Backtest Result of Soybean (S)


Entry Date: 2024-09-17
Exit Date: 2024-11-04
Long Contract: 5
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 11.25 2005-11-04 14.25

3.0

2006 2006-09-18 21.0 2006-11-03 19.25

-1.75

2007 2007-09-17 10.25 2007-11-02 18.5

8.25

2008 2008-09-17 19.75 2008-11-04 23.75

4.0

2009 2009-09-17 -4.75 2009-11-04 0.5

5.25

2010 2010-09-17 10.0 2010-11-04 10.0

0.0

2011 2011-09-19 12.0 2011-11-04 18.25

6.25

2012 2012-09-17 -117.25 2012-11-02 -55.5

61.75

2013 2013-09-17 -44.0 2013-11-04 -25.5

18.5

2014 2014-09-17 15.5 2014-11-04 9.75

-5.75

2015 2015-09-17 6.0 2015-11-04 7.5

1.5

2016 2016-09-19 9.0 2016-11-04 13.25

4.25

2017 2017-09-18 17.25 2017-11-03 19.5

2.25

2018 2018-09-17 26.5 2018-11-02 25.75

-0.75

2019 2019-09-17 23.0 2019-11-04 25.25

2.25

2020 2020-09-17 -12.25 2020-11-04 -10.75

1.5