Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-06-12
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.07 2005-06-10 0.23

0.3

2006 2006-05-01 0.33 2006-06-12 0.42

0.09

2007 2007-04-30 0.38 2007-06-12 0.51

0.13

2008 2008-04-30 0.31 2008-06-12 0.71

0.4

2009 2009-04-30 0.29 2009-06-12 0.34

0.05

2010 2010-04-30 0.27 2010-06-11 0.44

0.17

2011 2011-05-02 0.33 2011-06-10 0.57

0.24

2012 2012-04-30 0.27 2012-06-12 0.38

0.11

2013 2013-04-30 -0.49 2013-06-12 -0.49

0.0

2014 2014-04-30 -0.72 2014-06-12 -0.11

0.61

2015 2015-04-30 0.07 2015-06-12 0.06

-0.01

2016 2016-05-02 0.26 2016-06-10 0.26

0.0

2017 2017-05-01 0.17 2017-06-12 0.18

0.01

2018 2018-04-30 0.33 2018-06-12 0.31

-0.02

2019 2019-04-30 0.28 2019-06-12 0.24

-0.04

2020 2020-04-30 0.31 2020-06-12 0.35

0.04