Backtest Result of Soybean (S)


Entry Date: 2024-04-30
Exit Date: 2024-06-17
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 0.25 2005-06-17 11.0

10.75

2006 2006-05-01 17.0 2006-06-16 21.75

4.75

2007 2007-04-30 23.5 2007-06-15 25.5

2.0

2008 2008-04-30 -26.5 2008-06-17 14.25

40.75

2009 2009-04-30 -33.0 2009-06-17 -24.25

8.75

2010 2010-04-30 0.75 2010-06-17 2.75

2.0

2011 2011-05-02 -0.25 2011-06-17 10.0

10.25

2012 2012-04-30 -50.25 2012-06-15 -15.25

35.0

2013 2013-04-30 -34.0 2013-06-17 -42.5

-8.5

2014 2014-04-30 -58.25 2014-06-17 -25.25

33.0

2015 2015-04-30 -0.5 2015-06-17 4.0

4.5

2016 2016-05-02 -9.75 2016-06-17 -5.75

4.0

2017 2017-05-01 4.25 2017-06-16 12.0

7.75

2018 2018-04-30 1.25 2018-06-15 21.0

19.75

2019 2019-04-30 20.0 2019-06-17 24.5

4.5

2020 2020-04-30 4.75 2020-06-17 8.75

4.0