Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-06-12
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.08 2005-06-10 0.23

0.15

2006 2006-05-15 0.4 2006-06-12 0.42

0.02

2007 2007-05-15 0.51 2007-06-12 0.51

0.0

2008 2008-05-15 0.58 2008-06-12 0.71

0.13

2009 2009-05-15 0.23 2009-06-12 0.34

0.11

2010 2010-05-17 0.33 2010-06-11 0.44

0.11

2011 2011-05-16 0.42 2011-06-10 0.57

0.15

2012 2012-05-15 0.38 2012-06-12 0.38

0.0

2013 2013-05-15 -0.64 2013-06-12 -0.49

0.15

2014 2014-05-15 -0.29 2014-06-12 -0.11

0.18

2015 2015-05-15 0.05 2015-06-12 0.06

0.01

2016 2016-05-16 0.22 2016-06-10 0.26

0.04

2017 2017-05-15 0.12 2017-06-12 0.18

0.06

2018 2018-05-15 0.27 2018-06-12 0.31

0.04

2019 2019-05-15 0.26 2019-06-12 0.24

-0.02

2020 2020-05-15 0.3 2020-06-12 0.35

0.05