Backtest Result of Soybean (S)


Entry Date: 2023-05-15
Exit Date: 2023-06-12
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.75 2005-06-10 7.0

6.25

2006 2006-05-15 9.75 2006-06-12 14.5

4.75

2007 2007-05-15 15.5 2007-06-12 17.25

1.75

2008 2008-05-15 -8.75 2008-06-12 -11.0

-2.25

2009 2009-05-15 -47.5 2009-06-12 -32.0

15.5

2010 2010-05-17 -4.25 2010-06-11 -1.5

2.75

2011 2011-05-16 -8.0 2011-06-10 2.25

10.25

2012 2012-05-15 -35.0 2012-06-12 -27.0

8.0

2013 2013-05-15 -52.75 2013-06-12 -44.5

8.25

2014 2014-05-15 -56.0 2014-06-12 -38.5

17.5

2015 2015-05-15 -2.5 2015-06-12 -3.25

-0.75

2016 2016-05-16 -4.5 2016-06-10 -5.75

-1.25

2017 2017-05-15 -2.0 2017-06-12 2.75

4.75

2018 2018-05-15 2.0 2018-06-12 9.25

7.25

2019 2019-05-15 11.75 2019-06-12 13.75

2.0

2020 2020-05-15 4.25 2020-06-12 6.5

2.25