Backtest Result of Soybean Oil (BO)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.06 2005-06-10 0.41

0.47

2006 2006-05-05 0.76 2006-06-12 0.89

0.13

2007 2007-05-07 1.0 2007-06-12 1.08

0.08

2008 2008-05-05 0.84 2008-06-12 1.41

0.57

2009 2009-05-05 0.6 2009-06-12 0.72

0.12

2010 2010-05-05 0.67 2010-06-11 0.88

0.21

2011 2011-05-05 0.65 2011-06-10 1.11

0.46

2012 2012-05-07 0.74 2012-06-12 0.77

0.03

2013 2013-05-06 -0.78 2013-06-12 -0.65

0.13

2014 2014-05-05 -0.42 2014-06-12 0.03

0.45

2015 2015-05-05 0.11 2015-06-12 0.21

0.1

2016 2016-05-05 0.52 2016-06-10 0.56

0.04

2017 2017-05-05 0.29 2017-06-12 0.35

0.06

2018 2018-05-07 0.63 2018-06-12 0.66

0.03

2019 2019-05-06 0.59 2019-06-12 0.53

-0.06

2020 2020-05-05 0.68 2020-06-12 0.72

0.04