Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-02
Long Contract: 12
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.0 2005-06-02 0.42

0.42

2006 2006-05-10 0.8 2006-06-02 0.89

0.09

2007 2007-05-10 0.99 2007-06-01 1.02

0.03

2008 2008-05-12 1.06 2008-06-02 1.29

0.23

2009 2009-05-11 0.59 2009-06-02 0.69

0.1

2010 2010-05-10 0.67 2010-06-02 0.9

0.23

2011 2011-05-10 0.73 2011-06-02 1.03

0.3

2012 2012-05-10 0.72 2012-06-01 0.88

0.16

2013 2013-05-10 -0.95 2013-05-31 -0.57

0.38

2014 2014-05-12 -0.4 2014-06-02 0.38

0.78

2015 2015-05-11 0.14 2015-06-02 0.06

-0.08

2016 2016-05-10 0.44 2016-06-02 0.51

0.07

2017 2017-05-10 0.37 2017-06-02 0.47

0.1

2018 2018-05-10 0.62 2018-06-01 0.65

0.03

2019 2019-05-10 0.61 2019-05-31 0.59

-0.02

2020 2020-05-11 0.63 2020-06-02 0.65

0.02