Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-07-02
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 -0.02 2005-07-01 -0.07

-0.05

2006 2006-05-15 0.19 2006-06-30 0.2

0.01

2007 2007-05-15 0.32 2007-07-02 0.33

0.01

2008 2008-05-15 0.29 2008-07-02 0.45

0.16

2009 2009-05-15 0.22 2009-07-02 0.34

0.12

2010 2010-05-17 0.3 2010-07-02 0.3

0.0

2011 2011-05-16 0.22 2011-07-01 0.27

0.05

2012 2012-05-15 0.2 2012-07-02 0.28

0.08

2013 2013-05-15 -0.11 2013-07-02 -0.05

0.06

2014 2014-05-15 0.11 2014-07-02 0.11

0.0

2015 2015-05-15 0.1 2015-07-02 0.17

0.07

2016 2016-05-16 0.05 2016-07-01 0.24

0.19

2017 2017-05-15 0.1 2017-06-30 0.16

0.06

2018 2018-05-15 0.25 2018-07-02 0.25

-0.0

2019 2019-05-15 0.22 2019-07-02 0.22

-0.0

2020 2020-05-15 0.17 2020-07-02 0.23

0.06