Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.39 2005-06-10 0.41

0.8

2006 2006-04-25 0.78 2006-06-12 0.89

0.11

2007 2007-04-25 0.8 2007-06-12 1.08

0.28

2008 2008-04-25 0.61 2008-06-12 1.41

0.8

2009 2009-04-27 0.6 2009-06-12 0.72

0.12

2010 2010-04-26 0.66 2010-06-11 0.88

0.22

2011 2011-04-25 0.52 2011-06-10 1.11

0.59

2012 2012-04-25 0.59 2012-06-12 0.77

0.18

2013 2013-04-25 -0.82 2013-06-12 -0.65

0.17

2014 2014-04-25 -0.79 2014-06-12 0.03

0.82

2015 2015-04-27 0.27 2015-06-12 0.21

-0.06

2016 2016-04-25 0.36 2016-06-10 0.56

0.2

2017 2017-04-25 0.36 2017-06-12 0.35

-0.01

2018 2018-04-25 0.64 2018-06-12 0.66

0.02

2019 2019-04-25 0.62 2019-06-12 0.53

-0.09

2020 2020-04-27 0.69 2020-06-12 0.72

0.03