Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.19 2005-05-23 0.08

0.27

2006 2006-04-20 0.6 2006-05-23 0.65

0.05

2007 2007-04-20 0.62 2007-05-23 0.81

0.19

2008 2008-04-21 0.44 2008-05-23 0.89

0.45

2009 2009-04-20 0.43 2009-05-22 0.43

0.0

2010 2010-04-20 0.55 2010-05-21 0.54

-0.01

2011 2011-04-20 0.29 2011-05-23 0.55

0.26

2012 2012-04-20 0.35 2012-05-23 0.58

0.23

2013 2013-04-22 -0.5 2013-05-23 -0.53

-0.03

2014 2014-04-21 -0.46 2014-05-23 0.06

0.52

2015 2015-04-20 0.08 2015-05-22 0.16

0.08

2016 2016-04-20 0.15 2016-05-23 0.39

0.24

2017 2017-04-20 0.19 2017-05-23 0.29

0.1

2018 2018-04-20 0.49 2018-05-23 0.52

0.03

2019 2019-04-22 0.41 2019-05-23 0.45

0.04

2020 2020-04-20 0.49 2020-05-22 0.51

0.02