Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-20
Exit Date: 2023-06-22
Long Contract: 3
Short Contract: 12



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-20 -0.06 2005-06-22 -0.19

-0.13

2006 2006-05-22 0.45 2006-06-22 0.51

0.06

2007 2007-05-21 0.5 2007-06-22 0.53

0.03

2008 2008-05-20 0.65 2008-06-20 0.75

0.1

2009 2009-05-20 0.45 2009-06-22 0.55

0.1

2010 2010-05-20 0.59 2010-06-22 0.58

-0.01

2011 2011-05-20 0.28 2011-06-22 0.61

0.33

2012 2012-05-21 0.44 2012-06-22 0.59

0.15

2013 2013-05-20 -0.09 2013-06-21 -0.09

0.0

2014 2014-05-20 0.34 2014-06-20 0.34

0.0

2015 2015-05-20 0.28 2015-06-22 0.22

-0.06

2016 2016-05-20 0.08 2016-06-22 0.24

0.16

2017 2017-05-22 0.24 2017-06-22 0.31

0.07

2018 2018-05-21 0.55 2018-06-22 0.58

0.03

2019 2019-05-20 0.48 2019-06-21 0.47

-0.01

2020 2020-05-20 0.27 2020-06-22 0.41

0.14