Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-06-17
Long Contract: 1
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.05 2005-06-17 0.35

0.3

2006 2006-05-15 0.79 2006-06-16 0.82

0.03

2007 2007-05-15 1.05 2007-06-15 1.11

0.06

2008 2008-05-15 1.2 2008-06-17 1.45

0.25

2009 2009-05-15 0.58 2009-06-17 0.82

0.24

2010 2010-05-17 0.82 2010-06-17 0.95

0.13

2011 2011-05-16 0.72 2011-06-17 1.07

0.35

2012 2012-05-15 0.74 2012-06-15 0.76

0.02

2013 2013-05-15 -0.75 2013-06-17 -0.66

0.09

2014 2014-05-15 0.02 2014-06-17 0.16

0.14

2015 2015-05-15 0.26 2015-06-17 0.43

0.17

2016 2016-05-16 0.38 2016-06-17 0.57

0.19

2017 2017-05-15 0.3 2017-06-16 0.39

0.09

2018 2018-05-15 0.73 2018-06-15 0.77

0.04

2019 2019-05-15 0.67 2019-06-17 0.62

-0.05

2020 2020-05-15 0.61 2020-06-17 0.72

0.11