Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-06-02
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.06 2005-06-02 0.29

0.35

2006 2006-05-01 0.54 2006-06-02 0.69

0.15

2007 2007-04-30 0.68 2007-06-01 0.77

0.09

2008 2008-04-30 0.51 2008-06-02 0.95

0.44

2009 2009-04-30 0.44 2009-06-02 0.52

0.08

2010 2010-04-30 0.51 2010-06-02 0.67

0.16

2011 2011-05-02 0.28 2011-06-02 0.73

0.45

2012 2012-04-30 0.39 2012-06-01 0.65

0.26

2013 2013-04-30 -0.46 2013-05-31 -0.4

0.06

2014 2014-04-30 -0.44 2014-06-02 0.28

0.72

2015 2015-04-30 0.2 2015-06-02 0.05

-0.15

2016 2016-05-02 0.41 2016-06-02 0.4

-0.01

2017 2017-05-01 0.28 2017-06-02 0.34

0.06

2018 2018-04-30 0.52 2018-06-01 0.5

-0.02

2019 2019-04-30 0.44 2019-05-31 0.46

0.02

2020 2020-04-30 0.44 2020-06-02 0.48

0.04