Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-05
Exit Date: 2023-06-12
Long Contract: 12
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-05 -0.05 2005-06-10 0.3

0.35

2006 2006-05-05 0.61 2006-06-12 0.69

0.08

2007 2007-05-07 0.77 2007-06-12 0.82

0.05

2008 2008-05-05 0.59 2008-06-12 1.05

0.46

2009 2009-05-05 0.44 2009-06-12 0.55

0.11

2010 2010-05-05 0.51 2010-06-11 0.66

0.15

2011 2011-05-05 0.38 2011-06-10 0.83

0.45

2012 2012-05-07 0.56 2012-06-12 0.58

0.02

2013 2013-05-06 -0.55 2013-06-12 -0.48

0.07

2014 2014-05-05 -0.26 2014-06-12 0.02

0.28

2015 2015-05-05 0.1 2015-06-12 0.17

0.07

2016 2016-05-05 0.38 2016-06-10 0.43

0.05

2017 2017-05-05 0.2 2017-06-12 0.24

0.04

2018 2018-05-07 0.49 2018-06-12 0.5

0.01

2019 2019-05-06 0.45 2019-06-12 0.4

-0.05

2020 2020-05-05 0.49 2020-06-12 0.54

0.05