Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-22
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-06-22 -0.02

-0.03

2006 2006-05-10 0.21 2006-06-22 0.21

0.0

2007 2007-05-10 0.29 2007-06-22 0.3

0.01

2008 2008-05-12 0.25 2008-06-20 0.4

0.15

2009 2009-05-11 0.21 2009-06-22 0.31

0.1

2010 2010-05-10 0.26 2010-06-22 0.29

0.03

2011 2011-05-10 0.2 2011-06-22 0.26

0.06

2012 2012-05-10 0.22 2012-06-22 0.27

0.05

2013 2013-05-10 -0.11 2013-06-21 -0.09

0.02

2014 2014-05-12 0.12 2014-06-20 0.12

0.0

2015 2015-05-11 0.12 2015-06-22 0.14

0.02

2016 2016-05-10 -0.02 2016-06-22 0.18

0.2

2017 2017-05-10 0.13 2017-06-22 0.16

0.03

2018 2018-05-10 0.27 2018-06-22 0.26

-0.01

2019 2019-05-10 0.23 2019-06-21 0.23

0.0

2020 2020-05-11 0.17 2020-06-22 0.25

0.08