Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.25 2005-05-27 0.12

0.37

2006 2006-04-20 0.77 2006-05-26 0.9

0.13

2007 2007-04-20 0.82 2007-05-25 1.08

0.26

2008 2008-04-21 0.64 2008-05-28 1.23

0.59

2009 2009-04-20 0.57 2009-05-28 0.68

0.11

2010 2010-04-20 0.71 2010-05-28 0.84

0.13

2011 2011-04-20 0.55 2011-05-27 0.91

0.36

2012 2012-04-20 0.5 2012-05-25 0.81

0.31

2013 2013-04-22 -0.63 2013-05-28 -0.6

0.03

2014 2014-04-21 -0.73 2014-05-28 0.1

0.83

2015 2015-04-20 0.13 2015-05-28 0.14

0.01

2016 2016-04-20 0.26 2016-05-27 0.56

0.3

2017 2017-04-20 0.3 2017-05-26 0.4

0.1

2018 2018-04-20 0.64 2018-05-25 0.68

0.04

2019 2019-04-22 0.57 2019-05-28 0.58

0.01

2020 2020-04-20 0.65 2020-05-28 0.67

0.02