Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.08 2005-05-27 0.04

0.12

2006 2006-04-20 0.37 2006-05-26 0.46

0.09

2007 2007-04-20 0.45 2007-05-25 0.64

0.19

2008 2008-04-21 0.35 2008-05-28 0.6

0.25

2009 2009-04-20 0.3 2009-05-28 0.34

0.04

2010 2010-04-20 0.39 2010-05-28 0.43

0.04

2011 2011-04-20 0.21 2011-05-27 0.41

0.2

2012 2012-04-20 0.27 2012-05-25 0.4

0.13

2013 2013-04-22 -0.2 2013-05-28 -0.07

0.13

2014 2014-04-21 0.05 2014-05-28 0.14

0.09

2015 2015-04-20 0.12 2015-05-28 0.13

0.01

2016 2016-04-20 0.13 2016-05-27 0.3

0.17

2017 2017-04-20 0.15 2017-05-26 0.19

0.04

2018 2018-04-20 0.36 2018-05-25 0.37

0.01

2019 2019-04-22 0.29 2019-05-28 0.31

0.02

2020 2020-04-20 0.33 2020-05-28 0.35

0.02