Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-12
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 -2.701 2005-10-28 -2.415

0.286

2006 2006-09-12 -1.635 2006-10-30 -0.315

1.32

2007 2007-09-12 -0.243 2007-10-30 -0.11

0.133

2008 2008-09-12 0.04 2008-10-30 0.293

0.253

2009 2009-09-14 0.258 2009-10-30 0.255

-0.003

2010 2010-09-13 0.064 2010-10-29 0.102

0.038

2011 2011-09-12 0.093 2011-10-28 0.105

0.012

2012 2012-09-12 0.12 2012-10-30 0.088

-0.032

2013 2013-09-12 -0.001 2013-10-30 0.07

0.071

2014 2014-09-12 -0.172 2014-10-30 -0.143

0.029

2015 2015-09-14 -0.092 2015-10-30 0.072

0.164

2016 2016-09-12 -0.204 2016-10-28 -0.103

0.101

2017 2017-09-12 -0.315 2017-10-30 -0.111

0.204

2018 2018-09-12 -0.223 2018-10-30 -0.235

-0.012

2019 2019-09-12 -0.231 2019-10-30 -0.192

0.039

2020 2020-09-14 -0.271 2020-10-30 -0.237

0.034