Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-05
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.06 2005-05-23 0.15

0.21

2006 2006-05-05 0.76 2006-05-23 0.83

0.07

2007 2007-05-07 1.0 2007-05-23 1.06

0.06

2008 2008-05-05 0.84 2008-05-23 1.21

0.37

2009 2009-05-05 0.6 2009-05-22 0.58

-0.02

2010 2010-05-05 0.67 2010-05-21 0.74

0.07

2011 2011-05-05 0.65 2011-05-23 0.83

0.18

2012 2012-05-07 0.74 2012-05-23 0.8

0.06

2013 2013-05-06 -0.78 2013-05-23 -0.75

0.03

2014 2014-05-05 -0.42 2014-05-23 0.09

0.51

2015 2015-05-05 0.11 2015-05-22 0.2

0.09

2016 2016-05-05 0.52 2016-05-23 0.51

-0.01

2017 2017-05-05 0.29 2017-05-23 0.41

0.12

2018 2018-05-07 0.63 2018-05-23 0.67

0.04

2019 2019-05-06 0.59 2019-05-23 0.59

0.0

2020 2020-05-05 0.68 2020-05-22 0.68

-0.0