Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.3 2005-06-10 0.31

0.61

2006 2006-04-25 0.81 2006-06-12 0.89

0.08

2007 2007-04-25 0.92 2007-06-12 1.09

0.17

2008 2008-04-25 0.58 2008-06-12 1.42

0.84

2009 2009-04-27 0.69 2009-06-12 0.85

0.16

2010 2010-04-26 0.77 2010-06-11 0.99

0.22

2011 2011-04-25 0.43 2011-06-10 1.09

0.66

2012 2012-04-25 0.62 2012-06-12 0.85

0.23

2013 2013-04-25 -0.57 2013-06-12 -0.52

0.05

2014 2014-04-25 -0.48 2014-06-12 0.16

0.64

2015 2015-04-27 0.41 2015-06-12 0.32

-0.09

2016 2016-04-25 0.37 2016-06-10 0.57

0.2

2017 2017-04-25 0.41 2017-06-12 0.38

-0.03

2018 2018-04-25 0.76 2018-06-12 0.78

0.02

2019 2019-04-25 0.72 2019-06-12 0.65

-0.07

2020 2020-04-27 0.72 2020-06-12 0.77

0.05