Backtest Result of Soybean (S)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 1.0 2005-06-10 7.25

6.25

2006 2006-05-10 17.0 2006-06-12 23.75

6.75

2007 2007-05-10 25.5 2007-06-12 27.75

2.25

2008 2008-05-12 -10.75 2008-06-12 2.75

13.5

2009 2009-05-11 -38.25 2009-06-12 -25.5

12.75

2010 2010-05-10 0.5 2010-06-11 8.75

8.25

2011 2011-05-10 -0.25 2011-06-10 11.75

12.0

2012 2012-05-10 -32.25 2012-06-12 -28.0

4.25

2013 2013-05-10 -41.5 2013-06-12 -38.25

3.25

2014 2014-05-12 -51.25 2014-06-12 -32.0

19.25

2015 2015-05-11 1.25 2015-06-12 4.0

2.75

2016 2016-05-10 -10.5 2016-06-10 -9.75

0.75

2017 2017-05-10 5.5 2017-06-12 10.25

4.75

2018 2018-05-10 8.5 2018-06-12 17.0

8.5

2019 2019-05-10 25.25 2019-06-12 26.0

0.75

2020 2020-05-11 4.25 2020-06-12 9.0

4.75