Backtest Result of Wheat (W)


Entry Date: 2024-10-17
Exit Date: 2024-11-04
Long Contract: 7
Short Contract: 5



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 6.25 2005-11-04 9.0

2.75

2006 2006-10-17 -51.0 2006-11-03 -29.0

22.0

2007 2007-10-17 -130.25 2007-11-02 -99.0

31.25

2008 2008-10-17 13.5 2008-11-04 13.25

-0.25

2009 2009-10-19 10.75 2009-11-04 10.75

0.0

2010 2010-10-18 9.25 2010-11-04 11.75

2.5

2011 2011-10-17 15.75 2011-11-04 16.25

0.5

2012 2012-10-17 -35.0 2012-11-02 -10.5

24.5

2013 2013-10-17 -12.0 2013-11-04 -1.5

10.5

2014 2014-10-17 7.0 2014-11-04 6.75

-0.25

2015 2015-10-19 3.25 2015-11-04 0.25

-3.0

2016 2016-10-17 11.25 2016-11-04 12.75

1.5

2017 2017-10-17 13.5 2017-11-03 13.5

0.0

2018 2018-10-17 5.5 2018-11-02 7.0

1.5

2019 2019-10-17 2.0 2019-11-04 4.5

2.5

2020 2020-10-19 -13.75 2020-11-04 -6.75

7.0