Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-10
Exit Date: 2024-06-12
Long Contract: 3
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 -0.09 2005-06-10 0.32

0.41

2006 2006-05-10 1.21 2006-06-12 1.38

0.17

2007 2007-05-10 1.56 2007-06-12 1.56

-0.0

2008 2008-05-12 1.61 2008-06-12 2.11

0.5

2009 2009-05-11 1.05 2009-06-12 1.29

0.24

2010 2010-05-10 1.18 2010-06-11 1.58

0.4

2011 2011-05-10 0.97 2011-06-10 1.62

0.65

2012 2012-05-10 1.09 2012-06-12 1.27

0.18

2013 2013-05-10 -1.07 2013-06-12 -0.66

0.41

2014 2014-05-12 -0.12 2014-06-12 0.43

0.55

2015 2015-05-11 0.4 2015-06-12 0.42

0.02

2016 2016-05-10 0.27 2016-06-10 0.69

0.42

2017 2017-05-10 0.69 2017-06-12 0.67

-0.02

2018 2018-05-10 1.22 2018-06-12 1.25

0.03

2019 2019-05-10 1.13 2019-06-12 1.07

-0.06

2020 2020-05-11 0.94 2020-06-12 1.14

0.2