Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.57 2005-10-28 -2.845

0.725

2006 2006-09-22 -0.625 2006-10-30 -0.377

0.248

2007 2007-09-24 -0.418 2007-10-30 -0.267

0.151

2008 2008-09-22 -0.082 2008-10-30 0.308

0.39

2009 2009-09-22 0.251 2009-10-30 0.29

0.039

2010 2010-09-22 -0.023 2010-10-29 0.056

0.079

2011 2011-09-22 0.102 2011-10-28 0.083

-0.019

2012 2012-09-24 0.141 2012-10-30 0.064

-0.077

2013 2013-09-23 -0.018 2013-10-30 0.067

0.085

2014 2014-09-22 -0.232 2014-10-30 -0.218

0.014

2015 2015-09-22 -0.084 2015-10-30 0.084

0.168

2016 2016-09-22 -0.293 2016-10-28 -0.111

0.182

2017 2017-09-22 -0.322 2017-10-30 -0.145

0.177

2018 2018-09-24 -0.511 2018-10-30 -0.545

-0.034

2019 2019-09-23 -0.392 2019-10-30 -0.375

0.017

2020 2020-09-22 -0.452 2020-10-30 -0.422

0.03