Backtest Result of Soybean (S)


Entry Date: 2023-05-10
Exit Date: 2023-06-22
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 1.0 2005-06-22 10.5

9.5

2006 2006-05-10 17.0 2006-06-22 24.5

7.5

2007 2007-05-10 25.5 2007-06-22 28.0

2.5

2008 2008-05-12 -10.75 2008-06-20 6.5

17.25

2009 2009-05-11 -38.25 2009-06-22 -34.5

3.75

2010 2010-05-10 0.5 2010-06-22 2.5

2.0

2011 2011-05-10 -0.25 2011-06-22 13.25

13.5

2012 2012-05-10 -32.25 2012-06-22 -20.25

12.0

2013 2013-05-10 -41.5 2013-06-21 -39.25

2.25

2014 2014-05-12 -51.25 2014-06-20 -25.25

26.0

2015 2015-05-11 1.25 2015-06-22 3.75

2.5

2016 2016-05-10 -10.5 2016-06-22 -9.5

1.0

2017 2017-05-10 5.5 2017-06-22 11.5

6.0

2018 2018-05-10 8.5 2018-06-22 19.25

10.75

2019 2019-05-10 25.25 2019-06-21 25.5

0.25

2020 2020-05-11 4.25 2020-06-22 9.0

4.75