Backtest Result of Soybean (S)


Entry Date: 2024-04-30
Exit Date: 2024-06-07
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.5 2005-06-07 5.75

6.25

2006 2006-05-01 9.5 2006-06-07 14.0

4.5

2007 2007-04-30 14.75 2007-06-07 17.5

2.75

2008 2008-04-30 -40.0 2008-06-06 -7.0

33.0

2009 2009-04-30 -37.0 2009-06-05 -39.25

-2.25

2010 2010-04-30 -8.0 2010-06-07 -4.25

3.75

2011 2011-05-02 -7.25 2011-06-07 -1.75

5.5

2012 2012-04-30 -43.5 2012-06-07 -29.0

14.5

2013 2013-04-30 -41.25 2013-06-07 -43.75

-2.5

2014 2014-04-30 -63.5 2014-06-06 -45.0

18.5

2015 2015-04-30 -6.5 2015-06-05 -1.75

4.75

2016 2016-05-02 -11.25 2016-06-07 -9.75

1.5

2017 2017-05-01 -2.5 2017-06-07 2.0

4.5

2018 2018-04-30 -2.5 2018-06-07 9.5

12.0

2019 2019-04-30 9.5 2019-06-07 13.0

3.5

2020 2020-04-30 3.0 2020-06-05 7.75

4.75