Backtest Result of Soybean (S)


Entry Date: 2023-05-10
Exit Date: 2023-06-17
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 1.0 2005-06-17 11.0

10.0

2006 2006-05-10 17.0 2006-06-16 21.75

4.75

2007 2007-05-10 25.5 2007-06-15 25.5

0.0

2008 2008-05-12 -10.75 2008-06-17 14.25

25.0

2009 2009-05-11 -38.25 2009-06-17 -24.25

14.0

2010 2010-05-10 0.5 2010-06-17 2.75

2.25

2011 2011-05-10 -0.25 2011-06-17 10.0

10.25

2012 2012-05-10 -32.25 2012-06-15 -15.25

17.0

2013 2013-05-10 -41.5 2013-06-17 -42.5

-1.0

2014 2014-05-12 -51.25 2014-06-17 -25.25

26.0

2015 2015-05-11 1.25 2015-06-17 4.0

2.75

2016 2016-05-10 -10.5 2016-06-17 -5.75

4.75

2017 2017-05-10 5.5 2017-06-16 12.0

6.5

2018 2018-05-10 8.5 2018-06-15 21.0

12.5

2019 2019-05-10 25.25 2019-06-17 24.5

-0.75

2020 2020-05-11 4.25 2020-06-17 8.75

4.5