Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-12
Exit Date: 2023-10-30
Long Contract: 6
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 -2.742 2005-10-28 -2.46

0.282

2006 2006-09-12 -1.75 2006-10-30 -0.41

1.34

2007 2007-09-12 -0.33 2007-10-30 -0.196

0.134

2008 2008-09-12 -0.07 2008-10-30 0.16

0.23

2009 2009-09-14 0.148 2009-10-30 0.147

-0.001

2010 2010-09-13 -0.004 2010-10-29 0.038

0.042

2011 2011-09-12 0.047 2011-10-28 0.06

0.013

2012 2012-09-12 0.079 2012-10-30 0.047

-0.032

2013 2013-09-12 -0.031 2013-10-30 0.034

0.065

2014 2014-09-12 -0.202 2014-10-30 -0.176

0.026

2015 2015-09-14 -0.123 2015-10-30 0.025

0.148

2016 2016-09-12 -0.233 2016-10-28 -0.131

0.102

2017 2017-09-12 -0.34 2017-10-30 -0.142

0.198

2018 2018-09-12 -0.253 2018-10-30 -0.272

-0.019

2019 2019-09-12 -0.265 2019-10-30 -0.235

0.03

2020 2020-09-14 -0.309 2020-10-30 -0.278

0.031