Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 6
Short Contract: 4



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -0.45 2005-10-28 -0.25

0.2

2006 2006-09-22 0.055 2006-10-30 0.06

0.005

2007 2007-09-24 0.085 2007-10-30 0.114

0.029

2008 2008-09-22 0.134 2008-10-30 0.197

0.063

2009 2009-09-22 0.128 2009-10-30 0.155

0.027

2010 2010-09-22 0.071 2010-10-29 0.073

0.002

2011 2011-09-22 0.076 2011-10-28 0.07

-0.006

2012 2012-09-24 0.084 2012-10-30 0.069

-0.015

2013 2013-09-23 0.042 2013-10-30 0.061

0.019

2014 2014-09-22 0.01 2014-10-30 0.013

0.003

2015 2015-09-22 0.031 2015-10-30 0.076

0.045

2016 2016-09-22 -0.011 2016-10-28 0.017

0.028

2017 2017-09-22 -0.005 2017-10-30 0.016

0.021

2018 2018-09-24 -0.008 2018-10-30 0.001

0.009

2019 2019-09-23 0.003 2019-10-30 0.016

0.013

2020 2020-09-22 -0.017 2020-10-30 -0.011

0.006