Backtest Result of Soybean (S)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -3.5 2005-06-07 5.0

8.5

2006 2006-04-20 18.0 2006-06-07 23.0

5.0

2007 2007-04-20 23.25 2007-06-07 25.75

2.5

2008 2008-04-21 -31.5 2008-06-06 7.5

39.0

2009 2009-04-20 -30.75 2009-06-05 -33.75

-3.0

2010 2010-04-20 -2.0 2010-06-07 6.25

8.25

2011 2011-04-20 4.75 2011-06-07 5.75

1.0

2012 2012-04-20 -39.75 2012-06-07 -28.0

11.75

2013 2013-04-22 -32.25 2013-06-07 -38.75

-6.5

2014 2014-04-21 -57.5 2014-06-06 -38.75

18.75

2015 2015-04-20 0.75 2015-06-05 5.75

5.0

2016 2016-04-20 -7.25 2016-06-07 -12.75

-5.5

2017 2017-04-20 6.0 2017-06-07 9.75

3.75

2018 2018-04-20 2.25 2018-06-07 17.0

14.75

2019 2019-04-22 19.0 2019-06-07 26.5

7.5

2020 2020-04-20 8.75 2020-06-05 12.75

4.0