Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-20
Exit Date: 2024-06-07
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-20 -0.19 2005-06-07 0.32

0.51

2006 2006-04-20 0.6 2006-06-07 0.64

0.04

2007 2007-04-20 0.62 2007-06-07 0.76

0.14

2008 2008-04-21 0.44 2008-06-06 1.05

0.61

2009 2009-04-20 0.43 2009-06-05 0.56

0.13

2010 2010-04-20 0.55 2010-06-07 0.65

0.1

2011 2011-04-20 0.29 2011-06-07 0.85

0.56

2012 2012-04-20 0.35 2012-06-07 0.62

0.27

2013 2013-04-22 -0.5 2013-06-07 -0.46

0.04

2014 2014-04-21 -0.46 2014-06-06 0.1

0.56

2015 2015-04-20 0.08 2015-06-05 0.07

-0.01

2016 2016-04-20 0.15 2016-06-07 0.44

0.29

2017 2017-04-20 0.19 2017-06-07 0.3

0.11

2018 2018-04-20 0.49 2018-06-07 0.48

-0.01

2019 2019-04-22 0.41 2019-06-07 0.4

-0.01

2020 2020-04-20 0.49 2020-06-05 0.52

0.03