Backtest Result of Soybean (S)


Entry Date: 2023-05-15
Exit Date: 2023-06-17
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 3.5 2005-06-17 11.0

7.5

2006 2006-05-15 17.75 2006-06-16 21.75

4.0

2007 2007-05-15 24.0 2007-06-15 25.5

1.5

2008 2008-05-15 4.25 2008-06-17 14.25

10.0

2009 2009-05-15 -44.75 2009-06-17 -24.25

20.5

2010 2010-05-17 4.75 2010-06-17 2.75

-2.0

2011 2011-05-16 0.75 2011-06-17 10.0

9.25

2012 2012-05-15 -37.5 2012-06-15 -15.25

22.25

2013 2013-05-15 -45.25 2013-06-17 -42.5

2.75

2014 2014-05-15 -50.0 2014-06-17 -25.25

24.75

2015 2015-05-15 4.25 2015-06-17 4.0

-0.25

2016 2016-05-16 -5.75 2016-06-17 -5.75

0.0

2017 2017-05-15 5.5 2017-06-16 12.0

6.5

2018 2018-05-15 5.75 2018-06-15 21.0

15.25

2019 2019-05-15 24.5 2019-06-17 24.5

0.0

2020 2020-05-15 6.75 2020-06-17 8.75

2.0