Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-05
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-05 -0.05 2005-05-23 0.09

0.14

2006 2006-04-05 0.35 2006-05-23 0.46

0.11

2007 2007-04-05 0.42 2007-05-23 0.56

0.14

2008 2008-04-07 0.41 2008-05-23 0.6

0.19

2009 2009-04-06 0.3 2009-05-22 0.3

0.0

2010 2010-04-05 0.32 2010-05-21 0.37

0.05

2011 2011-04-05 0.09 2011-05-23 0.37

0.28

2012 2012-04-05 0.23 2012-05-23 0.39

0.16

2013 2013-04-05 -0.15 2013-05-23 -0.2

-0.05

2014 2014-04-07 0.04 2014-05-23 0.17

0.13

2015 2015-04-06 0.09 2015-05-22 0.14

0.05

2016 2016-04-05 0.16 2016-05-23 0.27

0.11

2017 2017-04-05 0.16 2017-05-23 0.2

0.04

2018 2018-04-05 0.29 2018-05-23 0.36

0.07

2019 2019-04-05 0.33 2019-05-23 0.31

-0.02

2020 2020-04-06 0.33 2020-05-22 0.35

0.02