Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-25
Exit Date: 2024-06-12
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-04-25 -0.3 2005-06-10 0.3

0.6

2006 2006-04-25 0.6 2006-06-12 0.69

0.09

2007 2007-04-25 0.62 2007-06-12 0.82

0.2

2008 2008-04-25 0.48 2008-06-12 1.05

0.57

2009 2009-04-27 0.46 2009-06-12 0.55

0.09

2010 2010-04-26 0.52 2010-06-11 0.66

0.14

2011 2011-04-25 0.27 2011-06-10 0.83

0.56

2012 2012-04-25 0.42 2012-06-12 0.58

0.16

2013 2013-04-25 -0.55 2013-06-12 -0.48

0.07

2014 2014-04-25 -0.5 2014-06-12 0.02

0.52

2015 2015-04-27 0.21 2015-06-12 0.17

-0.04

2016 2016-04-25 0.23 2016-06-10 0.43

0.2

2017 2017-04-25 0.25 2017-06-12 0.24

-0.01

2018 2018-04-25 0.49 2018-06-12 0.5

0.01

2019 2019-04-25 0.46 2019-06-12 0.4

-0.06

2020 2020-04-27 0.52 2020-06-12 0.54

0.02