Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-05
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.05 2005-06-10 0.42

0.47

2006 2006-05-05 0.94 2006-06-12 1.09

0.15

2007 2007-05-07 1.3 2007-06-12 1.35

0.05

2008 2008-05-05 1.04 2008-06-12 1.78

0.74

2009 2009-05-05 0.8 2009-06-12 1.02

0.22

2010 2010-05-05 0.92 2010-06-11 1.21

0.29

2011 2011-05-05 0.86 2011-06-10 1.37

0.51

2012 2012-05-07 0.98 2012-06-12 1.04

0.06

2013 2013-05-06 -0.82 2013-06-12 -0.69

0.13

2014 2014-05-05 -0.31 2014-06-12 0.17

0.48

2015 2015-05-05 0.25 2015-06-12 0.36

0.11

2016 2016-05-05 0.68 2016-06-10 0.7

0.02

2017 2017-05-05 0.39 2017-06-12 0.49

0.1

2018 2018-05-07 0.89 2018-06-12 0.94

0.05

2019 2019-05-06 0.83 2019-06-12 0.78

-0.05

2020 2020-05-05 0.85 2020-06-12 0.95

0.1