Backtest Result of Soybean (S)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -4.75 2005-06-07 5.75

10.5

2006 2006-04-20 9.75 2006-06-07 14.0

4.25

2007 2007-04-20 14.0 2007-06-07 17.5

3.5

2008 2008-04-21 -45.0 2008-06-06 -7.0

38.0

2009 2009-04-20 -38.0 2009-06-05 -39.25

-1.25

2010 2010-04-20 -9.0 2010-06-07 -4.25

4.75

2011 2011-04-20 -2.5 2011-06-07 -1.75

0.75

2012 2012-04-20 -39.75 2012-06-07 -29.0

10.75

2013 2013-04-22 -40.25 2013-06-07 -43.75

-3.5

2014 2014-04-21 -62.25 2014-06-06 -45.0

17.25

2015 2015-04-20 -5.5 2015-06-05 -1.75

3.75

2016 2016-04-20 -8.5 2016-06-07 -9.75

-1.25

2017 2017-04-20 -1.25 2017-06-07 2.0

3.25

2018 2018-04-20 -2.5 2018-06-07 9.5

12.0

2019 2019-04-22 9.0 2019-06-07 13.0

4.0

2020 2020-04-20 5.25 2020-06-05 7.75

2.5