Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-17
Exit Date: 2024-10-30
Long Contract: 6
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 -3.07 2005-10-28 -2.46

0.61

2006 2006-09-18 -0.69 2006-10-30 -0.41

0.28

2007 2007-09-17 -0.356 2007-10-30 -0.196

0.16

2008 2008-09-17 -0.21 2008-10-30 0.16

0.37

2009 2009-09-17 0.128 2009-10-30 0.147

0.019

2010 2010-09-17 -0.019 2010-10-29 0.038

0.057

2011 2011-09-19 0.052 2011-10-28 0.06

0.008

2012 2012-09-17 0.081 2012-10-30 0.047

-0.034

2013 2013-09-17 -0.048 2013-10-30 0.034

0.082

2014 2014-09-17 -0.258 2014-10-30 -0.176

0.082

2015 2015-09-17 -0.11 2015-10-30 0.025

0.135

2016 2016-09-19 -0.226 2016-10-28 -0.131

0.095

2017 2017-09-18 -0.411 2017-10-30 -0.142

0.269

2018 2018-09-17 -0.232 2018-10-30 -0.272

-0.04

2019 2019-09-17 -0.317 2019-10-30 -0.235

0.082

2020 2020-09-17 -0.287 2020-10-30 -0.278

0.009