Backtest Result of Soybean Oil (BO)


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



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.04 2005-05-27 0.16

0.12

2006 2006-05-10 0.6 2006-05-26 0.64

0.04

2007 2007-05-10 0.66 2007-05-25 0.68

0.02

2008 2008-05-12 0.88 2008-05-28 0.96

0.08

2009 2009-05-11 0.45 2009-05-28 0.51

0.06

2010 2010-05-10 0.51 2010-05-28 0.64

0.13

2011 2011-05-10 0.66 2011-05-27 0.78

0.12

2012 2012-05-10 0.56 2012-05-25 0.63

0.07

2013 2013-05-10 -0.9 2013-05-28 -0.61

0.29

2014 2014-05-12 -0.58 2014-05-28 0.03

0.61

2015 2015-05-11 0.03 2015-05-28 0.07

0.04

2016 2016-05-10 0.35 2016-05-27 0.39

0.04

2017 2017-05-10 0.29 2017-05-26 0.32

0.03

2018 2018-05-10 0.4 2018-05-25 0.42

0.02

2019 2019-05-10 0.42 2019-05-28 0.39

-0.03

2020 2020-05-11 0.51 2020-05-28 0.5

-0.01