Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-14
Long Contract: 3
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 8.75 2005-11-14 6.0

-2.75

2006 2006-10-23 7.25 2006-11-14 13.25

6.0

2007 2007-10-22 14.0 2007-11-14 14.5

0.5

2008 2008-10-22 8.5 2008-11-14 9.0

0.5

2009 2009-10-22 -0.25 2009-11-13 5.25

5.5

2010 2010-10-22 7.25 2010-11-12 8.0

0.75

2011 2011-10-24 9.5 2011-11-14 10.5

1.0

2012 2012-10-22 -31.5 2012-11-14 -20.25

11.25

2013 2013-10-22 -19.5 2013-11-14 -16.0

3.5

2014 2014-10-22 7.25 2014-11-14 7.75

0.5

2015 2015-10-22 1.75 2015-11-13 1.0

-0.75

2016 2016-10-24 6.75 2016-11-14 8.25

1.5

2017 2017-10-23 10.0 2017-11-14 11.0

1.0

2018 2018-10-22 13.25 2018-11-14 13.25

0.0

2019 2019-10-22 11.5 2019-11-14 12.75

1.25

2020 2020-10-22 -13.5 2020-11-13 0.0

13.5