Backtest Result of Soybean Oil (BO)


Entry Date: 2024-09-17
Exit Date: 2024-09-30
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-09-19 0.18 2005-09-30 0.26

0.08

2006 2006-09-18 0.32 2006-09-29 0.4

0.08

2007 2007-09-17 0.39 2007-09-28 0.41

0.02

2008 2008-09-17 0.46 2008-09-30 0.52

0.06

2009 2009-09-17 0.39 2009-09-30 0.42

0.03

2010 2010-09-17 0.31 2010-09-30 0.3

-0.01

2011 2011-09-19 0.19 2011-09-30 0.27

0.08

2012 2012-09-17 0.24 2012-09-28 0.34

0.1

2013 2013-09-17 0.22 2013-09-30 0.3

0.08

2014 2014-09-17 0.25 2014-09-30 0.28

0.03

2015 2015-09-17 0.32 2015-09-30 0.32

0.0

2016 2016-09-19 0.23 2016-09-30 0.23

0.0

2017 2017-09-18 0.16 2017-09-29 0.17

0.01

2018 2018-09-17 0.26 2018-09-28 0.24

-0.02

2019 2019-09-17 0.22 2019-09-30 0.23

0.01

2020 2020-09-17 0.07 2020-09-30 0.06

-0.01