Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-28
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.18 2005-05-27 0.08

0.26

2006 2006-04-20 0.83 2006-05-26 0.91

0.08

2007 2007-04-20 0.9 2007-05-25 1.12

0.22

2008 2008-04-21 0.64 2008-05-28 1.23

0.59

2009 2009-04-20 0.66 2009-05-28 0.75

0.09

2010 2010-04-20 0.81 2010-05-28 0.91

0.1

2011 2011-04-20 0.39 2011-05-27 0.78

0.39

2012 2012-04-20 0.53 2012-05-25 0.82

0.29

2013 2013-04-22 -0.5 2013-05-28 -0.43

0.07

2014 2014-04-21 -0.39 2014-05-28 0.2

0.59

2015 2015-04-20 0.29 2015-05-28 0.2

-0.09

2016 2016-04-20 0.16 2016-05-27 0.56

0.4

2017 2017-04-20 0.33 2017-05-26 0.38

0.05

2018 2018-04-20 0.73 2018-05-25 0.77

0.04

2019 2019-04-22 0.65 2019-05-28 0.65

0.0

2020 2020-04-20 0.68 2020-05-28 0.69

0.01