Backtest Result of Soybean Meal (SM)


Entry Date: 2024-04-10
Exit Date: 2024-05-03
Long Contract: 8
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 -0.3 2005-05-03 1.8

2.1

2006 2006-04-10 -4.0 2006-05-03 -4.1

-0.1

2007 2007-04-10 -7.7 2007-05-03 -8.3

-0.6

2008 2008-04-10 37.8 2008-05-02 34.8

-3.0

2009 2009-04-13 32.1 2009-05-01 44.8

12.7

2010 2010-04-12 13.8 2010-05-03 11.8

-2.0

2011 2011-04-11 -1.9 2011-05-03 2.8

4.7

2012 2012-04-10 24.7 2012-05-03 43.6

18.9

2013 2013-04-10 38.5 2013-05-03 42.0

3.5

2014 2014-04-10 57.9 2014-05-02 66.1

8.2

2015 2015-04-10 0.8 2015-05-01 3.8

3.0

2016 2016-04-11 -4.4 2016-05-03 8.0

12.4

2017 2017-04-10 1.1 2017-05-03 -0.1

-1.2

2018 2018-04-10 11.6 2018-05-03 13.7

2.1

2019 2019-04-10 -7.3 2019-05-03 -6.0

1.3

2020 2020-04-13 -6.2 2020-05-01 -3.6

2.6