Backtest Result of Soybean Oil (BO)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.15 2005-06-10 0.41

0.26

2006 2006-05-15 0.77 2006-06-12 0.89

0.12

2007 2007-05-15 0.99 2007-06-12 1.08

0.09

2008 2008-05-15 1.23 2008-06-12 1.41

0.18

2009 2009-05-15 0.51 2009-06-12 0.72

0.21

2010 2010-05-17 0.7 2010-06-11 0.88

0.18

2011 2011-05-16 0.76 2011-06-10 1.11

0.35

2012 2012-05-15 0.74 2012-06-12 0.77

0.03

2013 2013-05-15 -0.87 2013-06-12 -0.65

0.22

2014 2014-05-15 -0.16 2014-06-12 0.03

0.19

2015 2015-05-15 0.2 2015-06-12 0.21

0.01

2016 2016-05-16 0.45 2016-06-10 0.56

0.11

2017 2017-05-15 0.29 2017-06-12 0.35

0.06

2018 2018-05-15 0.61 2018-06-12 0.66

0.05

2019 2019-05-15 0.58 2019-06-12 0.53

-0.05

2020 2020-05-15 0.61 2020-06-12 0.72

0.11