Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.08 2005-05-23 0.09

0.17

2006 2006-04-20 0.37 2006-05-23 0.46

0.09

2007 2007-04-20 0.45 2007-05-23 0.56

0.11

2008 2008-04-21 0.35 2008-05-23 0.6

0.25

2009 2009-04-20 0.3 2009-05-22 0.3

0.0

2010 2010-04-20 0.39 2010-05-21 0.37

-0.02

2011 2011-04-20 0.21 2011-05-23 0.37

0.16

2012 2012-04-20 0.27 2012-05-23 0.39

0.12

2013 2013-04-22 -0.2 2013-05-23 -0.2

0.0

2014 2014-04-21 0.05 2014-05-23 0.17

0.12

2015 2015-04-20 0.12 2015-05-22 0.14

0.02

2016 2016-04-20 0.13 2016-05-23 0.27

0.14

2017 2017-04-20 0.15 2017-05-23 0.2

0.05

2018 2018-04-20 0.36 2018-05-23 0.36

0.0

2019 2019-04-22 0.29 2019-05-23 0.31

0.02

2020 2020-04-20 0.33 2020-05-22 0.35

0.02