Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-20
Exit Date: 2024-06-12
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 0.17 2005-06-10 0.42

0.25

2006 2006-05-22 1.04 2006-06-12 1.09

0.05

2007 2007-05-21 1.34 2007-06-12 1.35

0.01

2008 2008-05-20 1.54 2008-06-12 1.78

0.24

2009 2009-05-20 0.74 2009-06-12 1.02

0.28

2010 2010-05-20 1.01 2010-06-11 1.21

0.2

2011 2011-05-20 0.95 2011-06-10 1.37

0.42

2012 2012-05-21 1.0 2012-06-12 1.04

0.04

2013 2013-05-20 -0.92 2013-06-12 -0.69

0.23

2014 2014-05-20 0.14 2014-06-12 0.17

0.03

2015 2015-05-20 0.32 2015-06-12 0.36

0.04

2016 2016-05-20 0.61 2016-06-10 0.7

0.09

2017 2017-05-22 0.51 2017-06-12 0.49

-0.02

2018 2018-05-21 0.89 2018-06-12 0.94

0.05

2019 2019-05-20 0.82 2019-06-12 0.78

-0.04

2020 2020-05-20 0.79 2020-06-12 0.95

0.16