Backtest Result of Natural Gas (NG)


Entry Date: 2024-10-07
Exit Date: 2024-10-25
Long Contract: 6
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-07 -3.38 2005-10-25 -3.31

0.07

2006 2006-10-09 -0.628 2006-10-25 -0.554

0.074

2007 2007-10-08 -0.275 2007-10-25 -0.167

0.108

2008 2008-10-07 0.098 2008-10-24 0.113

0.015

2009 2009-10-07 0.058 2009-10-23 0.069

0.011

2010 2010-10-07 0.077 2010-10-25 0.072

-0.005

2011 2011-10-07 0.061 2011-10-25 0.061

-0.0

2012 2012-10-08 0.036 2012-10-25 0.029

-0.007

2013 2013-10-07 0.001 2013-10-25 0.013

0.012

2014 2014-10-07 -0.262 2014-10-24 -0.162

0.1

2015 2015-10-07 -0.07 2015-10-23 -0.012

0.058

2016 2016-10-07 -0.288 2016-10-25 -0.148

0.14

2017 2017-10-09 -0.201 2017-10-25 -0.19

0.011

2018 2018-10-08 -0.311 2018-10-25 -0.304

0.007

2019 2019-10-07 -0.171 2019-10-25 -0.153

0.018

2020 2020-10-07 -0.351 2020-10-23 -0.251

0.1