Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-06-10 0.42

0.41

2006 2006-05-10 1.01 2006-06-12 1.09

0.08

2007 2007-05-10 1.28 2007-06-12 1.35

0.07

2008 2008-05-12 1.31 2008-06-12 1.78

0.47

2009 2009-05-11 0.8 2009-06-12 1.02

0.22

2010 2010-05-10 0.93 2010-06-11 1.21

0.28

2011 2011-05-10 0.93 2011-06-10 1.37

0.44

2012 2012-05-10 0.94 2012-06-12 1.04

0.1

2013 2013-05-10 -1.06 2013-06-12 -0.69

0.37

2014 2014-05-12 -0.28 2014-06-12 0.17

0.45

2015 2015-05-11 0.26 2015-06-12 0.36

0.1

2016 2016-05-10 0.42 2016-06-10 0.7

0.28

2017 2017-05-10 0.5 2017-06-12 0.49

-0.01

2018 2018-05-10 0.89 2018-06-12 0.94

0.05

2019 2019-05-10 0.84 2019-06-12 0.78

-0.06

2020 2020-05-11 0.8 2020-06-12 0.95

0.15