Backtest Result of Soybean (S)


Entry Date: 2023-05-20
Exit Date: 2023-06-17
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 0.0 2005-06-17 10.0

10.0

2006 2006-05-22 11.75 2006-06-16 13.5

1.75

2007 2007-05-21 14.75 2007-06-15 18.0

3.25

2008 2008-05-20 -0.5 2008-06-17 1.0

1.5

2009 2009-05-20 -49.0 2009-06-17 -32.0

17.0

2010 2010-05-20 -9.0 2010-06-17 -6.25

2.75

2011 2011-05-20 -9.75 2011-06-17 0.5

10.25

2012 2012-05-21 -38.75 2012-06-15 -18.0

20.75

2013 2013-05-20 -69.25 2013-06-17 -48.25

21.0

2014 2014-05-20 -52.5 2014-06-17 -32.0

20.5

2015 2015-05-20 -1.0 2015-06-17 -2.0

-1.0

2016 2016-05-20 -10.75 2016-06-17 -3.5

7.25

2017 2017-05-22 0.25 2017-06-16 5.0

4.75

2018 2018-05-21 3.5 2018-06-15 12.25

8.75

2019 2019-05-20 12.75 2019-06-17 13.25

0.5

2020 2020-05-20 4.25 2020-06-17 5.5

1.25