Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-28
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.26 2005-05-27 0.08

0.34

2006 2006-04-25 0.41 2006-05-26 0.44

0.03

2007 2007-04-25 0.36 2007-05-25 0.44

0.08

2008 2008-04-25 0.19 2008-05-28 0.63

0.44

2009 2009-04-27 0.28 2009-05-28 0.34

0.06

2010 2010-04-26 0.28 2010-05-28 0.41

0.13

2011 2011-04-25 0.31 2011-05-27 0.5

0.19

2012 2012-04-25 0.29 2012-05-25 0.41

0.12

2013 2013-04-25 -0.61 2013-05-28 -0.53

0.08

2014 2014-04-25 -0.79 2014-05-28 -0.04

0.75

2015 2015-04-27 0.09 2015-05-28 0.01

-0.08

2016 2016-04-25 0.21 2016-05-27 0.26

0.05

2017 2017-04-25 0.15 2017-05-26 0.21

0.06

2018 2018-04-25 0.28 2018-05-25 0.31

0.03

2019 2019-04-25 0.3 2019-05-28 0.27

-0.03

2020 2020-04-27 0.33 2020-05-28 0.32

-0.01