Backtest Result of Soybean (S)


Entry Date: 2024-04-05
Exit Date: 2024-04-28
Long Contract: 8
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 17.5 2005-04-28 5.0

-12.5

2006 2006-04-05 -12.25 2006-04-28 -14.25

-2.0

2007 2007-04-05 -21.75 2007-04-27 -21.0

0.75

2008 2008-04-07 52.0 2008-04-28 86.5

34.5

2009 2009-04-06 59.0 2009-04-28 64.5

5.5

2010 2010-04-05 19.25 2010-04-28 25.75

6.5

2011 2011-04-05 7.5 2011-04-28 14.0

6.5

2012 2012-04-05 47.75 2012-04-27 104.75

57.0

2013 2013-04-05 89.25 2013-04-26 108.25

19.0

2014 2014-04-07 164.5 2014-04-28 187.25

22.75

2015 2015-04-06 14.75 2015-04-28 18.5

3.75

2016 2016-04-05 -4.0 2016-04-28 20.0

24.0

2017 2017-04-05 3.75 2017-04-28 5.0

1.25

2018 2018-04-05 9.5 2018-04-27 11.0

1.5

2019 2019-04-05 -15.0 2019-04-26 -14.5

0.5

2020 2020-04-06 -1.25 2020-04-28 -4.5

-3.25