Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.09 2005-05-27 0.2

0.29

2006 2006-05-01 0.93 2006-05-26 1.1

0.17

2007 2007-04-30 1.01 2007-05-25 1.32

0.31

2008 2008-04-30 1.01 2008-05-28 1.56

0.55

2009 2009-04-30 0.76 2009-05-28 0.85

0.09

2010 2010-04-30 0.83 2010-05-28 1.07

0.24

2011 2011-05-02 0.79 2011-05-27 1.19

0.4

2012 2012-04-30 0.75 2012-05-25 1.03

0.28

2013 2013-04-30 -0.85 2013-05-28 -0.68

0.17

2014 2014-04-30 -0.72 2014-05-28 0.17

0.89

2015 2015-04-30 0.31 2015-05-28 0.2

-0.11

2016 2016-05-02 0.67 2016-05-27 0.69

0.02

2017 2017-05-01 0.5 2017-05-26 0.51

0.01

2018 2018-04-30 0.83 2018-05-25 0.79

-0.04

2019 2019-04-30 0.73 2019-05-28 0.7

-0.03

2020 2020-04-30 0.8 2020-05-28 0.85

0.05