Backtest Result of Soybean (S)


Entry Date: 2024-04-10
Exit Date: 2024-04-28
Long Contract: 8
Short Contract: 11



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 10.25 2005-04-28 5.0

-5.25

2006 2006-04-10 -11.75 2006-04-28 -14.25

-2.5

2007 2007-04-10 -22.0 2007-04-27 -21.0

1.0

2008 2008-04-10 89.0 2008-04-28 86.5

-2.5

2009 2009-04-13 63.75 2009-04-28 64.5

0.75

2010 2010-04-12 27.25 2010-04-28 25.75

-1.5

2011 2011-04-11 1.0 2011-04-28 14.0

13.0

2012 2012-04-10 53.5 2012-04-27 104.75

51.25

2013 2013-04-10 98.5 2013-04-26 108.25

9.75

2014 2014-04-10 163.25 2014-04-28 187.25

24.0

2015 2015-04-10 12.5 2015-04-28 18.5

6.0

2016 2016-04-11 -1.75 2016-04-28 20.0

21.75

2017 2017-04-10 5.25 2017-04-28 5.0

-0.25

2018 2018-04-10 13.25 2018-04-27 11.0

-2.25

2019 2019-04-10 -13.5 2019-04-26 -14.5

-1.0

2020 2020-04-13 -5.25 2020-04-28 -4.5

0.75