Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-10
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-11 -0.08 2005-05-27 0.04

0.12

2006 2006-04-10 0.34 2006-05-26 0.46

0.12

2007 2007-04-10 0.47 2007-05-25 0.64

0.17

2008 2008-04-10 0.42 2008-05-28 0.6

0.18

2009 2009-04-13 0.33 2009-05-28 0.34

0.01

2010 2010-04-12 0.33 2010-05-28 0.43

0.1

2011 2011-04-11 0.08 2011-05-27 0.41

0.33

2012 2012-04-10 0.2 2012-05-25 0.4

0.2

2013 2013-04-10 -0.15 2013-05-28 -0.07

0.08

2014 2014-04-10 0.08 2014-05-28 0.14

0.06

2015 2015-04-10 0.12 2015-05-28 0.13

0.01

2016 2016-04-11 0.15 2016-05-27 0.3

0.15

2017 2017-04-10 0.17 2017-05-26 0.19

0.02

2018 2018-04-10 0.35 2018-05-25 0.37

0.02

2019 2019-04-10 0.3 2019-05-28 0.31

0.01

2020 2020-04-13 0.33 2020-05-28 0.35

0.02