Backtest Result of Soybean Oil (BO)


Entry Date: 2024-04-30
Exit Date: 2024-05-28
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-02 -0.06 2005-05-27 0.09

0.15

2006 2006-05-01 0.54 2006-05-26 0.72

0.18

2007 2007-04-30 0.68 2007-05-25 0.88

0.2

2008 2008-04-30 0.51 2008-05-28 0.9

0.39

2009 2009-04-30 0.44 2009-05-28 0.5

0.06

2010 2010-04-30 0.51 2010-05-28 0.61

0.1

2011 2011-05-02 0.28 2011-05-27 0.63

0.35

2012 2012-04-30 0.39 2012-05-25 0.59

0.2

2013 2013-04-30 -0.46 2013-05-28 -0.4

0.06

2014 2014-04-30 -0.44 2014-05-28 0.05

0.49

2015 2015-04-30 0.2 2015-05-28 0.11

-0.09

2016 2016-05-02 0.41 2016-05-27 0.43

0.02

2017 2017-05-01 0.28 2017-05-26 0.27

-0.01

2018 2018-04-30 0.52 2018-05-25 0.52

0.0

2019 2019-04-30 0.44 2019-05-28 0.45

0.01

2020 2020-04-30 0.44 2020-05-28 0.5

0.06