Backtest Result of Soybean Oil (BO)


Entry Date: 2024-10-12
Exit Date: 2024-10-25
Long Contract: 12
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-12 -0.43 2005-10-25 -0.44

-0.01

2006 2006-10-12 -0.73 2006-10-25 -0.7

0.03

2007 2007-10-12 -0.95 2007-10-25 -0.92

0.03

2008 2008-10-13 -1.03 2008-10-24 -0.97

0.06

2009 2009-10-12 -0.81 2009-10-23 -0.79

0.02

2010 2010-10-12 -0.72 2010-10-25 -0.7

0.02

2011 2011-10-12 -0.63 2011-10-25 -0.61

0.02

2012 2012-10-12 -0.87 2012-10-25 -0.8

0.07

2013 2013-10-14 -0.71 2013-10-25 -0.67

0.04

2014 2014-10-13 -0.53 2014-10-24 -0.51

0.02

2015 2015-10-12 -0.51 2015-10-23 -0.49

0.02

2016 2016-10-12 -0.54 2016-10-25 -0.42

0.12

2017 2017-10-12 -0.4 2017-10-25 -0.38

0.02

2018 2018-10-12 -0.5 2018-10-25 -0.47

0.03

2019 2019-10-14 -0.51 2019-10-25 -0.46

0.05

2020 2020-10-12 -0.02 2020-10-23 0.34

0.36