Backtest Result of Soybean (S)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -4.75 2005-06-10 7.0

11.75

2006 2006-04-25 10.25 2006-06-12 14.5

4.25

2007 2007-04-25 14.0 2007-06-12 17.25

3.25

2008 2008-04-25 -47.0 2008-06-12 -11.0

36.0

2009 2009-04-27 -34.25 2009-06-12 -32.0

2.25

2010 2010-04-26 -12.0 2010-06-11 -1.5

10.5

2011 2011-04-25 -5.75 2011-06-10 2.25

8.0

2012 2012-04-25 -40.5 2012-06-12 -27.0

13.5

2013 2013-04-25 -36.5 2013-06-12 -44.5

-8.0

2014 2014-04-25 -62.25 2014-06-12 -38.5

23.75

2015 2015-04-27 -4.5 2015-06-12 -3.25

1.25

2016 2016-04-25 -5.75 2016-06-10 -5.75

0.0

2017 2017-04-25 -2.25 2017-06-12 2.75

5.0

2018 2018-04-25 -2.25 2018-06-12 9.25

11.5

2019 2019-04-25 9.25 2019-06-12 13.75

4.5

2020 2020-04-27 2.5 2020-06-12 6.5

4.0