Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-23
Long Contract: 1
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.19 2005-05-23 0.19

0.0

2006 2006-05-15 1.15 2006-05-23 1.22

0.07

2007 2007-05-15 1.55 2007-05-23 1.62

0.07

2008 2008-05-15 1.85 2008-05-23 1.82

-0.03

2009 2009-05-15 0.9 2009-05-22 0.97

0.07

2010 2010-05-17 1.22 2010-05-21 1.25

0.03

2011 2011-05-16 1.22 2011-05-23 1.22

-0.0

2012 2012-05-15 1.15 2012-05-23 1.25

0.1

2013 2013-05-15 -1.2 2013-05-23 -0.96

0.24

2014 2014-05-15 -0.1 2014-05-23 0.26

0.36

2015 2015-05-15 0.35 2015-05-22 0.33

-0.02

2016 2016-05-16 0.61 2016-05-23 0.73

0.12

2017 2017-05-15 0.48 2017-05-23 0.62

0.14

2018 2018-05-15 0.97 2018-05-23 1.03

0.06

2019 2019-05-15 0.93 2019-05-23 0.94

0.01

2020 2020-05-15 0.96 2020-05-22 1.05

0.09