Backtest Result of Soybean (S)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 11
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 -5.0 2005-06-10 8.5

13.5

2006 2006-05-10 14.25 2006-06-12 21.75

7.5

2007 2007-05-10 22.5 2007-06-12 26.0

3.5

2008 2008-05-12 -48.25 2008-06-12 -25.5

22.75

2009 2009-05-11 -93.0 2009-06-12 -94.75

-1.75

2010 2010-05-10 -23.0 2010-06-11 -20.0

3.0

2011 2011-05-10 -14.5 2011-06-10 -0.5

14.0

2012 2012-05-10 -82.75 2012-06-12 -64.25

18.5

2013 2013-05-10 -124.5 2013-06-12 -131.0

-6.5

2014 2014-05-12 -192.5 2014-06-12 -148.0

44.5

2015 2015-05-11 -17.0 2015-06-12 -17.25

-0.25

2016 2016-05-10 -18.0 2016-06-10 -15.0

3.0

2017 2017-05-10 -4.5 2017-06-12 3.25

7.75

2018 2018-05-10 6.25 2018-06-12 15.0

8.75

2019 2019-05-10 17.5 2019-06-12 20.75

3.25

2020 2020-05-11 2.75 2020-06-12 7.25

4.5