Backtest Result of Soybean (S)


Entry Date: 2023-05-20
Exit Date: 2023-06-17
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 0.5 2005-06-17 11.0

10.5

2006 2006-05-22 20.0 2006-06-16 21.75

1.75

2007 2007-05-21 24.5 2007-06-15 25.5

1.0

2008 2008-05-20 12.5 2008-06-17 14.25

1.75

2009 2009-05-20 -46.5 2009-06-17 -24.25

22.25

2010 2010-05-20 0.0 2010-06-17 2.75

2.75

2011 2011-05-20 -1.5 2011-06-17 10.0

11.5

2012 2012-05-21 -42.25 2012-06-15 -15.25

27.0

2013 2013-05-20 -62.25 2013-06-17 -42.5

19.75

2014 2014-05-20 -46.75 2014-06-17 -25.25

21.5

2015 2015-05-20 6.25 2015-06-17 4.0

-2.25

2016 2016-05-20 -12.75 2016-06-17 -5.75

7.0

2017 2017-05-22 7.25 2017-06-16 12.0

4.75

2018 2018-05-21 6.75 2018-06-15 21.0

14.25

2019 2019-05-20 24.75 2019-06-17 24.5

-0.25

2020 2020-05-20 7.25 2020-06-17 8.75

1.5