Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-17
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 -3.03 2005-10-28 -2.415

0.615

2006 2006-09-18 -0.58 2006-10-30 -0.315

0.265

2007 2007-09-17 -0.271 2007-10-30 -0.11

0.161

2008 2008-09-17 -0.112 2008-10-30 0.293

0.405

2009 2009-09-17 0.233 2009-10-30 0.255

0.022

2010 2010-09-17 0.042 2010-10-29 0.102

0.06

2011 2011-09-19 0.097 2011-10-28 0.105

0.008

2012 2012-09-17 0.123 2012-10-30 0.088

-0.035

2013 2013-09-17 -0.021 2013-10-30 0.07

0.091

2014 2014-09-17 -0.231 2014-10-30 -0.143

0.088

2015 2015-09-17 -0.076 2015-10-30 0.072

0.148

2016 2016-09-19 -0.198 2016-10-28 -0.103

0.095

2017 2017-09-18 -0.388 2017-10-30 -0.111

0.277

2018 2018-09-17 -0.2 2018-10-30 -0.235

-0.035

2019 2019-09-17 -0.282 2019-10-30 -0.192

0.09

2020 2020-09-17 -0.249 2020-10-30 -0.237

0.012