Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 6
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.07 2005-10-28 -2.46

0.61

2006 2006-09-22 -0.585 2006-10-30 -0.41

0.175

2007 2007-09-24 -0.33 2007-10-30 -0.196

0.134

2008 2008-09-22 -0.086 2008-10-30 0.16

0.246

2009 2009-09-22 0.123 2009-10-30 0.147

0.024

2010 2010-09-22 -0.009 2010-10-29 0.038

0.047

2011 2011-09-22 0.068 2011-10-28 0.06

-0.008

2012 2012-09-24 0.08 2012-10-30 0.047

-0.033

2013 2013-09-23 -0.017 2013-10-30 0.034

0.051

2014 2014-09-22 -0.199 2014-10-30 -0.176

0.023

2015 2015-09-22 -0.091 2015-10-30 0.025

0.116

2016 2016-09-22 -0.279 2016-10-28 -0.131

0.148

2017 2017-09-22 -0.314 2017-10-30 -0.142

0.172

2018 2018-09-24 -0.321 2018-10-30 -0.272

0.049

2019 2019-09-23 -0.274 2019-10-30 -0.235

0.039

2020 2020-09-22 -0.324 2020-10-30 -0.278

0.046