Backtest Result of Soybean (S)


Entry Date: 2024-09-12
Exit Date: 2024-10-05
Long Contract: 7
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 9.5 2005-10-05 9.25

-0.25

2006 2006-09-12 20.25 2006-10-05 18.75

-1.5

2007 2007-09-12 9.75 2007-10-05 10.75

1.0

2008 2008-09-12 15.0 2008-10-03 19.5

4.5

2009 2009-09-14 2.0 2009-10-05 3.5

1.5

2010 2010-09-13 8.0 2010-10-05 10.5

2.5

2011 2011-09-12 9.25 2011-10-05 16.0

6.75

2012 2012-09-12 -121.75 2012-10-05 -70.75

51.0

2013 2013-09-12 -42.75 2013-10-04 -26.0

16.75

2014 2014-09-12 12.5 2014-10-03 12.75

0.25

2015 2015-09-14 3.75 2015-10-05 9.5

5.75

2016 2016-09-12 9.0 2016-10-05 11.5

2.5

2017 2017-09-12 16.75 2017-10-05 16.5

-0.25

2018 2018-09-12 21.5 2018-10-05 24.75

3.25

2019 2019-09-12 20.0 2019-10-04 17.5

-2.5

2020 2020-09-14 0.75 2020-10-05 3.5

2.75