First of all, you don't have to close your position every day. Futures trading can be closed at any time or held for a long time, as long as it is closed before the contract expires.

Futures will settle their profits and losses every day, based on the daily settlement price, not the closing price. So when you say soybean, the profit after settlement is different from the profit at closing.

My understanding of zero-sum trading is that this market does not generate new value, and some people earn and some people lose, which is roughly the same.

The trading object of futures is a standard contract, and there are clear provisions except the price, but the daily fluctuation range of the price is certain, that is, the ratio of price limit is generally 4%.