Backtest Result of Natural Gas (NG)


Entry Date: 2023-09-12
Exit Date: 2023-10-30
Long Contract: 7
Short Contract: 4



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 -0.299 2005-10-28 -0.205

0.094

2006 2006-09-12 0.135 2006-10-30 0.155

0.02

2007 2007-09-12 0.187 2007-10-30 0.2

0.013

2008 2008-09-12 0.24 2008-10-30 0.33

0.09

2009 2009-09-14 0.26 2009-10-30 0.263

0.003

2010 2010-09-13 0.145 2010-10-29 0.137

-0.008

2011 2011-09-12 0.116 2011-10-28 0.115

-0.001

2012 2012-09-12 0.125 2012-10-30 0.11

-0.015

2013 2013-09-12 0.075 2013-10-30 0.097

0.022

2014 2014-09-12 0.04 2014-10-30 0.046

0.006

2015 2015-09-14 0.055 2015-10-30 0.123

0.068

2016 2016-09-12 0.028 2016-10-28 0.045

0.017

2017 2017-09-12 0.016 2017-10-30 0.047

0.031

2018 2018-09-12 0.034 2018-10-30 0.038

0.004

2019 2019-09-12 0.038 2019-10-30 0.059

0.021

2020 2020-09-14 0.031 2020-10-30 0.03

-0.001