Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-28
Long Contract: 1
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.04 2005-05-27 0.19

0.15

2006 2006-05-10 1.21 2006-05-26 1.29

0.08

2007 2007-05-10 1.5 2007-05-25 1.56

0.06

2008 2008-05-12 1.64 2008-05-28 1.89

0.25

2009 2009-05-11 0.97 2009-05-28 1.1

0.13

2010 2010-05-10 1.13 2010-05-28 1.37

0.24

2011 2011-05-10 1.18 2011-05-27 1.34

0.16

2012 2012-05-10 1.14 2012-05-25 1.26

0.12

2013 2013-05-10 -1.29 2013-05-28 -0.71

0.58

2014 2014-05-12 -0.36 2014-05-28 0.32

0.68

2015 2015-05-11 0.29 2015-05-28 0.29

0.0

2016 2016-05-10 0.53 2016-05-27 0.82

0.29

2017 2017-05-10 0.6 2017-05-26 0.62

0.02

2018 2018-05-10 1.01 2018-05-25 1.04

0.03

2019 2019-05-10 0.98 2019-05-28 0.9

-0.08

2020 2020-05-11 0.99 2020-05-28 1.04

0.05