Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.39 2005-05-27 0.12

0.51

2006 2006-04-25 0.78 2006-05-26 0.9

0.12

2007 2007-04-25 0.8 2007-05-25 1.08

0.28

2008 2008-04-25 0.61 2008-05-28 1.23

0.62

2009 2009-04-27 0.6 2009-05-28 0.68

0.08

2010 2010-04-26 0.66 2010-05-28 0.84

0.18

2011 2011-04-25 0.52 2011-05-27 0.91

0.39

2012 2012-04-25 0.59 2012-05-25 0.81

0.22

2013 2013-04-25 -0.82 2013-05-28 -0.6

0.22

2014 2014-04-25 -0.79 2014-05-28 0.1

0.89

2015 2015-04-27 0.27 2015-05-28 0.14

-0.13

2016 2016-04-25 0.36 2016-05-27 0.56

0.2

2017 2017-04-25 0.36 2017-05-26 0.4

0.04

2018 2018-04-25 0.64 2018-05-25 0.68

0.04

2019 2019-04-25 0.62 2019-05-28 0.58

-0.04

2020 2020-04-27 0.69 2020-05-28 0.67

-0.02