Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-19
Long Contract: 3
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 8.75 2005-11-18 7.5

-1.25

2006 2006-10-23 7.25 2006-11-17 12.25

5.0

2007 2007-10-22 14.0 2007-11-19 16.75

2.75

2008 2008-10-22 8.5 2008-11-19 7.25

-1.25

2009 2009-10-22 -0.25 2009-11-19 5.75

6.0

2010 2010-10-22 7.25 2010-11-19 7.5

0.25

2011 2011-10-24 9.5 2011-11-18 10.0

0.5

2012 2012-10-22 -31.5 2012-11-19 -12.75

18.75

2013 2013-10-22 -19.5 2013-11-19 -12.0

7.5

2014 2014-10-22 7.25 2014-11-19 7.25

0.0

2015 2015-10-22 1.75 2015-11-19 3.0

1.25

2016 2016-10-24 6.75 2016-11-18 8.5

1.75

2017 2017-10-23 10.0 2017-11-17 11.0

1.0

2018 2018-10-22 13.25 2018-11-19 13.75

0.5

2019 2019-10-22 11.5 2019-11-19 13.0

1.5

2020 2020-10-22 -13.5 2020-11-19 -2.0

11.5