Backtest Result of Soybean (S)


Entry Date: 2024-10-22
Exit Date: 2024-11-04
Long Contract: 8
Short Contract: 1



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-24 17.5 2005-11-04 19.0

1.5

2006 2006-10-23 25.5 2006-11-03 28.25

2.75

2007 2007-10-22 8.25 2007-11-02 10.25

2.0

2008 2008-10-22 28.75 2008-11-04 36.0

7.25

2009 2009-10-22 -12.5 2009-11-04 0.75

13.25

2010 2010-10-22 0.25 2010-11-04 -1.0

-1.25

2011 2011-10-24 18.75 2011-11-04 24.0

5.25

2012 2012-10-22 -119.25 2012-11-02 -107.5

11.75

2013 2013-10-22 -52.0 2013-11-04 -43.25

8.75

2014 2014-10-22 22.5 2014-11-04 14.75

-7.75

2015 2015-10-22 8.0 2015-11-04 11.5

3.5

2016 2016-10-24 16.0 2016-11-04 16.5

0.5

2017 2017-10-23 28.25 2017-11-03 28.75

0.5

2018 2018-10-22 42.0 2018-11-02 42.0

0.0

2019 2019-10-22 30.75 2019-11-04 38.5

7.75

2020 2020-10-22 -26.25 2020-11-04 -26.5

-0.25