Backtest Result of Soybean Oil (BO)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.08 2005-06-10 0.41

0.49

2006 2006-05-01 0.72 2006-06-12 0.89

0.17

2007 2007-04-30 0.91 2007-06-12 1.08

0.17

2008 2008-04-30 0.71 2008-06-12 1.41

0.7

2009 2009-04-30 0.59 2009-06-12 0.72

0.13

2010 2010-04-30 0.65 2010-06-11 0.88

0.23

2011 2011-05-02 0.54 2011-06-10 1.11

0.57

2012 2012-04-30 0.57 2012-06-12 0.77

0.2

2013 2013-04-30 -0.67 2013-06-12 -0.65

0.02

2014 2014-04-30 -0.69 2014-06-12 0.03

0.72

2015 2015-04-30 0.24 2015-06-12 0.21

-0.03

2016 2016-05-02 0.54 2016-06-10 0.56

0.02

2017 2017-05-01 0.39 2017-06-12 0.35

-0.04

2018 2018-04-30 0.69 2018-06-12 0.66

-0.03

2019 2019-04-30 0.59 2019-06-12 0.53

-0.06

2020 2020-04-30 0.61 2020-06-12 0.72

0.11