Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-07-02
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 -0.04 2005-07-01 -0.17

-0.13

2006 2006-05-15 0.36 2006-06-30 0.48

0.12

2007 2007-05-15 0.54 2007-07-02 0.48

-0.06

2008 2008-05-15 0.6 2008-07-02 0.75

0.15

2009 2009-05-15 0.47 2009-07-02 0.57

0.1

2010 2010-05-17 0.62 2010-07-02 0.64

0.02

2011 2011-05-16 0.32 2011-07-01 0.54

0.22

2012 2012-05-15 0.37 2012-07-02 0.55

0.18

2013 2013-05-15 -0.15 2013-07-02 0.05

0.2

2014 2014-05-15 0.29 2014-07-02 0.27

-0.02

2015 2015-05-15 0.24 2015-07-02 0.25

0.01

2016 2016-05-16 0.01 2016-07-01 0.4

0.39

2017 2017-05-15 0.25 2017-06-30 0.25

0.0

2018 2018-05-15 0.55 2018-07-02 0.57

0.02

2019 2019-05-15 0.51 2019-07-02 0.5

-0.01

2020 2020-05-15 0.3 2020-07-02 0.39

0.09