Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.28 2005-05-27 0.2

0.48

2006 2006-04-20 0.97 2006-05-26 1.1

0.13

2007 2007-04-20 0.97 2007-05-25 1.32

0.35

2008 2008-04-21 0.98 2008-05-28 1.56

0.58

2009 2009-04-20 0.73 2009-05-28 0.85

0.12

2010 2010-04-20 0.91 2010-05-28 1.07

0.16

2011 2011-04-20 0.82 2011-05-27 1.19

0.37

2012 2012-04-20 0.68 2012-05-25 1.03

0.35

2013 2013-04-22 -0.72 2013-05-28 -0.68

0.04

2014 2014-04-21 -0.86 2014-05-28 0.17

1.03

2015 2015-04-20 0.17 2015-05-28 0.2

0.03

2016 2016-04-20 0.36 2016-05-27 0.69

0.33

2017 2017-04-20 0.41 2017-05-26 0.51

0.1

2018 2018-04-20 0.76 2018-05-25 0.79

0.03

2019 2019-04-22 0.72 2019-05-28 0.7

-0.02

2020 2020-04-20 0.83 2020-05-28 0.85

0.02