Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-10
Exit Date: 2024-06-12
Long Contract: 1
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.0 2005-06-10 0.19

0.19

2006 2006-05-10 0.61 2006-06-12 0.67

0.06

2007 2007-05-10 0.84 2007-06-12 0.84

0.0

2008 2008-05-12 0.76 2008-06-12 1.07

0.31

2009 2009-05-11 0.52 2009-06-12 0.68

0.16

2010 2010-05-10 0.62 2010-06-11 0.77

0.15

2011 2011-05-10 0.52 2011-06-10 0.8

0.28

2012 2012-05-10 0.58 2012-06-12 0.66

0.08

2013 2013-05-10 -0.39 2013-06-12 -0.2

0.19

2014 2014-05-12 0.22 2014-06-12 0.28

0.06

2015 2015-05-11 0.26 2015-06-12 0.3

0.04

2016 2016-05-10 0.18 2016-06-10 0.44

0.26

2017 2017-05-10 0.31 2017-06-12 0.31

0.0

2018 2018-05-10 0.61 2018-06-12 0.63

0.02

2019 2019-05-10 0.56 2019-06-12 0.54

-0.02

2020 2020-05-11 0.48 2020-06-12 0.6

0.12