Backtest Result of Soybean (S)


Entry Date: 2024-04-30
Exit Date: 2024-06-12
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.5 2005-06-10 7.0

7.5

2006 2006-05-01 9.5 2006-06-12 14.5

5.0

2007 2007-04-30 14.75 2007-06-12 17.25

2.5

2008 2008-04-30 -40.0 2008-06-12 -11.0

29.0

2009 2009-04-30 -37.0 2009-06-12 -32.0

5.0

2010 2010-04-30 -8.0 2010-06-11 -1.5

6.5

2011 2011-05-02 -7.25 2011-06-10 2.25

9.5

2012 2012-04-30 -43.5 2012-06-12 -27.0

16.5

2013 2013-04-30 -41.25 2013-06-12 -44.5

-3.25

2014 2014-04-30 -63.5 2014-06-12 -38.5

25.0

2015 2015-04-30 -6.5 2015-06-12 -3.25

3.25

2016 2016-05-02 -11.25 2016-06-10 -5.75

5.5

2017 2017-05-01 -2.5 2017-06-12 2.75

5.25

2018 2018-04-30 -2.5 2018-06-12 9.25

11.75

2019 2019-04-30 9.5 2019-06-12 13.75

4.25

2020 2020-04-30 3.0 2020-06-12 6.5

3.5