Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-17
Exit Date: 2024-10-30
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 -3.095 2005-10-28 -2.482

0.613

2006 2006-09-18 -0.8 2006-10-30 -0.495

0.305

2007 2007-09-17 -0.428 2007-10-30 -0.274

0.154

2008 2008-09-17 -0.295 2008-10-30 0.038

0.333

2009 2009-09-17 0.043 2009-10-30 0.057

0.014

2010 2010-09-17 -0.066 2010-10-29 -0.009

0.057

2011 2011-09-19 0.011 2011-10-28 0.022

0.011

2012 2012-09-17 0.04 2012-10-30 0.009

-0.031

2013 2013-09-17 -0.072 2013-10-30 -0.002

0.07

2014 2014-09-17 -0.281 2014-10-30 -0.208

0.073

2015 2015-09-17 -0.137 2015-10-30 -0.021

0.116

2016 2016-09-19 -0.255 2016-10-28 -0.161

0.094

2017 2017-09-18 -0.434 2017-10-30 -0.173

0.261

2018 2018-09-17 -0.259 2018-10-30 -0.301

-0.042

2019 2019-09-17 -0.347 2019-10-30 -0.271

0.076

2020 2020-09-17 -0.316 2020-10-30 -0.309

0.007