Backtest Result of Soybean (S)


Entry Date: 2024-04-30
Exit Date: 2024-06-17
Long Contract: 11
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.5 2005-06-17 10.0

10.5

2006 2006-05-01 9.5 2006-06-16 13.5

4.0

2007 2007-04-30 14.75 2007-06-15 18.0

3.25

2008 2008-04-30 -40.0 2008-06-17 1.0

41.0

2009 2009-04-30 -37.0 2009-06-17 -32.0

5.0

2010 2010-04-30 -8.0 2010-06-17 -6.25

1.75

2011 2011-05-02 -7.25 2011-06-17 0.5

7.75

2012 2012-04-30 -43.5 2012-06-15 -18.0

25.5

2013 2013-04-30 -41.25 2013-06-17 -48.25

-7.0

2014 2014-04-30 -63.5 2014-06-17 -32.0

31.5

2015 2015-04-30 -6.5 2015-06-17 -2.0

4.5

2016 2016-05-02 -11.25 2016-06-17 -3.5

7.75

2017 2017-05-01 -2.5 2017-06-16 5.0

7.5

2018 2018-04-30 -2.5 2018-06-15 12.25

14.75

2019 2019-04-30 9.5 2019-06-17 13.25

3.75

2020 2020-04-30 3.0 2020-06-17 5.5

2.5