Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-06-17
Long Contract: 3
Short Contract: 9



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.03 2005-06-17 -0.01

-0.04

2006 2006-05-15 0.96 2006-06-16 1.05

0.09

2007 2007-05-15 1.27 2007-06-15 1.31

0.04

2008 2008-05-15 1.51 2008-06-17 1.73

0.22

2009 2009-05-15 0.83 2009-06-17 1.07

0.24

2010 2010-05-17 1.14 2010-06-17 1.25

0.11

2011 2011-05-16 0.82 2011-06-17 1.38

0.56

2012 2012-05-15 0.91 2012-06-15 1.01

0.1

2013 2013-05-15 -0.79 2013-06-17 -0.62

0.17

2014 2014-05-15 0.2 2014-06-17 0.43

0.23

2015 2015-05-15 0.4 2015-06-17 0.5

0.1

2016 2016-05-16 0.34 2016-06-17 0.61

0.27

2017 2017-05-15 0.45 2017-06-16 0.54

0.09

2018 2018-05-15 1.03 2018-06-15 1.11

0.08

2019 2019-05-15 0.96 2019-06-17 0.88

-0.08

2020 2020-05-15 0.74 2020-06-17 0.88

0.14