Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-06-12
Long Contract: 1
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.03 2005-06-10 0.19

0.22

2006 2006-05-01 0.56 2006-06-12 0.67

0.11

2007 2007-04-30 0.8 2007-06-12 0.84

0.04

2008 2008-04-30 0.56 2008-06-12 1.07

0.51

2009 2009-04-30 0.53 2009-06-12 0.68

0.15

2010 2010-04-30 0.63 2010-06-11 0.77

0.14

2011 2011-05-02 0.4 2011-06-10 0.8

0.4

2012 2012-04-30 0.53 2012-06-12 0.66

0.13

2013 2013-04-30 -0.28 2013-06-12 -0.2

0.08

2014 2014-04-30 0.09 2014-06-12 0.28

0.19

2015 2015-04-30 0.36 2015-06-12 0.3

-0.06

2016 2016-05-02 0.47 2016-06-10 0.44

-0.03

2017 2017-05-01 0.33 2017-06-12 0.31

-0.02

2018 2018-04-30 0.65 2018-06-12 0.63

-0.02

2019 2019-04-30 0.55 2019-06-12 0.54

-0.01

2020 2020-04-30 0.46 2020-06-12 0.6

0.14