Backtest Result of Soybean Oil (BO)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.06 2005-06-10 0.3

0.36

2006 2006-05-01 0.54 2006-06-12 0.69

0.15

2007 2007-04-30 0.68 2007-06-12 0.82

0.14

2008 2008-04-30 0.51 2008-06-12 1.05

0.54

2009 2009-04-30 0.44 2009-06-12 0.55

0.11

2010 2010-04-30 0.51 2010-06-11 0.66

0.15

2011 2011-05-02 0.28 2011-06-10 0.83

0.55

2012 2012-04-30 0.39 2012-06-12 0.58

0.19

2013 2013-04-30 -0.46 2013-06-12 -0.48

-0.02

2014 2014-04-30 -0.44 2014-06-12 0.02

0.46

2015 2015-04-30 0.2 2015-06-12 0.17

-0.03

2016 2016-05-02 0.41 2016-06-10 0.43

0.02

2017 2017-05-01 0.28 2017-06-12 0.24

-0.04

2018 2018-04-30 0.52 2018-06-12 0.5

-0.02

2019 2019-04-30 0.44 2019-06-12 0.4

-0.04

2020 2020-04-30 0.44 2020-06-12 0.54

0.1