Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.25 2005-05-23 0.15

0.4

2006 2006-04-20 0.77 2006-05-23 0.83

0.06

2007 2007-04-20 0.82 2007-05-23 1.06

0.24

2008 2008-04-21 0.64 2008-05-23 1.21

0.57

2009 2009-04-20 0.57 2009-05-22 0.58

0.01

2010 2010-04-20 0.71 2010-05-21 0.74

0.03

2011 2011-04-20 0.55 2011-05-23 0.83

0.28

2012 2012-04-20 0.5 2012-05-23 0.8

0.3

2013 2013-04-22 -0.63 2013-05-23 -0.75

-0.12

2014 2014-04-21 -0.73 2014-05-23 0.09

0.82

2015 2015-04-20 0.13 2015-05-22 0.2

0.07

2016 2016-04-20 0.26 2016-05-23 0.51

0.25

2017 2017-04-20 0.3 2017-05-23 0.41

0.11

2018 2018-04-20 0.64 2018-05-23 0.67

0.03

2019 2019-04-22 0.57 2019-05-23 0.59

0.02

2020 2020-04-20 0.65 2020-05-22 0.68

0.03