Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-20
Exit Date: 2023-06-12
Long Contract: 3
Short Contract: 10



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 0.03 2005-06-10 0.09

0.06

2006 2006-05-22 0.88 2006-06-12 0.96

0.08

2007 2007-05-21 1.02 2007-06-12 1.05

0.03

2008 2008-05-20 1.25 2008-06-12 1.4

0.15

2009 2009-05-20 0.73 2009-06-12 0.95

0.22

2010 2010-05-20 0.95 2010-06-11 1.14

0.19

2011 2011-05-20 0.64 2011-06-10 1.05

0.41

2012 2012-05-21 0.83 2012-06-12 0.89

0.06

2013 2013-05-20 -0.33 2013-06-12 -0.17

0.16

2014 2014-05-20 0.49 2014-06-12 0.54

0.05

2015 2015-05-20 0.45 2015-06-12 0.36

-0.09

2016 2016-05-20 0.35 2016-06-10 0.43

0.08

2017 2017-05-22 0.45 2017-06-12 0.49

0.04

2018 2018-05-21 0.91 2018-06-12 0.94

0.03

2019 2019-05-20 0.81 2019-06-12 0.83

0.02

2020 2020-05-20 0.58 2020-06-12 0.79

0.21