Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 7
Short Contract: 2



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.45 2005-10-28 -2.755

0.695

2006 2006-09-22 -0.67 2006-10-30 -0.445

0.225

2007 2007-09-24 -0.443 2007-10-30 -0.3

0.143

2008 2008-09-22 -0.107 2008-10-30 0.245

0.352

2009 2009-09-22 0.207 2009-10-30 0.236

0.029

2010 2010-09-22 -0.028 2010-10-29 0.046

0.074

2011 2011-09-22 0.084 2011-10-28 0.072

-0.012

2012 2012-09-24 0.111 2012-10-30 0.058

-0.053

2013 2013-09-23 -0.02 2013-10-30 0.055

0.075

2014 2014-09-22 -0.223 2014-10-30 -0.212

0.011

2015 2015-09-22 -0.088 2015-10-30 0.061

0.149

2016 2016-09-22 -0.3 2016-10-28 -0.132

0.168

2017 2017-09-22 -0.329 2017-10-30 -0.148

0.181

2018 2018-09-24 -0.442 2018-10-30 -0.464

-0.022

2019 2019-09-23 -0.353 2019-10-30 -0.331

0.022

2020 2020-09-22 -0.411 2020-10-30 -0.369

0.042