10-28 -0.177

0.138

2017 2017-09-22 -0.349 2017-10-30 -0.195

0.154

2018 2018-09-24 -0.466 2018-10-30 -0.502

-0.036

2019 2019-09-23 -0.393 2019-10-30 -0.39

0.003

2020 2020-09-22 -0.431 2020-10-30 -0.399

0.032