Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.43 2005-05-23 0.23

0.66

2006 2006-04-25 0.96 2006-05-23 1.03

0.07

2007 2007-04-25 0.99 2007-05-23 1.3

0.31

2008 2008-04-25 0.87 2008-05-23 1.5

0.63

2009 2009-04-27 0.76 2009-05-22 0.75

-0.01

2010 2010-04-26 0.85 2010-05-21 0.96

0.11

2011 2011-04-25 0.76 2011-05-23 1.08

0.32

2012 2012-04-25 0.79 2012-05-23 1.02

0.23

2013 2013-04-25 -1.13 2013-05-23 -0.88

0.25

2014 2014-04-25 -0.94 2014-05-23 0.12

1.06

2015 2015-04-27 0.35 2015-05-22 0.25

-0.1

2016 2016-04-25 0.47 2016-05-23 0.62

0.15

2017 2017-04-25 0.46 2017-05-23 0.52

0.06

2018 2018-04-25 0.77 2018-05-23 0.79

0.02

2019 2019-04-25 0.76 2019-05-23 0.72

-0.04

2020 2020-04-27 0.89 2020-05-22 0.86

-0.03