Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-10-30
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.09 2005-10-28 -2.482

0.608

2006 2006-09-22 -0.68 2006-10-30 -0.495

0.185

2007 2007-09-24 -0.4 2007-10-30 -0.274

0.126

2008 2008-09-22 -0.183 2008-10-30 0.038

0.221

2009 2009-09-22 0.045 2009-10-30 0.057

0.012

2010 2010-09-22 -0.057 2010-10-29 -0.009

0.048

2011 2011-09-22 0.027 2011-10-28 0.022

-0.005

2012 2012-09-24 0.036 2012-10-30 0.009

-0.027

2013 2013-09-23 -0.043 2013-10-30 -0.002

0.041

2014 2014-09-22 -0.225 2014-10-30 -0.208

0.017

2015 2015-09-22 -0.121 2015-10-30 -0.021

0.1

2016 2016-09-22 -0.306 2016-10-28 -0.161

0.145

2017 2017-09-22 -0.34 2017-10-30 -0.173

0.167

2018 2018-09-24 -0.349 2018-10-30 -0.301

0.048

2019 2019-09-23 -0.307 2019-10-30 -0.271

0.036

2020 2020-09-22 -0.349 2020-10-30 -0.309

0.04