Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-06-17
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 -0.04 2005-06-17 -0.37

-0.33

2006 2006-05-15 0.36 2006-06-16 0.41

0.05

2007 2007-05-15 0.54 2007-06-15 0.52

-0.02

2008 2008-05-15 0.6 2008-06-17 0.65

0.05

2009 2009-05-15 0.47 2009-06-17 0.54

0.07

2010 2010-05-17 0.62 2010-06-17 0.58

-0.04

2011 2011-05-16 0.32 2011-06-17 0.57

0.25

2012 2012-05-15 0.37 2012-06-15 0.52

0.15

2013 2013-05-15 -0.15 2013-06-17 0.01

0.16

2014 2014-05-15 0.29 2014-06-17 0.42

0.13

2015 2015-05-15 0.24 2015-06-17 0.23

-0.01

2016 2016-05-16 0.01 2016-06-17 0.2

0.19

2017 2017-05-15 0.25 2017-06-16 0.26

0.01

2018 2018-05-15 0.55 2018-06-15 0.61

0.06

2019 2019-05-15 0.51 2019-06-17 0.49

-0.02

2020 2020-05-15 0.3 2020-06-17 0.4

0.1