Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-24
Long Contract: 3
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 8.75 2005-11-23 6.75

-2.0

2006 2006-10-23 7.25 2006-11-24 12.5

5.25

2007 2007-10-22 14.0 2007-11-23 16.0

2.0

2008 2008-10-22 8.5 2008-11-24 7.75

-0.75

2009 2009-10-22 -0.25 2009-11-24 6.0

6.25

2010 2010-10-22 7.25 2010-11-24 7.75

0.5

2011 2011-10-24 9.5 2011-11-23 9.0

-0.5

2012 2012-10-22 -31.5 2012-11-23 -15.75

15.75

2013 2013-10-22 -19.5 2013-11-22 -13.5

6.0

2014 2014-10-22 7.25 2014-11-24 6.0

-1.25

2015 2015-10-22 1.75 2015-11-24 2.5

0.75

2016 2016-10-24 6.75 2016-11-23 8.75

2.0

2017 2017-10-23 10.0 2017-11-24 11.5

1.5

2018 2018-10-22 13.25 2018-11-23 13.75

0.5

2019 2019-10-22 11.5 2019-11-22 14.25

2.75

2020 2020-10-22 -13.5 2020-11-24 2.0

15.5