Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.15 2005-05-27 0.12

-0.03

2006 2006-05-15 0.77 2006-05-26 0.9

0.13

2007 2007-05-15 0.99 2007-05-25 1.08

0.09

2008 2008-05-15 1.23 2008-05-28 1.23

-0.0

2009 2009-05-15 0.51 2009-05-28 0.68

0.17

2010 2010-05-17 0.7 2010-05-28 0.84

0.14

2011 2011-05-16 0.76 2011-05-27 0.91

0.15

2012 2012-05-15 0.74 2012-05-25 0.81

0.07

2013 2013-05-15 -0.87 2013-05-28 -0.6

0.27

2014 2014-05-15 -0.16 2014-05-28 0.1

0.26

2015 2015-05-15 0.2 2015-05-28 0.14

-0.06

2016 2016-05-16 0.45 2016-05-27 0.56

0.11

2017 2017-05-15 0.29 2017-05-26 0.4

0.11

2018 2018-05-15 0.61 2018-05-25 0.68

0.07

2019 2019-05-15 0.58 2019-05-28 0.58

0.0

2020 2020-05-15 0.61 2020-05-28 0.67

0.06