Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-12
Exit Date: 2023-10-30
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 -2.767 2005-10-28 -2.482

0.285

2006 2006-09-12 -1.855 2006-10-30 -0.495

1.36

2007 2007-09-12 -0.41 2007-10-30 -0.274

0.136

2008 2008-09-12 -0.173 2008-10-30 0.038

0.211

2009 2009-09-14 0.054 2009-10-30 0.057

0.003

2010 2010-09-13 -0.058 2010-10-29 -0.009

0.049

2011 2011-09-12 0.005 2011-10-28 0.022

0.017

2012 2012-09-12 0.039 2012-10-30 0.009

-0.03

2013 2013-09-12 -0.059 2013-10-30 -0.002

0.057

2014 2014-09-12 -0.227 2014-10-30 -0.208

0.019

2015 2015-09-14 -0.15 2015-10-30 -0.021

0.129

2016 2016-09-12 -0.259 2016-10-28 -0.161

0.098

2017 2017-09-12 -0.366 2017-10-30 -0.173

0.193

2018 2018-09-12 -0.282 2018-10-30 -0.301

-0.019

2019 2019-09-12 -0.295 2019-10-30 -0.271

0.024

2020 2020-09-14 -0.339 2020-10-30 -0.309

0.03