Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.08 2005-05-27 0.12

0.2

2006 2006-05-01 0.72 2006-05-26 0.9

0.18

2007 2007-04-30 0.91 2007-05-25 1.08

0.17

2008 2008-04-30 0.71 2008-05-28 1.23

0.52

2009 2009-04-30 0.59 2009-05-28 0.68

0.09

2010 2010-04-30 0.65 2010-05-28 0.84

0.19

2011 2011-05-02 0.54 2011-05-27 0.91

0.37

2012 2012-04-30 0.57 2012-05-25 0.81

0.24

2013 2013-04-30 -0.67 2013-05-28 -0.6

0.07

2014 2014-04-30 -0.69 2014-05-28 0.1

0.79

2015 2015-04-30 0.24 2015-05-28 0.14

-0.1

2016 2016-05-02 0.54 2016-05-27 0.56

0.02

2017 2017-05-01 0.39 2017-05-26 0.4

0.01

2018 2018-04-30 0.69 2018-05-25 0.68

-0.01

2019 2019-04-30 0.59 2019-05-28 0.58

-0.01

2020 2020-04-30 0.61 2020-05-28 0.67

0.06