Backtest Result of Soybean Oil (BO)


Entry Date: 2024-10-17
Exit Date: 2024-10-25
Long Contract: 12
Short Contract: 3



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-10-17 -0.49 2005-10-25 -0.44

0.05

2006 2006-10-17 -0.68 2006-10-25 -0.7

-0.02

2007 2007-10-17 -1.0 2007-10-25 -0.92

0.08

2008 2008-10-17 -0.98 2008-10-24 -0.97

0.01

2009 2009-10-19 -0.77 2009-10-23 -0.79

-0.02

2010 2010-10-18 -0.73 2010-10-25 -0.7

0.03

2011 2011-10-17 -0.63 2011-10-25 -0.61

0.02

2012 2012-10-17 -0.88 2012-10-25 -0.8

0.08

2013 2013-10-17 -0.71 2013-10-25 -0.67

0.04

2014 2014-10-17 -0.51 2014-10-24 -0.51

0.0

2015 2015-10-19 -0.52 2015-10-23 -0.49

0.03

2016 2016-10-17 -0.5 2016-10-25 -0.42

0.08

2017 2017-10-17 -0.39 2017-10-25 -0.38

0.01

2018 2018-10-17 -0.49 2018-10-25 -0.47

0.02

2019 2019-10-17 -0.5 2019-10-25 -0.46

0.04

2020 2020-10-19 -0.01 2020-10-23 0.34

0.35