Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.39 2005-05-23 0.15

0.54

2006 2006-04-25 0.78 2006-05-23 0.83

0.05

2007 2007-04-25 0.8 2007-05-23 1.06

0.26

2008 2008-04-25 0.61 2008-05-23 1.21

0.6

2009 2009-04-27 0.6 2009-05-22 0.58

-0.02

2010 2010-04-26 0.66 2010-05-21 0.74

0.08

2011 2011-04-25 0.52 2011-05-23 0.83

0.31

2012 2012-04-25 0.59 2012-05-23 0.8

0.21

2013 2013-04-25 -0.82 2013-05-23 -0.75

0.07

2014 2014-04-25 -0.79 2014-05-23 0.09

0.88

2015 2015-04-27 0.27 2015-05-22 0.2

-0.07

2016 2016-04-25 0.36 2016-05-23 0.51

0.15

2017 2017-04-25 0.36 2017-05-23 0.41

0.05

2018 2018-04-25 0.64 2018-05-23 0.67

0.03

2019 2019-04-25 0.62 2019-05-23 0.59

-0.03

2020 2020-04-27 0.69 2020-05-22 0.68

-0.01