Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-10-30
Long Contract: 6
Short Contract: 2



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.49 2005-10-28 -2.8

0.69

2006 2006-09-22 -0.765 2006-10-30 -0.54

0.225

2007 2007-09-24 -0.523 2007-10-30 -0.386

0.137

2008 2008-09-22 -0.216 2008-10-30 0.112

0.328

2009 2009-09-22 0.102 2009-10-30 0.128

0.026

2010 2010-09-22 -0.088 2010-10-29 -0.018

0.07

2011 2011-09-22 0.039 2011-10-28 0.027

-0.012

2012 2012-09-24 0.067 2012-10-30 0.017

-0.05

2013 2013-09-23 -0.051 2013-10-30 0.019

0.07

2014 2014-09-22 -0.253 2014-10-30 -0.245

0.008

2015 2015-09-22 -0.123 2015-10-30 0.014

0.137

2016 2016-09-22 -0.326 2016-10-28 -0.16

0.166

2017 2017-09-22 -0.354 2017-10-30 -0.179

0.175

2018 2018-09-24 -0.474 2018-10-30 -0.501

-0.027

2019 2019-09-23 -0.39 2019-10-30 -0.374

0.016

2020 2020-09-22 -0.448 2020-10-30 -0.41

0.038