Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.0 2005-06-10 0.31

0.31

2006 2006-05-10 0.82 2006-06-12 0.89

0.07

2007 2007-05-10 1.06 2007-06-12 1.09

0.03

2008 2008-05-12 1.01 2008-06-12 1.42

0.41

2009 2009-05-11 0.64 2009-06-12 0.85

0.21

2010 2010-05-10 0.76 2010-06-11 0.99

0.23

2011 2011-05-10 0.68 2011-06-10 1.09

0.41

2012 2012-05-10 0.74 2012-06-12 0.85

0.11

2013 2013-05-10 -0.8 2013-06-12 -0.52

0.28

2014 2014-05-12 -0.11 2014-06-12 0.16

0.27

2015 2015-05-11 0.24 2015-06-12 0.32

0.08

2016 2016-05-10 0.3 2016-06-10 0.57

0.27

2017 2017-05-10 0.39 2017-06-12 0.38

-0.01

2018 2018-05-10 0.75 2018-06-12 0.78

0.03

2019 2019-05-10 0.7 2019-06-12 0.65

-0.05

2020 2020-05-11 0.64 2020-06-12 0.77

0.13