Backtest Result of Natural Gas (NG)


Entry Date: 2024-09-22
Exit Date: 2024-10-30
Long Contract: 7
Short Contract: 4



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-22 -0.41 2005-10-28 -0.205

0.205

2006 2006-09-22 0.15 2006-10-30 0.155

0.005

2007 2007-09-24 0.165 2007-10-30 0.2

0.035

2008 2008-09-22 0.243 2008-10-30 0.33

0.087

2009 2009-09-22 0.233 2009-10-30 0.263

0.03

2010 2010-09-22 0.131 2010-10-29 0.137

0.006

2011 2011-09-22 0.121 2011-10-28 0.115

-0.006

2012 2012-09-24 0.128 2012-10-30 0.11

-0.018

2013 2013-09-23 0.073 2013-10-30 0.097

0.024

2014 2014-09-22 0.04 2014-10-30 0.046

0.006

2015 2015-09-22 0.066 2015-10-30 0.123

0.057

2016 2016-09-22 0.015 2016-10-28 0.045

0.03

2017 2017-09-22 0.02 2017-10-30 0.047

0.027

2018 2018-09-24 0.024 2018-10-30 0.038

0.014

2019 2019-09-23 0.04 2019-10-30 0.059

0.019

2020 2020-09-22 0.02 2020-10-30 0.03

0.01