Backtest Result of Soybean Oil (BO)


Entry Date: 2023-05-10
Exit Date: 2023-05-23
Long Contract: 10
Short Contract: 8



Year EntryDate EntryPrice ExitDate ExitPrice Profit
2005 2005-05-10 0.01 2005-05-23 0.06

0.05

2006 2006-05-10 0.4 2006-05-23 0.37

-0.03

2007 2007-05-10 0.44 2007-05-23 0.5

0.06

2008 2008-05-12 0.55 2008-05-23 0.61

0.06

2009 2009-05-11 0.28 2009-05-22 0.28

-0.0

2010 2010-05-10 0.31 2010-05-21 0.37

0.06

2011 2011-05-10 0.41 2011-05-23 0.46

0.05

2012 2012-05-10 0.36 2012-05-23 0.41

0.05

2013 2013-05-10 -0.67 2013-05-23 -0.55

0.12

2014 2014-05-12 -0.5 2014-05-23 -0.08

0.42

2015 2015-05-11 0.0 2015-05-22 0.06

0.06

2016 2016-05-10 0.24 2016-05-23 0.24

-0.0

2017 2017-05-10 0.19 2017-05-23 0.21

0.02

2018 2018-05-10 0.28 2018-05-23 0.31

0.03

2019 2019-05-10 0.28 2019-05-23 0.28

0.0

2020 2020-05-11 0.32 2020-05-22 0.33

0.01