Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-07
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-06-07 0.24

0.23

2006 2006-05-10 0.4 2006-06-07 0.44

0.04

2007 2007-05-10 0.44 2007-06-07 0.5

0.06

2008 2008-05-12 0.55 2008-06-06 0.71

0.16

2009 2009-05-11 0.28 2009-06-05 0.35

0.07

2010 2010-05-10 0.31 2010-06-07 0.43

0.12

2011 2011-05-10 0.41 2011-06-07 0.57

0.16

2012 2012-05-10 0.36 2012-06-07 0.43

0.07

2013 2013-05-10 -0.67 2013-06-07 -0.45

0.22

2014 2014-05-12 -0.5 2014-06-06 0.07

0.57

2015 2015-05-11 0.0 2015-06-05 0.04

0.04

2016 2016-05-10 0.24 2016-06-07 0.28

0.04

2017 2017-05-10 0.19 2017-06-07 0.22

0.03

2018 2018-05-10 0.28 2018-06-07 0.3

0.02

2019 2019-05-10 0.28 2019-06-07 0.23

-0.05

2020 2020-05-11 0.32 2020-06-05 0.37

0.05