Backtest Result of Soybean (S)


Entry Date: 2024-10-07
Exit Date: 2024-10-20
Long Contract: 5
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-07 -4.75 2005-10-20 -5.25

-0.5

2006 2006-10-09 -9.75 2006-10-20 -8.5

1.25

2007 2007-10-08 -8.0 2007-10-19 -4.5

3.5

2008 2008-10-07 -8.5 2008-10-20 -7.5

1.0

2009 2009-10-07 -2.25 2009-10-20 0.5

2.75

2010 2010-10-07 -6.5 2010-10-20 -4.25

2.25

2011 2011-10-07 -8.0 2011-10-20 -6.5

1.5

2012 2012-10-08 13.75 2012-10-19 13.5

-0.25

2013 2013-10-07 3.5 2013-10-18 3.75

0.25

2014 2014-10-07 -6.25 2014-10-20 -7.0

-0.75

2015 2015-10-07 -5.75 2015-10-20 -5.25

0.5

2016 2016-10-07 -5.25 2016-10-20 -5.75

-0.5

2017 2017-10-09 -8.0 2017-10-20 -8.25

-0.25

2018 2018-10-08 -11.0 2018-10-19 -10.5

0.5

2019 2019-10-07 -8.75 2019-10-18 -8.5

0.25

2020 2020-10-07 -0.75 2020-10-20 -1.0

-0.25