Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-06-12
Long Contract: 3
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 -0.1 2005-06-10 0.21

0.31

2006 2006-05-10 1.02 2006-06-12 1.18

0.16

2007 2007-05-10 1.34 2007-06-12 1.3

-0.04

2008 2008-05-12 1.31 2008-06-12 1.75

0.44

2009 2009-05-11 0.89 2009-06-12 1.12

0.23

2010 2010-05-10 1.01 2010-06-11 1.36

0.35

2011 2011-05-10 0.72 2011-06-10 1.34

0.62

2012 2012-05-10 0.89 2012-06-12 1.08

0.19

2013 2013-05-10 -0.81 2013-06-12 -0.49

0.32

2014 2014-05-12 0.05 2014-06-12 0.42

0.37

2015 2015-05-11 0.38 2015-06-12 0.38

0.0

2016 2016-05-10 0.15 2016-06-10 0.56

0.41

2017 2017-05-10 0.58 2017-06-12 0.56

-0.02

2018 2018-05-10 1.08 2018-06-12 1.09

0.01

2019 2019-05-10 0.99 2019-06-12 0.94

-0.05

2020 2020-05-11 0.78 2020-06-12 0.96

0.18