Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-06-17
Long Contract: 1
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.05 2005-06-17 0.23

0.18

2006 2006-05-15 0.56 2006-06-16 0.6

0.04

2007 2007-05-15 0.8 2007-06-15 0.83

0.03

2008 2008-05-15 0.94 2008-06-17 1.09

0.15

2009 2009-05-15 0.5 2009-06-17 0.66

0.16

2010 2010-05-17 0.67 2010-06-17 0.73

0.06

2011 2011-05-16 0.56 2011-06-17 0.79

0.23

2012 2012-05-15 0.56 2012-06-15 0.61

0.05

2013 2013-05-15 -0.34 2013-06-17 -0.24

0.1

2014 2014-05-15 0.24 2014-06-17 0.24

0.0

2015 2015-05-15 0.25 2015-06-17 0.35

0.1

2016 2016-05-16 0.28 2016-06-17 0.45

0.17

2017 2017-05-15 0.27 2017-06-16 0.3

0.03

2018 2018-05-15 0.59 2018-06-15 0.62

0.03

2019 2019-05-15 0.54 2019-06-17 0.5

-0.04

2020 2020-05-15 0.48 2020-06-17 0.57

0.09