Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.25 2005-06-07 0.41

0.66

2006 2006-04-20 0.77 2006-06-07 0.85

0.08

2007 2007-04-20 0.82 2007-06-07 1.02

0.2

2008 2008-04-21 0.64 2008-06-06 1.4

0.76

2009 2009-04-20 0.57 2009-06-05 0.73

0.16

2010 2010-04-20 0.71 2010-06-07 0.88

0.17

2011 2011-04-20 0.55 2011-06-07 1.12

0.57

2012 2012-04-20 0.5 2012-06-07 0.84

0.34

2013 2013-04-22 -0.63 2013-06-07 -0.61

0.02

2014 2014-04-21 -0.73 2014-06-06 0.21

0.94

2015 2015-04-20 0.13 2015-06-05 0.1

-0.03

2016 2016-04-20 0.26 2016-06-07 0.58

0.32

2017 2017-04-20 0.3 2017-06-07 0.43

0.13

2018 2018-04-20 0.64 2018-06-07 0.64

0.0

2019 2019-04-22 0.57 2019-06-07 0.51

-0.06

2020 2020-04-20 0.65 2020-06-05 0.71

0.06