Backtest Result of Soybean (S)


Entry Date: 2023-05-10
Exit Date: 2023-06-22
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 -0.5 2005-06-22 9.5

10.0

2006 2006-05-10 9.25 2006-06-22 13.75

4.5

2007 2007-05-10 15.5 2007-06-22 16.25

0.75

2008 2008-05-12 -23.25 2008-06-20 -6.5

16.75

2009 2009-05-11 -42.0 2009-06-22 -42.0

0.0

2010 2010-05-10 -8.0 2010-06-22 -6.5

1.5

2011 2011-05-10 -7.25 2011-06-22 3.5

10.75

2012 2012-05-10 -28.0 2012-06-22 -18.75

9.25

2013 2013-05-10 -48.75 2013-06-21 -42.25

6.5

2014 2014-05-12 -57.75 2014-06-20 -32.0

25.75

2015 2015-05-11 -4.75 2015-06-22 -1.75

3.0

2016 2016-05-10 -7.5 2016-06-22 -7.0

0.5

2017 2017-05-10 -1.5 2017-06-22 3.5

5.0

2018 2018-05-10 3.75 2018-06-22 10.25

6.5

2019 2019-05-10 11.75 2019-06-21 12.75

1.0

2020 2020-05-11 3.25 2020-06-22 5.5

2.25