Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-15
Exit Date: 2024-06-17
Long Contract: 3
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.11 2005-06-17 0.08

-0.03

2006 2006-05-15 1.13 2006-06-16 1.24

0.11

2007 2007-05-15 1.53 2007-06-15 1.57

0.04

2008 2008-05-15 1.83 2008-06-17 2.09

0.26

2009 2009-05-15 0.98 2009-06-17 1.23

0.25

2010 2010-05-17 1.32 2010-06-17 1.46

0.14

2011 2011-05-16 1.08 2011-06-17 1.64

0.56

2012 2012-05-15 1.11 2012-06-15 1.19

0.08

2013 2013-05-15 -1.02 2013-06-17 -0.9

0.12

2014 2014-05-15 0.13 2014-06-17 0.47

0.34

2015 2015-05-15 0.44 2015-06-17 0.58

0.14

2016 2016-05-16 0.46 2016-06-17 0.74

0.28

2017 2017-05-15 0.54 2017-06-16 0.67

0.13

2018 2018-05-15 1.16 2018-06-15 1.28

0.12

2019 2019-05-15 1.09 2019-06-17 1.0

-0.09

2020 2020-05-15 0.91 2020-06-17 1.03

0.12