Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-10
Exit Date: 2024-06-02
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-06-02 0.23

0.22

2006 2006-05-10 0.4 2006-06-02 0.42

0.02

2007 2007-05-10 0.44 2007-06-01 0.47

0.03

2008 2008-05-12 0.55 2008-06-02 0.67

0.12

2009 2009-05-11 0.28 2009-06-02 0.33

0.05

2010 2010-05-10 0.31 2010-06-02 0.45

0.14

2011 2011-05-10 0.41 2011-06-02 0.57

0.16

2012 2012-05-10 0.36 2012-06-01 0.43

0.07

2013 2013-05-10 -0.67 2013-05-31 -0.44

0.23

2014 2014-05-12 -0.5 2014-06-02 0.15

0.65

2015 2015-05-11 0.0 2015-06-02 -0.01

-0.01

2016 2016-05-10 0.24 2016-06-02 0.21

-0.03

2017 2017-05-10 0.19 2017-06-02 0.25

0.06

2018 2018-05-10 0.28 2018-06-01 0.3

0.02

2019 2019-05-10 0.28 2019-05-31 0.27

-0.01

2020 2020-05-11 0.32 2020-06-02 0.33

0.01