Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-10-30
Long Contract: 5
Short Contract: 2



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.51 2005-10-28 -2.822

0.688

2006 2006-09-22 -0.86 2006-10-30 -0.625

0.235

2007 2007-09-24 -0.593 2007-10-30 -0.464

0.129

2008 2008-09-22 -0.313 2008-10-30 -0.01

0.303

2009 2009-09-22 0.024 2009-10-30 0.038

0.014

2010 2010-09-22 -0.136 2010-10-29 -0.065

0.071

2011 2011-09-22 -0.002 2011-10-28 -0.011

-0.009

2012 2012-09-24 0.023 2012-10-30 -0.021

-0.044

2013 2013-09-23 -0.077 2013-10-30 -0.017

0.06

2014 2014-09-22 -0.279 2014-10-30 -0.277

0.002

2015 2015-09-22 -0.153 2015-10-30 -0.032

0.121

2016 2016-09-22 -0.353 2016-10-28 -0.19

0.163

2017 2017-09-22 -0.38 2017-10-30 -0.21

0.17

2018 2018-09-24 -0.502 2018-10-30 -0.53

-0.028

2019 2019-09-23 -0.423 2019-10-30 -0.41

0.013

2020 2020-09-22 -0.473 2020-10-30 -0.441

0.032