Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.01 2005-05-27 0.04

0.05

2006 2006-05-01 0.39 2006-05-26 0.46

0.07

2007 2007-04-30 0.53 2007-05-25 0.64

0.11

2008 2008-04-30 0.4 2008-05-28 0.6

0.2

2009 2009-04-30 0.3 2009-05-28 0.34

0.04

2010 2010-04-30 0.38 2010-05-28 0.43

0.05

2011 2011-05-02 0.21 2011-05-27 0.41

0.2

2012 2012-04-30 0.3 2012-05-25 0.4

0.1

2013 2013-04-30 -0.18 2013-05-28 -0.07

0.11

2014 2014-04-30 0.03 2014-05-28 0.14

0.11

2015 2015-04-30 0.17 2015-05-28 0.13

-0.04

2016 2016-05-02 0.28 2016-05-27 0.3

0.02

2017 2017-05-01 0.22 2017-05-26 0.19

-0.03

2018 2018-04-30 0.36 2018-05-25 0.37

0.01

2019 2019-04-30 0.31 2019-05-28 0.31

0.0

2020 2020-04-30 0.3 2020-05-28 0.35

0.05