Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-22
Exit Date: 2023-10-30
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -3.03 2005-10-28 -2.415

0.615

2006 2006-09-22 -0.49 2006-10-30 -0.315

0.175

2007 2007-09-24 -0.25 2007-10-30 -0.11

0.14

2008 2008-09-22 0.023 2008-10-30 0.293

0.27

2009 2009-09-22 0.228 2009-10-30 0.255

0.027

2010 2010-09-22 0.051 2010-10-29 0.102

0.051

2011 2011-09-22 0.113 2011-10-28 0.105

-0.008

2012 2012-09-24 0.124 2012-10-30 0.088

-0.036

2013 2013-09-23 0.014 2013-10-30 0.07

0.056

2014 2014-09-22 -0.169 2014-10-30 -0.143

0.026

2015 2015-09-22 -0.056 2015-10-30 0.072

0.128

2016 2016-09-22 -0.253 2016-10-28 -0.103

0.15

2017 2017-09-22 -0.289 2017-10-30 -0.111

0.178

2018 2018-09-24 -0.289 2018-10-30 -0.235

0.054

2019 2019-09-23 -0.237 2019-10-30 -0.192

0.045

2020 2020-09-22 -0.287 2020-10-30 -0.237

0.05