Backtest Result of Soybean (S)


Entry Date: 2024-10-27
Exit Date: 2024-11-19
Long Contract: 5
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-27 7.25 2005-11-18 5.5

-1.75

2006 2006-10-27 5.25 2006-11-17 9.25

4.0

2007 2007-10-29 3.0 2007-11-19 5.5

2.5

2008 2008-10-27 8.75 2008-11-19 8.75

0.0

2009 2009-10-27 -4.25 2009-11-19 1.5

5.75

2010 2010-10-27 0.25 2010-11-19 1.0

0.75

2011 2011-10-27 8.5 2011-11-18 9.75

1.25

2012 2012-10-29 -45.5 2012-11-19 -16.25

29.25

2013 2013-10-28 -13.75 2013-11-19 -11.5

2.25

2014 2014-10-27 6.25 2014-11-19 6.25

0.0

2015 2015-10-27 4.25 2015-11-19 6.0

1.75

2016 2016-10-27 5.0 2016-11-18 8.25

3.25

2017 2017-10-27 9.25 2017-11-17 9.5

0.25

2018 2018-10-29 13.75 2018-11-19 13.25

-0.5

2019 2019-10-28 11.0 2019-11-19 12.25

1.25

2020 2020-10-27 -6.75 2020-11-19 -2.5

4.25