Backtest Result of Soybean (S)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 -3.5 2005-06-10 8.75

12.25

2006 2006-05-10 22.0 2006-06-12 31.0

9.0

2007 2007-05-10 32.5 2007-06-12 36.5

4.0

2008 2008-05-12 -35.75 2008-06-12 -11.75

24.0

2009 2009-05-11 -89.25 2009-06-12 -88.25

1.0

2010 2010-05-10 -14.5 2010-06-11 -9.75

4.75

2011 2011-05-10 -7.5 2011-06-10 9.0

16.5

2012 2012-05-10 -87.0 2012-06-12 -65.25

21.75

2013 2013-05-10 -117.25 2013-06-12 -124.75

-7.5

2014 2014-05-12 -186.0 2014-06-12 -141.5

44.5

2015 2015-05-11 -11.0 2015-06-12 -10.0

1.0

2016 2016-05-10 -21.0 2016-06-10 -19.0

2.0

2017 2017-05-10 2.5 2017-06-12 10.75

8.25

2018 2018-05-10 11.0 2018-06-12 22.75

11.75

2019 2019-05-10 31.0 2019-06-12 33.0

2.0

2020 2020-05-11 3.75 2020-06-12 9.75

6.0