Backtest Result of Live Cattle (LC)


Entry Date: 2023-05-10
Exit Date: 2023-06-07
Long Contract: 2
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 1.5 2005-06-07 3.07

1.57

2006 2006-05-10 4.575 2006-06-07 4.75

0.175

2007 2007-05-10 0.4 2007-06-07 2.55

2.15

2008 2008-05-12 1.775 2008-06-06 3.175

1.4

2009 2009-05-11 3.6 2009-06-05 4.275

0.675

2010 2010-05-10 2.425 2010-06-07 3.35

0.925

2011 2011-05-10 2.925 2011-06-07 6.05

3.125

2012 2012-05-10 4.675 2012-06-07 5.5

0.825

2013 2013-05-10 2.925 2013-06-07 3.85

0.925

2014 2014-05-12 3.7 2014-06-06 4.65

0.95

2015 2015-05-11 1.725 2015-06-05 1.325

-0.4

2016 2016-05-10 -1.5 2016-06-07 0.675

2.175

2017 2017-05-10 -0.325 2017-06-07 0.45

0.775

2018 2018-05-10 7.275 2018-06-07 8.225

0.95

2019 2019-05-10 7.725 2019-06-07 9.675

1.95

2020 2020-05-11 7.6 2020-06-05 8.75

1.15