Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-10
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 -0.01 2005-05-27 0.09

0.1

2006 2006-05-10 0.61 2006-05-26 0.72

0.11

2007 2007-05-10 0.77 2007-05-25 0.88

0.11

2008 2008-05-12 0.76 2008-05-28 0.9

0.14

2009 2009-05-11 0.43 2009-05-28 0.5

0.07

2010 2010-05-10 0.5 2010-05-28 0.61

0.11

2011 2011-05-10 0.48 2011-05-27 0.63

0.15

2012 2012-05-10 0.52 2012-05-25 0.59

0.07

2013 2013-05-10 -0.69 2013-05-28 -0.4

0.29

2014 2014-05-12 -0.23 2014-05-28 0.05

0.28

2015 2015-05-11 0.12 2015-05-28 0.11

-0.01

2016 2016-05-10 0.32 2016-05-27 0.43

0.11

2017 2017-05-10 0.26 2017-05-26 0.27

0.01

2018 2018-05-10 0.48 2018-05-25 0.52

0.04

2019 2019-05-10 0.47 2019-05-28 0.45

-0.02

2020 2020-05-11 0.47 2020-05-28 0.5

0.03