Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.17 2005-06-07 0.24

0.41

2006 2006-04-20 0.4 2006-06-07 0.44

0.04

2007 2007-04-20 0.37 2007-06-07 0.5

0.13

2008 2008-04-21 0.29 2008-06-06 0.71

0.42

2009 2009-04-20 0.27 2009-06-05 0.35

0.08

2010 2010-04-20 0.32 2010-06-07 0.43

0.11

2011 2011-04-20 0.34 2011-06-07 0.57

0.23

2012 2012-04-20 0.23 2012-06-07 0.43

0.2

2013 2013-04-22 -0.43 2013-06-07 -0.45

-0.02

2014 2014-04-21 -0.78 2014-06-06 0.07

0.85

2015 2015-04-20 0.01 2015-06-05 0.04

0.03

2016 2016-04-20 0.13 2016-06-07 0.28

0.15

2017 2017-04-20 0.15 2017-06-07 0.22

0.07

2018 2018-04-20 0.28 2018-06-07 0.3

0.02

2019 2019-04-22 0.28 2019-06-07 0.23

-0.05

2020 2020-04-20 0.32 2020-06-05 0.37

0.05