Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.39 2005-06-10 0.42

0.81

2006 2006-04-25 0.99 2006-06-12 1.09

0.1

2007 2007-04-25 1.1 2007-06-12 1.35

0.25

2008 2008-04-25 0.71 2008-06-12 1.78

1.07

2009 2009-04-27 0.83 2009-06-12 1.02

0.19

2010 2010-04-26 0.91 2010-06-11 1.21

0.3

2011 2011-04-25 0.68 2011-06-10 1.37

0.69

2012 2012-04-25 0.79 2012-06-12 1.04

0.25

2013 2013-04-25 -0.84 2013-06-12 -0.69

0.15

2014 2014-04-25 -0.77 2014-06-12 0.17

0.94

2015 2015-04-27 0.47 2015-06-12 0.36

-0.11

2016 2016-04-25 0.5 2016-06-10 0.7

0.2

2017 2017-04-25 0.52 2017-06-12 0.49

-0.03

2018 2018-04-25 0.91 2018-06-12 0.94

0.03

2019 2019-04-25 0.88 2019-06-12 0.78

-0.1

2020 2020-04-27 0.89 2020-06-12 0.95

0.06