Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-06-02
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.25 2005-06-02 0.42

0.67

2006 2006-04-20 0.77 2006-06-02 0.89

0.12

2007 2007-04-20 0.82 2007-06-01 1.02

0.2

2008 2008-04-21 0.64 2008-06-02 1.29

0.65

2009 2009-04-20 0.57 2009-06-02 0.69

0.12

2010 2010-04-20 0.71 2010-06-02 0.9

0.19

2011 2011-04-20 0.55 2011-06-02 1.03

0.48

2012 2012-04-20 0.5 2012-06-01 0.88

0.38

2013 2013-04-22 -0.63 2013-05-31 -0.57

0.06

2014 2014-04-21 -0.73 2014-06-02 0.38

1.11

2015 2015-04-20 0.13 2015-06-02 0.06

-0.07

2016 2016-04-20 0.26 2016-06-02 0.51

0.25

2017 2017-04-20 0.3 2017-06-02 0.47

0.17

2018 2018-04-20 0.64 2018-06-01 0.65

0.01

2019 2019-04-22 0.57 2019-05-31 0.59

0.02

2020 2020-04-20 0.65 2020-06-02 0.65

0.0