Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.26 2005-06-10 0.23

0.49

2006 2006-04-25 0.41 2006-06-12 0.42

0.01

2007 2007-04-25 0.36 2007-06-12 0.51

0.15

2008 2008-04-25 0.19 2008-06-12 0.71

0.52

2009 2009-04-27 0.28 2009-06-12 0.34

0.06

2010 2010-04-26 0.28 2010-06-11 0.44

0.16

2011 2011-04-25 0.31 2011-06-10 0.57

0.26

2012 2012-04-25 0.29 2012-06-12 0.38

0.09

2013 2013-04-25 -0.61 2013-06-12 -0.49

0.12

2014 2014-04-25 -0.79 2014-06-12 -0.11

0.68

2015 2015-04-27 0.09 2015-06-12 0.06

-0.03

2016 2016-04-25 0.21 2016-06-10 0.26

0.05

2017 2017-04-25 0.15 2017-06-12 0.18

0.03

2018 2018-04-25 0.28 2018-06-12 0.31

0.03

2019 2019-04-25 0.3 2019-06-12 0.24

-0.06

2020 2020-04-27 0.33 2020-06-12 0.35

0.02