Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-05-23
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.13 2005-05-23 0.11

-0.02

2006 2006-05-15 0.96 2006-05-23 1.02

0.06

2007 2007-05-15 1.31 2007-05-23 1.38

0.07

2008 2008-05-15 1.52 2008-05-23 1.53

0.01

2009 2009-05-15 0.73 2009-05-22 0.8

0.07

2010 2010-05-17 1.0 2010-05-21 1.03

0.03

2011 2011-05-16 0.98 2011-05-23 0.97

-0.01

2012 2012-05-15 0.94 2012-05-23 1.03

0.09

2013 2013-05-15 -0.98 2013-05-23 -0.83

0.15

2014 2014-05-15 -0.05 2014-05-23 0.23

0.28

2015 2015-05-15 0.3 2015-05-22 0.28

-0.02

2016 2016-05-16 0.5 2016-05-23 0.62

0.12

2017 2017-05-15 0.39 2017-05-23 0.51

0.12

2018 2018-05-15 0.86 2018-05-23 0.91

0.05

2019 2019-05-15 0.8 2019-05-23 0.81

0.01

2020 2020-05-15 0.78 2020-05-22 0.87

0.09