Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-15
Exit Date: 2023-05-28
Long Contract: 1
Short Contract: 7



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-16 0.19 2005-05-27 0.19

-0.0

2006 2006-05-15 1.15 2006-05-26 1.29

0.14

2007 2007-05-15 1.55 2007-05-25 1.56

0.01

2008 2008-05-15 1.85 2008-05-28 1.89

0.04

2009 2009-05-15 0.9 2009-05-28 1.1

0.2

2010 2010-05-17 1.22 2010-05-28 1.37

0.15

2011 2011-05-16 1.22 2011-05-27 1.34

0.12

2012 2012-05-15 1.15 2012-05-25 1.26

0.11

2013 2013-05-15 -1.2 2013-05-28 -0.71

0.49

2014 2014-05-15 -0.1 2014-05-28 0.32

0.42

2015 2015-05-15 0.35 2015-05-28 0.29

-0.06

2016 2016-05-16 0.61 2016-05-27 0.82

0.21

2017 2017-05-15 0.48 2017-05-26 0.62

0.14

2018 2018-05-15 0.97 2018-05-25 1.04

0.07

2019 2019-05-15 0.93 2019-05-28 0.9

-0.03

2020 2020-05-15 0.96 2020-05-28 1.04

0.08