Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.3 2005-05-27 0.09

0.39

2006 2006-04-25 0.6 2006-05-26 0.72

0.12

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

0.26

2008 2008-04-25 0.48 2008-05-28 0.9

0.42

2009 2009-04-27 0.46 2009-05-28 0.5

0.04

2010 2010-04-26 0.52 2010-05-28 0.61

0.09

2011 2011-04-25 0.27 2011-05-27 0.63

0.36

2012 2012-04-25 0.42 2012-05-25 0.59

0.17

2013 2013-04-25 -0.55 2013-05-28 -0.4

0.15

2014 2014-04-25 -0.5 2014-05-28 0.05

0.55

2015 2015-04-27 0.21 2015-05-28 0.11

-0.1

2016 2016-04-25 0.23 2016-05-27 0.43

0.2

2017 2017-04-25 0.25 2017-05-26 0.27

0.02

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

0.03

2019 2019-04-25 0.46 2019-05-28 0.45

-0.01

2020 2020-04-27 0.52 2020-05-28 0.5

-0.02