Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-05
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.04 2005-06-10 0.31

0.35

2006 2006-05-05 0.79 2006-06-12 0.89

0.1

2007 2007-05-07 1.07 2007-06-12 1.09

0.02

2008 2008-05-05 0.79 2008-06-12 1.42

0.63

2009 2009-05-05 0.64 2009-06-12 0.85

0.21

2010 2010-05-05 0.76 2010-06-11 0.99

0.23

2011 2011-05-05 0.59 2011-06-10 1.09

0.5

2012 2012-05-07 0.8 2012-06-12 0.85

0.05

2013 2013-05-06 -0.59 2013-06-12 -0.52

0.07

2014 2014-05-05 -0.15 2014-06-12 0.16

0.31

2015 2015-05-05 0.24 2015-06-12 0.32

0.08

2016 2016-05-05 0.54 2016-06-10 0.57

0.03

2017 2017-05-05 0.3 2017-06-12 0.38

0.08

2018 2018-05-07 0.75 2018-06-12 0.78

0.03

2019 2019-05-06 0.69 2019-06-12 0.65

-0.04

2020 2020-05-05 0.66 2020-06-12 0.77

0.11