Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-28
Long Contract: 1
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-05-27 0.11

0.1

2006 2006-05-10 1.01 2006-05-26 1.09

0.08

2007 2007-05-10 1.28 2007-05-25 1.32

0.04

2008 2008-05-12 1.31 2008-05-28 1.56

0.25

2009 2009-05-11 0.8 2009-05-28 0.93

0.13

2010 2010-05-10 0.93 2010-05-28 1.14

0.21

2011 2011-05-10 0.93 2011-05-27 1.06

0.13

2012 2012-05-10 0.94 2012-05-25 1.04

0.1

2013 2013-05-10 -1.06 2013-05-28 -0.63

0.43

2014 2014-05-12 -0.28 2014-05-28 0.25

0.53

2015 2015-05-11 0.26 2015-05-28 0.23

-0.03

2016 2016-05-10 0.42 2016-05-27 0.69

0.27

2017 2017-05-10 0.5 2017-05-26 0.51

0.01

2018 2018-05-10 0.89 2018-05-25 0.93

0.04

2019 2019-05-10 0.84 2019-05-28 0.78

-0.06

2020 2020-05-11 0.8 2020-05-28 0.86

0.06