Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-05
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.05 2005-05-23 0.23

0.28

2006 2006-05-05 0.95 2006-05-23 1.03

0.08

2007 2007-05-07 1.24 2007-05-23 1.3

0.06

2008 2008-05-05 1.16 2008-05-23 1.5

0.34

2009 2009-05-05 0.77 2009-05-22 0.75

-0.02

2010 2010-05-05 0.86 2010-05-21 0.96

0.1

2011 2011-05-05 0.92 2011-05-23 1.08

0.16

2012 2012-05-07 0.94 2012-05-23 1.02

0.08

2013 2013-05-06 -1.0 2013-05-23 -0.88

0.12

2014 2014-05-05 -0.42 2014-05-23 0.12

0.54

2015 2015-05-05 0.12 2015-05-22 0.25

0.13

2016 2016-05-05 0.64 2016-05-23 0.62

-0.02

2017 2017-05-05 0.38 2017-05-23 0.52

0.14

2018 2018-05-07 0.74 2018-05-23 0.79

0.05

2019 2019-05-06 0.73 2019-05-23 0.72

-0.01

2020 2020-05-05 0.86 2020-05-22 0.86

-0.0