Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.19 2005-05-27 0.09

0.28

2006 2006-04-20 0.6 2006-05-26 0.72

0.12

2007 2007-04-20 0.62 2007-05-25 0.88

0.26

2008 2008-04-21 0.44 2008-05-28 0.9

0.46

2009 2009-04-20 0.43 2009-05-28 0.5

0.07

2010 2010-04-20 0.55 2010-05-28 0.61

0.06

2011 2011-04-20 0.29 2011-05-27 0.63

0.34

2012 2012-04-20 0.35 2012-05-25 0.59

0.24

2013 2013-04-22 -0.5 2013-05-28 -0.4

0.1

2014 2014-04-21 -0.46 2014-05-28 0.05

0.51

2015 2015-04-20 0.08 2015-05-28 0.11

0.03

2016 2016-04-20 0.15 2016-05-27 0.43

0.28

2017 2017-04-20 0.19 2017-05-26 0.27

0.08

2018 2018-04-20 0.49 2018-05-25 0.52

0.03

2019 2019-04-22 0.41 2019-05-28 0.45

0.04

2020 2020-04-20 0.49 2020-05-28 0.5

0.01