Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-06-07
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.07 2005-06-07 0.24

0.31

2006 2006-05-01 0.33 2006-06-07 0.44

0.11

2007 2007-04-30 0.38 2007-06-07 0.5

0.12

2008 2008-04-30 0.31 2008-06-06 0.71

0.4

2009 2009-04-30 0.29 2009-06-05 0.35

0.06

2010 2010-04-30 0.27 2010-06-07 0.43

0.16

2011 2011-05-02 0.33 2011-06-07 0.57

0.24

2012 2012-04-30 0.27 2012-06-07 0.43

0.16

2013 2013-04-30 -0.49 2013-06-07 -0.45

0.04

2014 2014-04-30 -0.72 2014-06-06 0.07

0.79

2015 2015-04-30 0.07 2015-06-05 0.04

-0.03

2016 2016-05-02 0.26 2016-06-07 0.28

0.02

2017 2017-05-01 0.17 2017-06-07 0.22

0.05

2018 2018-04-30 0.33 2018-06-07 0.3

-0.03

2019 2019-04-30 0.28 2019-06-07 0.23

-0.05

2020 2020-04-30 0.31 2020-06-05 0.37

0.06