Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-06-10 0.23

0.22

2006 2006-05-10 0.4 2006-06-12 0.42

0.02

2007 2007-05-10 0.44 2007-06-12 0.51

0.07

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

0.16

2009 2009-05-11 0.28 2009-06-12 0.34

0.06

2010 2010-05-10 0.31 2010-06-11 0.44

0.13

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

0.16

2012 2012-05-10 0.36 2012-06-12 0.38

0.02

2013 2013-05-10 -0.67 2013-06-12 -0.49

0.18

2014 2014-05-12 -0.5 2014-06-12 -0.11

0.39

2015 2015-05-11 0.0 2015-06-12 0.06

0.06

2016 2016-05-10 0.24 2016-06-10 0.26

0.02

2017 2017-05-10 0.19 2017-06-12 0.18

-0.01

2018 2018-05-10 0.28 2018-06-12 0.31

0.03

2019 2019-05-10 0.28 2019-06-12 0.24

-0.04

2020 2020-05-11 0.32 2020-06-12 0.35

0.03