Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-12
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 -2.767 2005-10-25 -3.32

-0.553

2006 2006-09-12 -1.855 2006-10-25 -0.635

1.22

2007 2007-09-12 -0.41 2007-10-25 -0.252

0.158

2008 2008-09-12 -0.173 2008-10-24 -0.002

0.171

2009 2009-09-14 0.054 2009-10-23 0.002

-0.052

2010 2010-09-13 -0.058 2010-10-25 0.013

0.071

2011 2011-09-12 0.005 2011-10-25 0.022

0.017

2012 2012-09-12 0.039 2012-10-25 -0.008

-0.047

2013 2013-09-12 -0.059 2013-10-25 -0.02

0.039

2014 2014-09-12 -0.227 2014-10-24 -0.196

0.031

2015 2015-09-14 -0.15 2015-10-23 -0.052

0.098

2016 2016-09-12 -0.259 2016-10-25 -0.177

0.082

2017 2017-09-12 -0.366 2017-10-25 -0.218

0.148

2018 2018-09-12 -0.282 2018-10-25 -0.33

-0.048

2019 2019-09-12 -0.295 2019-10-25 -0.193

0.102

2020 2020-09-14 -0.339 2020-10-23 -0.283

0.056