Backtest Result of Soybean (S)


Entry Date: 2024-05-05
Exit Date: 2024-06-22
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -2.75 2005-06-22 9.5

12.25

2006 2006-05-05 9.75 2006-06-22 13.75

4.0

2007 2007-05-07 15.75 2007-06-22 16.25

0.5

2008 2008-05-05 -32.0 2008-06-20 -6.5

25.5

2009 2009-05-05 -46.5 2009-06-22 -42.0

4.5

2010 2010-05-05 -6.0 2010-06-22 -6.5

-0.5

2011 2011-05-05 -6.0 2011-06-22 3.5

9.5

2012 2012-05-07 -33.0 2012-06-22 -18.75

14.25

2013 2013-05-06 -42.5 2013-06-21 -42.25

0.25

2014 2014-05-05 -58.0 2014-06-20 -32.0

26.0

2015 2015-05-05 -7.75 2015-06-22 -1.75

6.0

2016 2016-05-05 -5.0 2016-06-22 -7.0

-2.0

2017 2017-05-05 -2.0 2017-06-22 3.5

5.5

2018 2018-05-07 1.75 2018-06-22 10.25

8.5

2019 2019-05-06 10.75 2019-06-21 12.75

2.0

2020 2020-05-05 4.75 2020-06-22 5.5

0.75