Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-06-02
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.08 2005-06-02 0.42

0.5

2006 2006-05-01 0.72 2006-06-02 0.89

0.17

2007 2007-04-30 0.91 2007-06-01 1.02

0.11

2008 2008-04-30 0.71 2008-06-02 1.29

0.58

2009 2009-04-30 0.59 2009-06-02 0.69

0.1

2010 2010-04-30 0.65 2010-06-02 0.9

0.25

2011 2011-05-02 0.54 2011-06-02 1.03

0.49

2012 2012-04-30 0.57 2012-06-01 0.88

0.31

2013 2013-04-30 -0.67 2013-05-31 -0.57

0.1

2014 2014-04-30 -0.69 2014-06-02 0.38

1.07

2015 2015-04-30 0.24 2015-06-02 0.06

-0.18

2016 2016-05-02 0.54 2016-06-02 0.51

-0.03

2017 2017-05-01 0.39 2017-06-02 0.47

0.08

2018 2018-04-30 0.69 2018-06-01 0.65

-0.04

2019 2019-04-30 0.59 2019-05-31 0.59

0.0

2020 2020-04-30 0.61 2020-06-02 0.65

0.04