Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-25
Exit Date: 2023-07-12
Long Contract: 1
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-25 -0.02 2005-07-12 0.04

0.06

2006 2006-05-25 0.18 2006-07-12 0.21

0.03

2007 2007-05-25 0.24 2007-07-12 0.31

0.07

2008 2008-05-27 0.33 2008-07-11 0.49

0.16

2009 2009-05-26 0.25 2009-07-10 0.35

0.1

2010 2010-05-25 0.3 2010-07-12 0.3

0.0

2011 2011-05-25 0.13 2011-07-12 0.31

0.18

2012 2012-05-25 0.23 2012-07-12 0.3

0.07

2013 2013-05-28 -0.03 2013-07-12 0.08

0.11

2014 2014-05-27 0.14 2014-07-11 0.13

-0.01

2015 2015-05-26 0.06 2015-07-10 0.17

0.11

2016 2016-05-25 0.07 2016-07-12 0.2

0.13

2017 2017-05-25 0.11 2017-07-12 0.15

0.04

2018 2018-05-25 0.25 2018-07-12 0.27

0.02

2019 2019-05-28 0.2 2019-07-12 0.23

0.03

2020 2020-05-26 0.19 2020-07-10 0.25

0.06