Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-06-17
Long Contract: 3
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.03 2005-06-17 -0.13

-0.16

2006 2006-05-15 0.73 2006-06-16 0.83

0.1

2007 2007-05-15 1.02 2007-06-15 1.03

0.01

2008 2008-05-15 1.25 2008-06-17 1.37

0.12

2009 2009-05-15 0.75 2009-06-17 0.91

0.16

2010 2010-05-17 0.99 2010-06-17 1.03

0.04

2011 2011-05-16 0.66 2011-06-17 1.1

0.44

2012 2012-05-15 0.73 2012-06-15 0.86

0.13

2013 2013-05-15 -0.38 2013-06-17 -0.2

0.18

2014 2014-05-15 0.42 2014-06-17 0.51

0.09

2015 2015-05-15 0.39 2015-06-17 0.42

0.03

2016 2016-05-16 0.24 2016-06-17 0.49

0.25

2017 2017-05-15 0.42 2017-06-16 0.45

0.03

2018 2018-05-15 0.89 2018-06-15 0.96

0.07

2019 2019-05-15 0.83 2019-06-17 0.76

-0.07

2020 2020-05-15 0.61 2020-06-17 0.73

0.12