Backtest Result of Soybean (S)


Entry Date: 2024-10-02
Exit Date: 2024-10-25
Long Contract: 5
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-03 -2.5 2005-10-25 -4.5

-2.0

2006 2006-10-02 -13.25 2006-10-25 -11.25

2.0

2007 2007-10-02 -1.0 2007-10-25 5.0

6.0

2008 2008-10-02 -9.0 2008-10-24 -10.0

-1.0

2009 2009-10-02 1.5 2009-10-23 6.25

4.75

2010 2010-10-04 0.0 2010-10-25 14.0

14.0

2011 2011-10-03 -4.25 2011-10-25 -4.0

0.25

2012 2012-10-02 36.5 2012-10-25 58.0

21.5

2013 2013-10-02 15.25 2013-10-25 18.5

3.25

2014 2014-10-02 -9.0 2014-10-24 -6.0

3.0

2015 2015-10-02 -5.0 2015-10-23 -3.5

1.5

2016 2016-10-03 -3.5 2016-10-25 -3.5

0.0

2017 2017-10-02 -8.5 2017-10-25 -8.5

0.0

2018 2018-10-02 -15.25 2018-10-25 -16.25

-1.0

2019 2019-10-02 -12.0 2019-10-25 -12.0

0.0

2020 2020-10-02 2.0 2020-10-23 12.5

10.5