Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-23
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.3 2005-05-23 0.08

0.38

2006 2006-04-25 0.6 2006-05-23 0.65

0.05

2007 2007-04-25 0.62 2007-05-23 0.81

0.19

2008 2008-04-25 0.48 2008-05-23 0.89

0.41

2009 2009-04-27 0.46 2009-05-22 0.43

-0.03

2010 2010-04-26 0.52 2010-05-21 0.54

0.02

2011 2011-04-25 0.27 2011-05-23 0.55

0.28

2012 2012-04-25 0.42 2012-05-23 0.58

0.16

2013 2013-04-25 -0.55 2013-05-23 -0.53

0.02

2014 2014-04-25 -0.5 2014-05-23 0.06

0.56

2015 2015-04-27 0.21 2015-05-22 0.16

-0.05

2016 2016-04-25 0.23 2016-05-23 0.39

0.16

2017 2017-04-25 0.25 2017-05-23 0.29

0.04

2018 2018-04-25 0.49 2018-05-23 0.52

0.03

2019 2019-04-25 0.46 2019-05-23 0.45

-0.01

2020 2020-04-27 0.52 2020-05-22 0.51

-0.01