Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-17
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-06-17 0.44

0.43

2006 2006-05-10 1.01 2006-06-16 1.01

0.0

2007 2007-05-10 1.28 2007-06-15 1.37

0.09

2008 2008-05-12 1.31 2008-06-17 1.81

0.5

2009 2009-05-11 0.8 2009-06-17 0.98

0.18

2010 2010-05-10 0.93 2010-06-17 1.16

0.23

2011 2011-05-10 0.93 2011-06-17 1.33

0.4

2012 2012-05-10 0.94 2012-06-15 0.94

0.0

2013 2013-05-10 -1.06 2013-06-17 -0.94

0.12

2014 2014-05-12 -0.28 2014-06-17 0.2

0.48

2015 2015-05-11 0.26 2015-06-17 0.51

0.25

2016 2016-05-10 0.42 2016-06-17 0.7

0.28

2017 2017-05-10 0.5 2017-06-16 0.52

0.02

2018 2018-05-10 0.89 2018-06-15 0.94

0.05

2019 2019-05-10 0.84 2019-06-17 0.74

-0.1

2020 2020-05-11 0.8 2020-06-17 0.87

0.07