Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.28 2005-05-23 0.23

0.51

2006 2006-04-20 0.97 2006-05-23 1.03

0.06

2007 2007-04-20 0.97 2007-05-23 1.3

0.33

2008 2008-04-21 0.98 2008-05-23 1.5

0.52

2009 2009-04-20 0.73 2009-05-22 0.75

0.02

2010 2010-04-20 0.91 2010-05-21 0.96

0.05

2011 2011-04-20 0.82 2011-05-23 1.08

0.26

2012 2012-04-20 0.68 2012-05-23 1.02

0.34

2013 2013-04-22 -0.72 2013-05-23 -0.88

-0.16

2014 2014-04-21 -0.86 2014-05-23 0.12

0.98

2015 2015-04-20 0.17 2015-05-22 0.25

0.08

2016 2016-04-20 0.36 2016-05-23 0.62

0.26

2017 2017-04-20 0.41 2017-05-23 0.52

0.11

2018 2018-04-20 0.76 2018-05-23 0.79

0.03

2019 2019-04-22 0.72 2019-05-23 0.72

0.0

2020 2020-04-20 0.83 2020-05-22 0.86

0.03