Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-05
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 0.04 2005-06-10 0.19

0.15

2006 2006-05-05 0.6 2006-06-12 0.67

0.07

2007 2007-05-07 0.81 2007-06-12 0.84

0.03

2008 2008-05-05 0.65 2008-06-12 1.07

0.42

2009 2009-05-05 0.51 2009-06-12 0.68

0.17

2010 2010-05-05 0.62 2010-06-11 0.77

0.15

2011 2011-05-05 0.45 2011-06-10 0.8

0.35

2012 2012-05-07 0.63 2012-06-12 0.66

0.03

2013 2013-05-06 -0.27 2013-06-12 -0.2

0.07

2014 2014-05-05 0.16 2014-06-12 0.28

0.12

2015 2015-05-05 0.28 2015-06-12 0.3

0.02

2016 2016-05-05 0.41 2016-06-10 0.44

0.03

2017 2017-05-05 0.27 2017-06-12 0.31

0.04

2018 2018-05-07 0.6 2018-06-12 0.63

0.03

2019 2019-05-06 0.55 2019-06-12 0.54

-0.01

2020 2020-05-05 0.5 2020-06-12 0.6

0.1