Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-06-12
Long Contract: 3
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.03 2005-06-10 0.09

0.06

2006 2006-05-15 0.73 2006-06-12 0.96

0.23

2007 2007-05-15 1.02 2007-06-12 1.05

0.03

2008 2008-05-15 1.25 2008-06-12 1.4

0.15

2009 2009-05-15 0.75 2009-06-12 0.95

0.2

2010 2010-05-17 0.99 2010-06-11 1.14

0.15

2011 2011-05-16 0.66 2011-06-10 1.05

0.39

2012 2012-05-15 0.73 2012-06-12 0.89

0.16

2013 2013-05-15 -0.38 2013-06-12 -0.17

0.21

2014 2014-05-15 0.42 2014-06-12 0.54

0.12

2015 2015-05-15 0.39 2015-06-12 0.36

-0.03

2016 2016-05-16 0.24 2016-06-10 0.43

0.19

2017 2017-05-15 0.42 2017-06-12 0.49

0.07

2018 2018-05-15 0.89 2018-06-12 0.94

0.05

2019 2019-05-15 0.83 2019-06-12 0.83

0.0

2020 2020-05-15 0.61 2020-06-12 0.79

0.18