Backtest Result of Natural Gas (NG)


Entry Date: 2024-10-07
Exit Date: 2024-10-25
Long Contract: 8
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-07 -3.32 2005-10-25 -3.23

0.09

2006 2006-10-09 -0.478 2006-10-25 -0.403

0.075

2007 2007-10-08 -0.12 2007-10-25 -0.004

0.116

2008 2008-10-07 0.33 2008-10-24 0.328

-0.002

2009 2009-10-07 0.22 2009-10-23 0.231

0.011

2010 2010-10-07 0.212 2010-10-25 0.185

-0.027

2011 2011-10-07 0.128 2011-10-25 0.131

0.003

2012 2012-10-08 0.095 2012-10-25 0.089

-0.006

2013 2013-10-07 0.047 2013-10-25 0.06

0.013

2014 2014-10-07 -0.225 2014-10-24 -0.114

0.111

2015 2015-10-07 -0.02 2015-10-23 0.049

0.069

2016 2016-10-07 -0.263 2016-10-25 -0.122

0.141

2017 2017-10-09 -0.169 2017-10-25 -0.16

0.009

2018 2018-10-08 -0.279 2018-10-25 -0.266

0.013

2019 2019-10-07 -0.117 2019-10-25 -0.094

0.023

2020 2020-10-07 -0.31 2020-10-23 -0.196

0.114