Backtest Result of Soybean Oil (BO)


Entry Date: 2024-05-20
Exit Date: 2024-06-12
Long Contract: 3
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 0.03 2005-06-10 0.21

0.18

2006 2006-05-22 1.11 2006-06-12 1.18

0.07

2007 2007-05-21 1.28 2007-06-12 1.3

0.02

2008 2008-05-20 1.53 2008-06-12 1.75

0.22

2009 2009-05-20 0.84 2009-06-12 1.12

0.28

2010 2010-05-20 1.12 2010-06-11 1.36

0.24

2011 2011-05-20 0.8 2011-06-10 1.34

0.54

2012 2012-05-21 1.01 2012-06-12 1.08

0.07

2013 2013-05-20 -0.69 2013-06-12 -0.49

0.2

2014 2014-05-20 0.34 2014-06-12 0.42

0.08

2015 2015-05-20 0.45 2015-06-12 0.38

-0.07

2016 2016-05-20 0.48 2016-06-10 0.56

0.08

2017 2017-05-22 0.53 2017-06-12 0.56

0.03

2018 2018-05-21 1.06 2018-06-12 1.09

0.03

2019 2019-05-20 0.94 2019-06-12 0.94

0.0

2020 2020-05-20 0.73 2020-06-12 0.96

0.23