Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-06-02
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.19 2005-06-02 0.29

0.48

2006 2006-04-20 0.6 2006-06-02 0.69

0.09

2007 2007-04-20 0.62 2007-06-01 0.77

0.15

2008 2008-04-21 0.44 2008-06-02 0.95

0.51

2009 2009-04-20 0.43 2009-06-02 0.52

0.09

2010 2010-04-20 0.55 2010-06-02 0.67

0.12

2011 2011-04-20 0.29 2011-06-02 0.73

0.44

2012 2012-04-20 0.35 2012-06-01 0.65

0.3

2013 2013-04-22 -0.5 2013-05-31 -0.4

0.1

2014 2014-04-21 -0.46 2014-06-02 0.28

0.74

2015 2015-04-20 0.08 2015-06-02 0.05

-0.03

2016 2016-04-20 0.15 2016-06-02 0.4

0.25

2017 2017-04-20 0.19 2017-06-02 0.34

0.15

2018 2018-04-20 0.49 2018-06-01 0.5

0.01

2019 2019-04-22 0.41 2019-05-31 0.46

0.05

2020 2020-04-20 0.49 2020-06-02 0.48

-0.01