Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.43 2005-05-27 0.2

0.63

2006 2006-04-25 0.96 2006-05-26 1.1

0.14

2007 2007-04-25 0.99 2007-05-25 1.32

0.33

2008 2008-04-25 0.87 2008-05-28 1.56

0.69

2009 2009-04-27 0.76 2009-05-28 0.85

0.09

2010 2010-04-26 0.85 2010-05-28 1.07

0.22

2011 2011-04-25 0.76 2011-05-27 1.19

0.43

2012 2012-04-25 0.79 2012-05-25 1.03

0.24

2013 2013-04-25 -1.13 2013-05-28 -0.68

0.45

2014 2014-04-25 -0.94 2014-05-28 0.17

1.11

2015 2015-04-27 0.35 2015-05-28 0.2

-0.15

2016 2016-04-25 0.47 2016-05-27 0.69

0.22

2017 2017-04-25 0.46 2017-05-26 0.51

0.05

2018 2018-04-25 0.77 2018-05-25 0.79

0.02

2019 2019-04-25 0.76 2019-05-28 0.7

-0.06

2020 2020-04-27 0.89 2020-05-28 0.85

-0.04