Backtest Result of Soybean (S)


Entry Date: 2023-09-12
Exit Date: 2023-10-05
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-12 5.5 2005-10-05 3.75

-1.75

2006 2006-09-12 10.5 2006-10-05 10.5

0.0

2007 2007-09-12 6.25 2007-10-05 6.0

-0.25

2008 2008-09-12 7.5 2008-10-03 8.5

1.0

2009 2009-09-14 2.25 2009-10-05 3.75

1.5

2010 2010-09-13 5.0 2010-10-05 6.0

1.0

2011 2011-09-12 6.25 2011-10-05 7.5

1.25

2012 2012-09-12 -31.0 2012-10-05 -18.25

12.75

2013 2013-09-12 -9.25 2013-10-04 -4.5

4.75

2014 2014-09-12 5.75 2014-10-03 5.75

0.0

2015 2015-09-14 3.5 2015-10-05 5.25

1.75

2016 2016-09-12 4.5 2016-10-05 5.25

0.75

2017 2017-09-12 7.75 2017-10-05 7.5

-0.25

2018 2018-09-12 9.5 2018-10-05 11.5

2.0

2019 2019-09-12 9.0 2019-10-04 8.25

-0.75

2020 2020-09-14 0.75 2020-10-05 4.0

3.25