Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-07
Exit Date: 2023-10-25
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-07 -2.779 2005-10-25 -3.32

-0.541

2006 2006-09-07 -2.06 2006-10-25 -0.635

1.425

2007 2007-09-07 -0.302 2007-10-25 -0.252

0.05

2008 2008-09-08 -0.19 2008-10-24 -0.002

0.188

2009 2009-09-08 0.072 2009-10-23 0.002

-0.07

2010 2010-09-07 -0.043 2010-10-25 0.013

0.056

2011 2011-09-07 0.002 2011-10-25 0.022

0.02

2012 2012-09-07 0.043 2012-10-25 -0.008

-0.051

2013 2013-09-09 -0.052 2013-10-25 -0.02

0.032

2014 2014-09-08 -0.225 2014-10-24 -0.196

0.029

2015 2015-09-08 -0.141 2015-10-23 -0.052

0.089

2016 2016-09-07 -0.229 2016-10-25 -0.177

0.052

2017 2017-09-07 -0.367 2017-10-25 -0.218

0.149

2018 2018-09-07 -0.284 2018-10-25 -0.33

-0.046

2019 2019-09-09 -0.318 2019-10-25 -0.193

0.125

2020 2020-09-08 -0.372 2020-10-23 -0.283

0.089